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IBCD.DE vs. IS3K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCD.DE vs. IS3K.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 iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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 1.30% return, which is significantly lower than IS3K.DE's 2.62% return. Over the past 10 years, IBCD.DE has underperformed IS3K.DE with an annualized return of 1.88%, while IS3K.DE has yielded a comparatively higher 4.08% annualized return.


IBCD.DE

1D
0.20%
1M
1.19%
YTD
1.30%
6M
0.27%
1Y
3.27%
3Y*
1.65%
5Y*
0.50%
10Y*
1.88%

IS3K.DE

1D
0.04%
1M
1.25%
YTD
2.62%
6M
1.46%
1Y
4.16%
3Y*
4.06%
5Y*
4.97%
10Y*
4.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCD.DE vs. IS3K.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
1.30%-4.58%6.33%4.97%-12.66%6.14%0.35%20.25%-0.24%-6.49%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
2.62%-4.31%12.26%4.68%1.95%12.07%-6.16%11.71%4.17%-9.09%

Correlation

The correlation between IBCD.DE and IS3K.DE is 0.70, 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

0.70

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

0.66

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

0.63

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

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2013

0.68

The correlation between IBCD.DE and IS3K.DE has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.

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Return for Risk

IBCD.DE vs. IS3K.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: 1717
Overall Rank
IBCD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBCD.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBCD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IBCD.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IBCD.DE Martin Ratio Rank: 1818
Martin Ratio Rank

IS3K.DE
IS3K.DE Risk / Return Rank: 2323
Overall Rank
IS3K.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 2626
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. IS3K.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 iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.


IBCD.DEIS3K.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.09

1.12

-0.04

Calmar ratioReturn relative to maximum drawdown

0.75

1.29

-0.54

Martin ratioReturn relative to average drawdown

1.78

3.43

-1.66

IBCD.DE vs. IS3K.DE - Sharpe Ratio Comparison

The current IBCD.DE Sharpe Ratio is 0.47, which is lower than the IS3K.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IBCD.DE and IS3K.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


IBCD.DEIS3K.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.69

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.69

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.52

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.56

-0.40

Drawdowns

IBCD.DE vs. IS3K.DE - Drawdown Comparison

The maximum IBCD.DE drawdown since its inception was -41.86%, which is greater than IS3K.DE's maximum drawdown of -17.93%. Use the drawdown chart below to compare losses from any high point for IBCD.DE and IS3K.DE.


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Drawdown Indicators


IBCD.DEIS3K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.86%

-17.93%

-23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-3.09%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-11.25%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-11.25%

-5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-17.51%

-17.93%

+0.42%

Current Drawdown

Current decline from peak

-7.49%

-4.57%

-2.92%

Average Drawdown

Average peak-to-trough decline

-9.84%

-4.51%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.16%

+0.49%

Volatility

IBCD.DE vs. IS3K.DE - Volatility Comparison

iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) has a higher volatility of 1.33% compared to iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) at 0.85%. This indicates that IBCD.DE's price experiences larger fluctuations and is considered to be riskier than IS3K.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.DEIS3K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.85%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

3.84%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

6.21%

5.81%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.18%

7.15%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.07%

7.85%

+1.22%

IBCD.DE vs. IS3K.DE - Expense Ratio Comparison

IBCD.DE has a 0.20% expense ratio, which is lower than IS3K.DE's 0.45% expense ratio.


Dividends

IBCD.DE vs. IS3K.DE - Dividend Comparison

IBCD.DE's dividend yield for the trailing twelve months is around 4.24%, less than IS3K.DE's 7.13% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
4.24%4.39%4.52%4.34%3.60%2.21%2.56%3.06%3.09%3.02%2.97%3.00%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
7.13%5.70%5.95%5.19%4.12%3.55%4.31%4.69%4.78%4.97%5.17%4.61%

Frequently Asked Questions


IBCD.DE and IS3K.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCD.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for IS3K.DE.

IBCD.DE is categorized as Corporate Bonds, while IS3K.DE is High Yield Bonds. IBCD.DE tracks iBoxx® USD Liquid Investment Grade, while IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped. Their fees differ too: 0.20% for IBCD.DE and 0.45% for IS3K.DE.

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