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EXHD.DE vs. EIB3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXHD.DE vs. EIB3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares eb.rexx Government Germany 5.5-10.5yr UCITS ETF (DE) (EXHD.DE) and Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXHD.DE achieves a -0.51% return, which is significantly lower than EIB3.DE's 0.19% return.


EXHD.DE

1D
0.17%
1M
-0.45%
YTD
-0.51%
6M
-0.74%
1Y
-0.85%
3Y*
1.05%
5Y*
-2.82%
10Y*
-1.06%

EIB3.DE

1D
0.93%
1M
0.06%
YTD
0.19%
6M
0.56%
1Y
0.95%
3Y*
2.63%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXHD.DE vs. EIB3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EXHD.DE
iShares eb.rexx Government Germany 5.5-10.5yr UCITS ETF (DE)
-0.51%-0.38%-0.04%6.26%-17.27%-2.39%2.08%-3.90%
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
0.19%2.14%3.03%3.39%-4.93%-0.76%-0.13%-0.51%

Correlation

The correlation between EXHD.DE and EIB3.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2019

0.77

Over the past year, the correlation between EXHD.DE and EIB3.DE has dropped to 0.56 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

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Return for Risk

EXHD.DE vs. EIB3.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXHD.DE
EXHD.DE Risk / Return Rank: 66
Overall Rank
EXHD.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXHD.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EXHD.DE Omega Ratio Rank: 55
Omega Ratio Rank
EXHD.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EXHD.DE Martin Ratio Rank: 55
Martin Ratio Rank

EIB3.DE
EIB3.DE Risk / Return Rank: 1414
Overall Rank
EIB3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXHD.DE vs. EIB3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 5.5-10.5yr UCITS ETF (DE) (EXHD.DE) and Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EXHD.DEEIB3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

0.95

1.06

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.35

0.50

-0.86

Martin ratioReturn relative to average drawdown

-0.91

1.50

-2.40

EXHD.DE vs. EIB3.DE - Sharpe Ratio Comparison

The current EXHD.DE Sharpe Ratio is -0.31, which is lower than the EIB3.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of EXHD.DE and EIB3.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXHD.DEEIB3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

0.26

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.30

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.17

+0.17

Drawdowns

EXHD.DE vs. EIB3.DE - Drawdown Comparison

The maximum EXHD.DE drawdown since its inception was -22.41%, which is greater than EIB3.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for EXHD.DE and EIB3.DE.


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Drawdown Indicators


EXHD.DEEIB3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.41%

-6.78%

-15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-1.60%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.84%

-1.60%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.34%

-5.91%

-14.43%

Max Drawdown (10Y)

Largest decline over 10 years

-22.41%

Current Drawdown

Current decline from peak

-17.09%

-0.68%

-16.41%

Average Drawdown

Average peak-to-trough decline

-5.58%

-2.06%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

0.54%

+0.94%

Volatility

EXHD.DE vs. EIB3.DE - Volatility Comparison

iShares eb.rexx Government Germany 5.5-10.5yr UCITS ETF (DE) (EXHD.DE) has a higher volatility of 1.99% compared to Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) at 1.50%. This indicates that EXHD.DE's price experiences larger fluctuations and is considered to be riskier than EIB3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXHD.DEEIB3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.50%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

2.75%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

3.11%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

2.11%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.16%

1.89%

+3.27%

EXHD.DE vs. EIB3.DE - Expense Ratio Comparison

EXHD.DE has a 0.16% expense ratio, which is higher than EIB3.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EXHD.DE vs. EIB3.DE - Dividend Comparison

EXHD.DE's dividend yield for the trailing twelve months is around 1.37%, less than EIB3.DE's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.41%2.51%2.80%2.24%0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXHD.DE
iShares eb.rexx Government Germany 5.5-10.5yr UCITS ETF (DE)
1.37%1.73%1.44%0.88%1.26%1.35%1.01%0.96%1.00%1.26%1.40%1.77%

Frequently Asked Questions


EXHD.DE and EIB3.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIB3.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIB3.DE is cheaper with a 0.10% expense ratio, compared with 0.16% for EXHD.DE.

EXHD.DE tracks eb.rexx® Government Germany 5.5-10.5, while EIB3.DE tracks Bloomberg Euro Government Select 1-3. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.16% for EXHD.DE and 0.10% for EIB3.DE.

Portfolio Optimizer

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