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IBCD.DE vs. DBXJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCD.DE vs. DBXJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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, IBCD.DE achieves a 2.10% return, which is significantly lower than DBXJ.DE's 17.68% return. Over the past 10 years, IBCD.DE has underperformed DBXJ.DE with an annualized return of 1.81%, while DBXJ.DE has yielded a comparatively higher 8.87% annualized return.


IBCD.DE

1D
-0.14%
1M
0.26%
6M
0.41%
YTD
2.10%
1Y
6.78%
3Y*
3.85%
5Y*
-0.07%
10Y*
1.81%

DBXJ.DE

1D
-1.00%
1M
-0.75%
6M
10.18%
YTD
17.68%
1Y
37.99%
3Y*
17.06%
5Y*
10.04%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCD.DE vs. DBXJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
2.10%-3.98%6.70%5.34%-12.51%6.56%0.75%20.71%0.29%-6.12%
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
17.68%12.58%13.75%16.43%-12.41%9.99%5.08%21.75%-9.54%9.08%

Correlation

The correlation between IBCD.DE and DBXJ.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.24

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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2007

0.19

The correlation between IBCD.DE and DBXJ.DE shifts across timeframes, from 0.15 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBCD.DE vs. DBXJ.DE — Risk / Return Rank

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

IBCD.DE
IBCD.DE Risk / Return Rank: 3737
Overall Rank
IBCD.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IBCD.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
IBCD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IBCD.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
IBCD.DE Martin Ratio Rank: 3636
Martin Ratio Rank

DBXJ.DE
DBXJ.DE Risk / Return Rank: 7878
Overall Rank
DBXJ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DBXJ.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBXJ.DE Omega Ratio Rank: 7575
Omega Ratio Rank
DBXJ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
DBXJ.DE Martin Ratio Rank: 8080
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.

IBCD.DE vs. DBXJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) and Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.


IBCD.DEDBXJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

1.79

3.70

-1.91

Martin ratioReturn relative to average drawdown

4.48

11.94

-7.47

IBCD.DE vs. DBXJ.DE - Sharpe Ratio Comparison

The current IBCD.DE Sharpe Ratio is 1.07, which is lower than the DBXJ.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of IBCD.DE and DBXJ.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

IBCD.DE vs. DBXJ.DE - Drawdown Comparison

The maximum IBCD.DE drawdown since its inception was -32.43%, smaller than the maximum DBXJ.DE drawdown of -51.22%. Use the drawdown chart below to compare losses from any high point for IBCD.DE and DBXJ.DE.


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Drawdown Indicators


IBCD.DEDBXJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-51.22%

+18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-10.21%

+6.45%

Max Drawdown (3Y)

Largest decline over 3 years

-12.27%

-16.95%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-19.01%

+2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-17.43%

-28.04%

+10.61%

Current Drawdown

Current decline from peak

-5.27%

-4.84%

-0.43%

Average Drawdown

Average peak-to-trough decline

-7.00%

-14.55%

+7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

3.17%

-1.66%

Volatility

IBCD.DE vs. DBXJ.DE - Volatility Comparison

The current volatility for iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) is 2.00%, while Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) has a volatility of 6.44%. This indicates that IBCD.DE experiences smaller price fluctuations and is considered to be less risky than DBXJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCD.DEDBXJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

6.44%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

16.06%

-11.88%

Volatility (1Y)

Calculated over the trailing 1-year period

6.40%

19.77%

-13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.15%

16.80%

-7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

16.42%

-7.43%

IBCD.DE vs. DBXJ.DE - Expense Ratio Comparison

IBCD.DE has a 0.20% expense ratio, which is higher than DBXJ.DE's 0.12% 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

IBCD.DE vs. DBXJ.DE - Dividend Comparison

IBCD.DE's dividend yield for the trailing twelve months is around 4.99%, while DBXJ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBXJ.DE
Xtrackers MSCI Japan UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
4.99%5.03%4.88%4.69%3.79%2.60%2.96%3.43%3.61%3.43%3.26%3.32%

Frequently Asked Questions


IBCD.DE and DBXJ.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for IBCD.DE.

IBCD.DE is categorized as Corporate Bonds, while DBXJ.DE is Japan Equities. IBCD.DE tracks iBoxx® USD Liquid Investment Grade, while DBXJ.DE tracks MSCI Japan. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IBCD.DE and 0.12% for DBXJ.DE.

Portfolio Optimizer

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