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IBC9.DE vs. IBC2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC9.DE vs. IBC2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.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, IBC9.DE achieves a 3.59% return, which is significantly higher than IBC2.DE's 0.98% return.


IBC9.DE

1D
0.28%
1M
1.22%
6M
2.54%
YTD
3.59%
1Y
5.94%
3Y*
7.03%
5Y*
3.79%
10Y*
4.00%

IBC2.DE

1D
0.26%
1M
-0.00%
6M
0.73%
YTD
0.98%
1Y
4.12%
3Y*
5.86%
5Y*
1.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC9.DE vs. IBC2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
3.59%1.08%9.31%9.25%-6.54%8.55%-2.14%14.98%2.86%
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
0.98%7.02%4.85%8.05%-11.78%3.08%2.84%10.03%-3.66%

Correlation

The correlation between IBC9.DE and IBC2.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.37

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.49

The correlation between IBC9.DE and IBC2.DE shifts across timeframes, from 0.32 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBC9.DE vs. IBC2.DE — Risk / Return Rank

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

IBC9.DE
IBC9.DE Risk / Return Rank: 5858
Overall Rank
IBC9.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 5454
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBC9.DE Martin Ratio Rank: 6161
Martin Ratio Rank

IBC2.DE
IBC2.DE Risk / Return Rank: 3535
Overall Rank
IBC2.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IBC2.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBC2.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IBC2.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IBC2.DE Martin Ratio Rank: 4545
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.

IBC9.DE vs. IBC2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.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.


IBC9.DEIBC2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

2.67

1.36

+1.31

Martin ratioReturn relative to average drawdown

8.68

6.04

+2.64

IBC9.DE vs. IBC2.DE - Sharpe Ratio Comparison

The current IBC9.DE Sharpe Ratio is 1.47, which is higher than the IBC2.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IBC9.DE and IBC2.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

IBC9.DE vs. IBC2.DE - Drawdown Comparison

The maximum IBC9.DE drawdown since its inception was -27.22%, which is greater than IBC2.DE's maximum drawdown of -22.54%. Use the drawdown chart below to compare losses from any high point for IBC9.DE and IBC2.DE.


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Drawdown Indicators


IBC9.DEIBC2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-22.54%

-4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-3.03%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.79%

-4.22%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

-15.71%

+5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-0.26%

-0.00%

-0.26%

Average Drawdown

Average peak-to-trough decline

-7.55%

-3.56%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.68%

0.00%

Volatility

IBC9.DE vs. IBC2.DE - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) has a higher volatility of 1.07% compared to iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE) at 0.79%. This indicates that IBC9.DE's price experiences larger fluctuations and is considered to be riskier than IBC2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC9.DEIBC2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.79%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

3.27%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

4.17%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

6.95%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

8.20%

-0.36%

IBC9.DE vs. IBC2.DE - Expense Ratio Comparison

IBC9.DE has a 0.50% expense ratio, which is lower than IBC2.DE's 0.55% expense ratio.


Dividends

IBC9.DE vs. IBC2.DE - Dividend Comparison

IBC9.DE's dividend yield for the trailing twelve months is around 6.99%, more than IBC2.DE's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.19%6.07%6.33%5.59%5.13%4.34%4.82%5.58%3.90%0.00%0.00%0.00%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
6.99%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%

Frequently Asked Questions


IBC9.DE and IBC2.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBC9.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBC9.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for IBC2.DE.

IBC9.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped, while IBC2.DE tracks Markit iBoxx USD Liquid High Yield Capped Index (EUR Hedged). Their fees differ too: 0.50% for IBC9.DE and 0.55% for IBC2.DE.

Portfolio Optimizer

Find the right allocation for IBC9.DE and IBC2.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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