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IBC7.DE vs. IBC9.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBC7.DE vs. IBC9.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 iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE). The values are adjusted to include any dividend payments, if applicable.

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IBC7.DE vs. IBC9.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBC7.DE
iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
-1.24%6.91%3.22%9.52%-14.03%3.70%13.72%13.48%-4.74%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
0.84%1.08%9.31%9.25%-6.54%8.54%-2.13%14.97%1.57%

Returns By Period

In the year-to-date period, IBC7.DE achieves a -1.24% return, which is significantly lower than IBC9.DE's 0.84% return.


IBC7.DE

1D
0.72%
1M
-1.73%
YTD
-1.24%
6M
-0.32%
1Y
3.94%
3Y*
5.31%
5Y*
1.17%
10Y*

IBC9.DE

1D
0.52%
1M
0.05%
YTD
0.84%
6M
1.54%
1Y
2.76%
3Y*
6.11%
5Y*
3.54%
10Y*
4.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBC7.DE vs. IBC9.DE - Expense Ratio Comparison

IBC7.DE has a 0.55% expense ratio, which is higher than IBC9.DE's 0.50% expense ratio.


Return for Risk

IBC7.DE vs. IBC9.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: 4040
Overall Rank
IBC7.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IBC7.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
IBC7.DE Omega Ratio Rank: 4242
Omega Ratio Rank
IBC7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBC7.DE Martin Ratio Rank: 4141
Martin Ratio Rank

IBC9.DE
IBC9.DE Risk / Return Rank: 4040
Overall Rank
IBC9.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 2525
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
IBC9.DE Martin Ratio Rank: 5656
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. IBC9.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 iShares Global High Yield Corporate Bond UCITS ETF (IBC9.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.DEIBC9.DEDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.55

+0.32

Sortino ratio

Return per unit of downside risk

1.21

0.76

+0.45

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

1.13

2.08

-0.95

Martin ratio

Return relative to average drawdown

4.58

6.56

-1.97

IBC7.DE vs. IBC9.DE - Sharpe Ratio Comparison

The current IBC7.DE Sharpe Ratio is 0.87, which is higher than the IBC9.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IBC7.DE and IBC9.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBC7.DEIBC9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.55

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.62

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.55

-0.13

Correlation

The correlation between IBC7.DE and IBC9.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBC7.DE vs. IBC9.DE - Dividend Comparison

IBC7.DE's dividend yield for the trailing twelve months is around 7.11%, more than IBC9.DE's 5.61% yield.


TTM20252024202320222021202020192018201720162015
IBC7.DE
iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
7.11%5.55%5.89%5.17%4.46%3.93%4.18%4.59%3.28%0.00%0.00%0.00%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
5.61%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%

Drawdowns

IBC7.DE vs. IBC9.DE - Drawdown Comparison

The maximum IBC7.DE drawdown since its inception was -21.83%, roughly equal to the maximum IBC9.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for IBC7.DE and IBC9.DE.


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Drawdown Indicators


IBC7.DEIBC9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-22.34%

+0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-2.68%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.31%

-10.01%

-8.30%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-2.45%

-0.66%

-1.79%

Average Drawdown

Average peak-to-trough decline

-4.55%

-3.26%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.68%

+0.18%

Volatility

IBC7.DE vs. IBC9.DE - Volatility Comparison

iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE) and iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) have volatilities of 1.89% and 1.85%, 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.DEIBC9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.85%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

2.90%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.54%

5.05%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

5.65%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.06%

7.89%

+0.17%