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IBC5.DE vs. E15H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC5.DE vs. E15H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.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, IBC5.DE achieves a 0.37% return, which is significantly lower than E15H.DE's 2.91% return.


IBC5.DE

1D
0.00%
1M
-0.37%
6M
0.56%
YTD
0.37%
1Y
1.69%
3Y*
1.86%
5Y*
-1.21%
10Y*

E15H.DE

1D
-0.20%
1M
-0.14%
6M
3.29%
YTD
2.91%
1Y
2.34%
3Y*
2.00%
5Y*
0.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC5.DE vs. E15H.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBC5.DE
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
0.37%4.47%0.00%1.38%-14.33%4.96%1.44%
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
2.91%0.86%-0.10%5.42%-9.40%6.32%2.91%

Correlation

The correlation between IBC5.DE and E15H.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.55

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.56

The correlation between IBC5.DE and E15H.DE shifts across timeframes, from 0.48 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBC5.DE vs. E15H.DE — Risk / Return Rank

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

IBC5.DE
IBC5.DE Risk / Return Rank: 1616
Overall Rank
IBC5.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IBC5.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBC5.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IBC5.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBC5.DE Martin Ratio Rank: 1818
Martin Ratio Rank

E15H.DE
E15H.DE Risk / Return Rank: 2222
Overall Rank
E15H.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
E15H.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
E15H.DE Omega Ratio Rank: 1818
Omega Ratio Rank
E15H.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
E15H.DE Martin Ratio Rank: 2929
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.

IBC5.DE vs. E15H.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBC5.DEE15H.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.07

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.77

1.17

-0.40

Martin ratioReturn relative to average drawdown

1.73

3.55

-1.82

IBC5.DE vs. E15H.DE - Sharpe Ratio Comparison

The current IBC5.DE Sharpe Ratio is 0.39, which is lower than the E15H.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IBC5.DE and E15H.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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Drawdowns

IBC5.DE vs. E15H.DE - Drawdown Comparison

The maximum IBC5.DE drawdown since its inception was -18.53%, which is greater than E15H.DE's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for IBC5.DE and E15H.DE.


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Drawdown Indicators


IBC5.DEE15H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-15.98%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.19%

-2.00%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-5.06%

-5.43%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-15.98%

-2.55%

Current Drawdown

Current decline from peak

-9.85%

-5.61%

-4.24%

Average Drawdown

Average peak-to-trough decline

-7.03%

-7.16%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.65%

+0.32%

Volatility

IBC5.DE vs. E15H.DE - Volatility Comparison

iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) has a higher volatility of 1.07% compared to Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) at 0.81%. This indicates that IBC5.DE's price experiences larger fluctuations and is considered to be riskier than E15H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC5.DEE15H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.81%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

3.09%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

3.86%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

6.66%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.31%

6.34%

-0.03%

IBC5.DE vs. E15H.DE - Expense Ratio Comparison

IBC5.DE has a 0.12% expense ratio, which is higher than E15H.DE's 0.09% 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

IBC5.DE vs. E15H.DE - Dividend Comparison

IBC5.DE has not paid dividends to shareholders, while E15H.DE's dividend yield for the trailing twelve months is around 0.94%.


PositionTTM202520242023202220212020
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
0.94%0.97%0.82%0.74%0.94%0.86%0.36%
IBC5.DE
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBC5.DE and E15H.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, E15H.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

E15H.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for IBC5.DE.

IBC5.DE tracks Bloomberg US Government Inflation-Linked Bond Index (EUR Hedged), while E15H.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for IBC5.DE and 0.09% for E15H.DE.

Portfolio Optimizer

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