IBCF.DE vs. SPY1.DE
Compare and contrast key facts about iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE).
IBCF.DE and SPY1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBCF.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 EUR Hedged Index. It was launched on Sep 30, 2010. SPY1.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Low Volatility. It was launched on Oct 3, 2012. Both IBCF.DE and SPY1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IBCF.DE vs. SPY1.DE - Performance Comparison
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IBCF.DE vs. SPY1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | -4.97% | 15.42% | 22.97% | 23.21% | -21.83% | 28.51% | 14.47% | 27.13% | -8.40% | 18.78% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 3.53% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
Returns By Period
In the year-to-date period, IBCF.DE achieves a -4.97% return, which is significantly lower than SPY1.DE's 3.53% return. Over the past 10 years, IBCF.DE has outperformed SPY1.DE with an annualized return of 11.21%, while SPY1.DE has yielded a comparatively lower 7.69% annualized return.
IBCF.DE
- 1D
- 2.33%
- 1M
- -4.09%
- YTD
- -4.97%
- 6M
- -2.17%
- 1Y
- 15.39%
- 3Y*
- 16.08%
- 5Y*
- 9.25%
- 10Y*
- 11.21%
SPY1.DE
- 1D
- 0.01%
- 1M
- -4.44%
- YTD
- 3.53%
- 6M
- 2.22%
- 1Y
- -7.07%
- 3Y*
- 5.13%
- 5Y*
- 6.75%
- 10Y*
- 7.69%
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IBCF.DE vs. SPY1.DE - Expense Ratio Comparison
IBCF.DE has a 0.20% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Return for Risk
IBCF.DE vs. SPY1.DE — Risk / Return Rank
IBCF.DE
SPY1.DE
IBCF.DE vs. SPY1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| IBCF.DE | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | -0.53 | +1.50 |
Sortino ratioReturn per unit of downside risk | 1.43 | -0.62 | +2.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.92 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | -0.72 | +2.43 |
Martin ratioReturn relative to average drawdown | 6.98 | -1.09 | +8.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBCF.DE | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | -0.53 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.54 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.55 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.71 | -0.04 |
Correlation
The correlation between IBCF.DE and SPY1.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IBCF.DE vs. SPY1.DE - Dividend Comparison
Neither IBCF.DE nor SPY1.DE has paid dividends to shareholders.
Drawdowns
IBCF.DE vs. SPY1.DE - Drawdown Comparison
The maximum IBCF.DE drawdown since its inception was -35.06%, roughly equal to the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for IBCF.DE and SPY1.DE.
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Drawdown Indicators
| IBCF.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -35.30% | +0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -11.39% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -16.32% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.06% | -35.30% | +0.24% |
Current DrawdownCurrent decline from peak | -5.96% | -10.12% | +4.16% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -6.11% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 6.20% | -4.07% |
Volatility
IBCF.DE vs. SPY1.DE - Volatility Comparison
iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a higher volatility of 4.93% compared to SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.33%. This indicates that IBCF.DE's price experiences larger fluctuations and is considered to be riskier than SPY1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCF.DE | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.33% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 7.04% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 13.35% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 12.44% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 13.99% | +2.32% |