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

Performance

IBCC.DE vs. IBCL.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 iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.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 IBCL.DE's -1.15% return.


IBCC.DE

1D
0.00%
1M
1.63%
6M
3.15%
YTD
4.60%
1Y
5.10%
3Y*
4.00%
5Y*
4.12%
10Y*

IBCL.DE

1D
0.25%
1M
-2.80%
6M
-2.31%
YTD
-1.15%
1Y
-2.15%
3Y*
-0.84%
5Y*
-8.15%
10Y*
-2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCC.DE vs. IBCL.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%
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
-1.15%-5.38%-0.90%9.73%-34.35%-6.57%11.60%13.92%

Correlation

The correlation between IBCC.DE and IBCL.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

-0.06

The correlation between IBCC.DE and IBCL.DE shifts across timeframes, from -0.25 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBCC.DE vs. IBCL.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: 3232
Overall Rank
IBCC.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IBCC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IBCC.DE Omega Ratio Rank: 2828
Omega Ratio Rank
IBCC.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
IBCC.DE Martin Ratio Rank: 3232
Martin Ratio Rank

IBCL.DE
IBCL.DE Risk / Return Rank: 77
Overall Rank
IBCL.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBCL.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
IBCL.DE Omega Ratio Rank: 77
Omega Ratio Rank
IBCL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
IBCL.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. IBCL.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 iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.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.DEIBCL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.15

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

1.57

-0.35

+1.92

Martin ratioReturn relative to average drawdown

3.59

-0.70

+4.29

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

The current IBCC.DE Sharpe Ratio is 0.84, which is higher than the IBCL.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of IBCC.DE and IBCL.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. IBCL.DE - Drawdown Comparison

The maximum IBCC.DE drawdown since its inception was -16.17%, smaller than the maximum IBCL.DE drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for IBCC.DE and IBCL.DE.


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Drawdown Indicators


IBCC.DEIBCL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.17%

-43.80%

+27.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-6.13%

+2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-11.59%

-11.97%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

-42.19%

+30.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

Current Drawdown

Current decline from peak

-5.33%

-38.14%

+32.81%

Average Drawdown

Average peak-to-trough decline

-7.97%

-12.56%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

3.06%

-1.64%

Volatility

IBCC.DE vs. IBCL.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.DE) is 1.36%, while iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) has a volatility of 2.55%. This indicates that IBCC.DE experiences smaller price fluctuations and is considered to be less risky than IBCL.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.DEIBCL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

2.55%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

7.30%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

9.24%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

13.68%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.41%

11.50%

-3.09%

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

IBCC.DE has a 0.07% expense ratio, which is lower than IBCL.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. IBCL.DE - Dividend Comparison

IBCC.DE's dividend yield for the trailing twelve months is around 3.99%, more than IBCL.DE's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.71%3.53%3.19%2.64%1.31%0.53%0.74%1.26%1.50%1.35%1.47%1.83%

Frequently Asked Questions


IBCC.DE and IBCL.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 IBCL.DE.

IBCC.DE tracks ICE US Treasury Short Bond Index, while IBCL.DE tracks Bloomberg Euro Government Bond 15-30 Year Index. Their fees differ too: 0.07% for IBCC.DE and 0.15% for IBCL.DE.

Portfolio Optimizer

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