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IBC7.DE vs. GB1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC7.DE vs. GB1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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, IBC7.DE achieves a 0.72% return, which is significantly higher than GB1E.DE's 0.54% return.


IBC7.DE

1D
0.11%
1M
0.31%
YTD
0.72%
6M
0.87%
1Y
5.33%
3Y*
5.92%
5Y*
1.34%
10Y*

GB1E.DE

1D
-0.14%
1M
-0.35%
YTD
0.54%
6M
0.93%
1Y
3.91%
3Y*
6.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC7.DE vs. GB1E.DE - Yearly Performance Comparison


Correlation

The correlation between IBC7.DE and GB1E.DE is 0.78, 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

0.78

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

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.80

The correlation between IBC7.DE and GB1E.DE has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

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Return for Risk

IBC7.DE vs. GB1E.DE — Risk / Return Rank

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

IBC7.DE
IBC7.DE Risk / Return Rank: 4242
Overall Rank
IBC7.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IBC7.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IBC7.DE Omega Ratio Rank: 4747
Omega Ratio Rank
IBC7.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IBC7.DE Martin Ratio Rank: 4040
Martin Ratio Rank

GB1E.DE
GB1E.DE Risk / Return Rank: 3030
Overall Rank
GB1E.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GB1E.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GB1E.DE Omega Ratio Rank: 3030
Omega Ratio Rank
GB1E.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
GB1E.DE Martin Ratio Rank: 3535
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.

IBC7.DE vs. GB1E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.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.


IBC7.DEGB1E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.29

1.20

+0.10

Calmar ratioReturn relative to maximum drawdown

1.56

1.24

+0.32

Martin ratioReturn relative to average drawdown

6.24

5.22

+1.02

IBC7.DE vs. GB1E.DE - Sharpe Ratio Comparison

The current IBC7.DE Sharpe Ratio is 1.53, which is higher than the GB1E.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IBC7.DE and GB1E.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


IBC7.DEGB1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.99

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.37

-0.92

Drawdowns

IBC7.DE vs. GB1E.DE - Drawdown Comparison

The maximum IBC7.DE drawdown since its inception was -21.83%, which is greater than GB1E.DE's maximum drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for IBC7.DE and GB1E.DE.


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Drawdown Indicators


IBC7.DEGB1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-4.31%

-17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-3.10%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

-4.31%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.31%

Current Drawdown

Current decline from peak

-0.51%

-0.53%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.47%

-0.56%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.74%

+0.13%

Volatility

IBC7.DE vs. GB1E.DE - Volatility Comparison

iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE) and Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.DE) have volatilities of 1.10% and 1.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC7.DEGB1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.09%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.34%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

3.86%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

4.28%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.00%

4.28%

+3.72%

IBC7.DE vs. GB1E.DE - Expense Ratio Comparison

IBC7.DE has a 0.55% expense ratio, which is higher than GB1E.DE's 0.30% expense ratio.


Dividends

IBC7.DE vs. GB1E.DE - Dividend Comparison

IBC7.DE's dividend yield for the trailing twelve months is around 6.97%, while GB1E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GB1E.DE
Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBC7.DE
iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.97%5.55%5.89%5.17%4.46%3.93%4.18%4.59%3.28%

Frequently Asked Questions


IBC7.DE and GB1E.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GB1E.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GB1E.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for IBC7.DE.

IBC7.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% Capped (EUR Hedged), while GB1E.DE tracks Bloomberg MSCI Global High Yield Liquid Corporate Climate Transition ESG Bond Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for IBC7.DE and 0.30% for GB1E.DE.

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