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IBCA.DE vs. DE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCA.DE vs. DE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) and Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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, IBCA.DE achieves a 0.16% return, which is significantly lower than DE5A.DE's 0.27% return. Over the past 10 years, IBCA.DE has outperformed DE5A.DE with an annualized return of 0.36%, while DE5A.DE has yielded a comparatively lower -1.18% annualized return.


IBCA.DE

1D
0.06%
1M
0.22%
YTD
0.16%
6M
0.27%
1Y
0.96%
3Y*
2.71%
5Y*
0.81%
10Y*
0.36%

DE5A.DE

1D
0.08%
1M
0.50%
YTD
0.27%
6M
0.04%
1Y
-0.83%
3Y*
1.24%
5Y*
-3.17%
10Y*
-1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCA.DE vs. DE5A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
0.16%2.31%3.05%3.50%-4.26%-0.84%-0.15%0.14%-0.27%0.02%
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.27%-0.65%-0.40%5.80%-19.06%-3.67%3.70%4.28%1.66%-0.73%

Correlation

The correlation between IBCA.DE and DE5A.DE is 0.73, 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

0.73

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

0.78

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2011

0.46

Over the past year, IBCA.DE and DE5A.DE have become more correlated (0.73) than their long-term average of 0.46, meaning their price movements have been converging.

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Return for Risk

IBCA.DE vs. DE5A.DE — Risk / Return Rank

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

IBCA.DE
IBCA.DE Risk / Return Rank: 2121
Overall Rank
IBCA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IBCA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBCA.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IBCA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBCA.DE Martin Ratio Rank: 2222
Martin Ratio Rank

DE5A.DE
DE5A.DE Risk / Return Rank: 77
Overall Rank
DE5A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DE5A.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DE5A.DE Omega Ratio Rank: 66
Omega Ratio Rank
DE5A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DE5A.DE Martin Ratio Rank: 66
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.

IBCA.DE vs. DE5A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) and Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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.


IBCA.DEDE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.15

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

0.84

-0.26

+1.10

Martin ratioReturn relative to average drawdown

2.70

-0.58

+3.28

IBCA.DE vs. DE5A.DE - Sharpe Ratio Comparison

The current IBCA.DE Sharpe Ratio is 0.71, which is higher than the DE5A.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of IBCA.DE and DE5A.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


IBCA.DEDE5A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

-0.20

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.49

+1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

-0.22

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.22

+0.02

Drawdowns

IBCA.DE vs. DE5A.DE - Drawdown Comparison

The maximum IBCA.DE drawdown since its inception was -8.31%, smaller than the maximum DE5A.DE drawdown of -24.92%. Use the drawdown chart below to compare losses from any high point for IBCA.DE and DE5A.DE.


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Drawdown Indicators


IBCA.DEDE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.31%

-24.92%

+16.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.14%

-3.13%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-1.14%

-4.45%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-5.21%

-22.78%

+17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-8.31%

-24.92%

+16.61%

Current Drawdown

Current decline from peak

-0.45%

-19.43%

+18.98%

Average Drawdown

Average peak-to-trough decline

-1.03%

-7.30%

+6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

1.42%

-1.06%

Volatility

IBCA.DE vs. DE5A.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) is 0.64%, while Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) has a volatility of 1.71%. This indicates that IBCA.DE experiences smaller price fluctuations and is considered to be less risky than DE5A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCA.DEDE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

1.71%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.27%

3.44%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

4.19%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.55%

6.45%

-4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

5.37%

-1.56%

IBCA.DE vs. DE5A.DE - Expense Ratio Comparison

IBCA.DE has a 0.15% expense ratio, which is higher than DE5A.DE's 0.14% 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

IBCA.DE vs. DE5A.DE - Dividend Comparison

IBCA.DE's dividend yield for the trailing twelve months is around 2.18%, while DE5A.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.45%2.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.29%

Frequently Asked Questions


IBCA.DE and DE5A.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for IBCA.DE.

IBCA.DE tracks Bloomberg Euro Government Bond 1-3, while DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IBCA.DE and 0.14% for DE5A.DE.

Portfolio Optimizer

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