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IBCI.DE vs. E15H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCI.DE vs. E15H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IBCI.DE at 2.73% and E15H.DE at 2.73%.


IBCI.DE

1D
-0.03%
1M
-0.44%
6M
1.64%
YTD
2.73%
1Y
2.89%
3Y*
1.85%
5Y*
0.45%
10Y*
1.37%

E15H.DE

1D
0.13%
1M
-0.47%
6M
1.73%
YTD
2.73%
1Y
2.87%
3Y*
1.85%
5Y*
0.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCI.DE vs. E15H.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBCI.DE
iShares € Inflation Linked Govt Bond UCITS ETF
2.73%0.81%-0.17%5.41%-9.30%6.19%2.70%
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
2.73%0.86%-0.10%5.42%-9.40%6.32%2.91%

Correlation

The correlation between IBCI.DE and E15H.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.90

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.93

The correlation between IBCI.DE and E15H.DE has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

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Return for Risk

IBCI.DE vs. E15H.DE — Risk / Return Rank

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

IBCI.DE
IBCI.DE Risk / Return Rank: 2929
Overall Rank
IBCI.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IBCI.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IBCI.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IBCI.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IBCI.DE Martin Ratio Rank: 3434
Martin Ratio Rank

E15H.DE
E15H.DE Risk / Return Rank: 3030
Overall Rank
E15H.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
E15H.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
E15H.DE Omega Ratio Rank: 2525
Omega Ratio Rank
E15H.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
E15H.DE Martin Ratio Rank: 3838
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.

IBCI.DE vs. E15H.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.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.


IBCI.DEE15H.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.54

1.43

+0.11

Martin ratioReturn relative to average drawdown

3.99

4.35

-0.36

IBCI.DE vs. E15H.DE - Sharpe Ratio Comparison

The current IBCI.DE Sharpe Ratio is 0.77, which is comparable to the E15H.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IBCI.DE and E15H.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

IBCI.DE vs. E15H.DE - Drawdown Comparison

The maximum IBCI.DE drawdown since its inception was -16.37%, roughly equal to the maximum E15H.DE drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for IBCI.DE and E15H.DE.


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Drawdown Indicators


IBCI.DEE15H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.37%

-15.98%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

-2.00%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-5.43%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-16.37%

-15.98%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-16.37%

Current Drawdown

Current decline from peak

-5.92%

-5.77%

-0.15%

Average Drawdown

Average peak-to-trough decline

-3.77%

-7.15%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.66%

+0.06%

Volatility

IBCI.DE vs. E15H.DE - Volatility Comparison

iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) have volatilities of 0.80% and 0.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCI.DEE15H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.84%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.85%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

3.87%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.85%

6.65%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.15%

6.32%

-0.17%

IBCI.DE vs. E15H.DE - Expense Ratio Comparison

Both IBCI.DE and E15H.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBCI.DE vs. E15H.DE - Dividend Comparison

IBCI.DE has not paid dividends to shareholders, while E15H.DE's dividend yield for the trailing twelve months is around 0.94%.


PositionTTM202520242023202220212020
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
0.94%0.97%0.82%0.74%0.94%0.86%0.36%
IBCI.DE
iShares € Inflation Linked Govt Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBCI.DE and E15H.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBCI.DE and E15H.DE have the same expense ratio: 0.09% per year.

Both ETFs track Bloomberg Euro Government Inflation-Linked Bond Index. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

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