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IBC7.DE vs. IS0R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC7.DE vs. IS0R.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 USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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 lower than IS0R.DE's 2.44% 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*

IS0R.DE

1D
0.10%
1M
1.18%
YTD
2.44%
6M
2.00%
1Y
5.26%
3Y*
5.34%
5Y*
4.94%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC7.DE vs. IS0R.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBC7.DE
iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
0.72%6.91%3.22%9.52%-14.03%3.70%13.72%13.48%-4.74%
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
2.44%-2.53%12.70%6.99%-3.38%12.70%-4.57%16.09%5.10%

Correlation

The correlation between IBC7.DE and IS0R.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.19

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2018

0.34

Over the past year, the correlation between IBC7.DE and IS0R.DE has dropped to 0.11 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

IBC7.DE vs. IS0R.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

IS0R.DE
IS0R.DE Risk / Return Rank: 2929
Overall Rank
IS0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 3434
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. IS0R.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 USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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.DEIS0R.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.29

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

1.56

1.65

-0.09

Martin ratioReturn relative to average drawdown

6.24

5.16

+1.08

IBC7.DE vs. IS0R.DE - Sharpe Ratio Comparison

The current IBC7.DE Sharpe Ratio is 1.53, which is higher than the IS0R.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IBC7.DE and IS0R.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.DEIS0R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.92

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.64

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.49

-0.04

Drawdowns

IBC7.DE vs. IS0R.DE - Drawdown Comparison

The maximum IBC7.DE drawdown since its inception was -21.83%, roughly equal to the maximum IS0R.DE drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for IBC7.DE and IS0R.DE.


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Drawdown Indicators


IBC7.DEIS0R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-22.05%

+0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-3.11%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.46%

-11.44%

+6.98%

Max Drawdown (5Y)

Largest decline over 5 years

-18.31%

-11.44%

-6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-22.05%

Current Drawdown

Current decline from peak

-0.51%

-3.26%

+2.75%

Average Drawdown

Average peak-to-trough decline

-4.47%

-4.74%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.00%

-0.13%

Volatility

IBC7.DE vs. IS0R.DE - Volatility Comparison

iShares Fallen Angels High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC7.DE) has a higher volatility of 1.10% compared to iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) at 0.84%. This indicates that IBC7.DE's price experiences larger fluctuations and is considered to be riskier than IS0R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC7.DEIS0R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.84%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.65%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

5.59%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

7.66%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.00%

8.84%

-0.84%

IBC7.DE vs. IS0R.DE - Expense Ratio Comparison

IBC7.DE has a 0.55% expense ratio, which is higher than IS0R.DE's 0.50% expense ratio.


Dividends

IBC7.DE vs. IS0R.DE - Dividend Comparison

IBC7.DE's dividend yield for the trailing twelve months is around 6.97%, more than IS0R.DE's 6.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
6.21%6.34%6.27%5.74%4.94%4.18%5.22%5.46%5.65%5.88%5.32%6.00%

Frequently Asked Questions


IBC7.DE and IS0R.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0R.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0R.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for IBC7.DE.

IBC7.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% Capped (EUR Hedged), while IS0R.DE tracks iBoxx® USD Liquid High Yield Capped. Their fees differ too: 0.55% for IBC7.DE and 0.50% for IS0R.DE.

Portfolio Optimizer

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