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IBCC.DE vs. DBXF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCC.DE vs. DBXF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.DE) and Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.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, IBCC.DE achieves a 4.60% return, which is significantly higher than DBXF.DE's -0.93% return.


IBCC.DE

1D
0.00%
1M
1.63%
6M
3.63%
YTD
4.60%
1Y
5.34%
3Y*
4.08%
5Y*
4.12%
10Y*

DBXF.DE

1D
-0.41%
1M
-2.07%
6M
-2.36%
YTD
-0.93%
1Y
-1.59%
3Y*
-0.11%
5Y*
-8.02%
10Y*
-2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCC.DE vs. DBXF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.60%-7.23%11.42%1.23%7.25%8.42%-8.13%-8.71%
DBXF.DE
Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc)
-0.93%-5.38%-0.73%9.69%-34.17%-6.47%11.63%14.11%

Correlation

The correlation between IBCC.DE and DBXF.DE is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

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

-0.18

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

-0.07

The correlation between IBCC.DE and DBXF.DE shifts across timeframes, from -0.25 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBCC.DE vs. DBXF.DE — Risk / Return Rank

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

IBCC.DE
IBCC.DE Risk / Return Rank: 3030
Overall Rank
IBCC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IBCC.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBCC.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IBCC.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IBCC.DE Martin Ratio Rank: 3131
Martin Ratio Rank

DBXF.DE
DBXF.DE Risk / Return Rank: 77
Overall Rank
DBXF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DBXF.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DBXF.DE Omega Ratio Rank: 77
Omega Ratio Rank
DBXF.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DBXF.DE Martin Ratio Rank: 77
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.

IBCC.DE vs. DBXF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.DE) and Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.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.


IBCC.DEDBXF.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.16

0.98

+0.18

Calmar ratioReturn relative to maximum drawdown

1.64

-0.26

+1.90

Martin ratioReturn relative to average drawdown

3.74

-0.54

+4.27

IBCC.DE vs. DBXF.DE - Sharpe Ratio Comparison

The current IBCC.DE Sharpe Ratio is 0.86, which is higher than the DBXF.DE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of IBCC.DE and DBXF.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

IBCC.DE vs. DBXF.DE - Drawdown Comparison

The maximum IBCC.DE drawdown since its inception was -16.17%, smaller than the maximum DBXF.DE drawdown of -43.47%. Use the drawdown chart below to compare losses from any high point for IBCC.DE and DBXF.DE.


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Drawdown Indicators


IBCC.DEDBXF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.17%

-43.47%

+27.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-6.06%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-11.59%

-11.81%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

-41.93%

+30.24%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

Current Drawdown

Current decline from peak

-5.33%

-37.67%

+32.34%

Average Drawdown

Average peak-to-trough decline

-7.97%

-12.25%

+4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

2.96%

-1.53%

Volatility

IBCC.DE vs. DBXF.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.DE) is 1.78%, while Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) has a volatility of 2.05%. This indicates that IBCC.DE experiences smaller price fluctuations and is considered to be less risky than DBXF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCC.DEDBXF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.05%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

7.13%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

9.23%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

13.48%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.41%

11.46%

-3.05%

IBCC.DE vs. DBXF.DE - Expense Ratio Comparison

IBCC.DE has a 0.07% expense ratio, which is lower than DBXF.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBCC.DE vs. DBXF.DE - Dividend Comparison

IBCC.DE's dividend yield for the trailing twelve months is around 3.99%, while DBXF.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
DBXF.DE
Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
3.99%4.63%6.49%4.14%0.47%0.09%1.39%1.22%

Frequently Asked Questions


IBCC.DE and DBXF.DE have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCC.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCC.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for DBXF.DE.

IBCC.DE tracks ICE US Treasury Short Bond Index, while DBXF.DE tracks iBoxx EUR Eurozone 15-30 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IBCC.DE and 0.15% for DBXF.DE.

Portfolio Optimizer

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