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

Performance

IBCL.DE vs. EXHC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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, IBCL.DE achieves a 1.09% return, which is significantly higher than EXHC.DE's 0.37% return. Over the past 10 years, IBCL.DE has underperformed EXHC.DE with an annualized return of -2.57%, while EXHC.DE has yielded a comparatively higher -0.63% annualized return.


IBCL.DE

1D
-0.28%
1M
1.11%
6M
1.89%
YTD
1.09%
1Y
-1.73%
3Y*
0.28%
5Y*
-7.37%
10Y*
-2.57%

EXHC.DE

1D
-0.17%
1M
0.67%
6M
0.42%
YTD
0.37%
1Y
0.40%
3Y*
2.33%
5Y*
-0.87%
10Y*
-0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCL.DE vs. EXHC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
1.09%-5.38%-0.90%9.73%-34.35%-6.57%11.60%15.55%3.25%-1.49%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
0.37%1.16%1.57%4.17%-10.23%-1.37%-0.09%-0.18%0.47%-1.24%

Correlation

The correlation between IBCL.DE and EXHC.DE is 0.73, 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

0.73

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

0.77

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

0.80

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2007

0.58

The correlation between IBCL.DE and EXHC.DE shifts across timeframes, from 0.58 (all time) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBCL.DE vs. EXHC.DE — Risk / Return Rank

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

IBCL.DE
IBCL.DE Risk / Return Rank: 77
Overall Rank
IBCL.DE Sharpe Ratio Rank: 77
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

EXHC.DE
EXHC.DE Risk / Return Rank: 1010
Overall Rank
EXHC.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXHC.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EXHC.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EXHC.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXHC.DE Martin Ratio Rank: 1111
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.

IBCL.DE vs. EXHC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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.


IBCL.DEEXHC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

0.98

1.03

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.28

0.19

-0.47

Martin ratioReturn relative to average drawdown

-0.58

0.46

-1.04

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

The current IBCL.DE Sharpe Ratio is -0.19, which is lower than the EXHC.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IBCL.DE and EXHC.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

IBCL.DE vs. EXHC.DE - Drawdown Comparison

The maximum IBCL.DE drawdown since its inception was -43.80%, which is greater than EXHC.DE's maximum drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for IBCL.DE and EXHC.DE.


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Drawdown Indicators


IBCL.DEEXHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.80%

-14.39%

-29.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-2.06%

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-11.97%

-2.33%

-9.64%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

-12.55%

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

-14.39%

-29.41%

Current Drawdown

Current decline from peak

-36.74%

-6.78%

-29.96%

Average Drawdown

Average peak-to-trough decline

-12.51%

-2.90%

-9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

0.87%

+2.06%

Volatility

IBCL.DE vs. EXHC.DE - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) has a higher volatility of 2.18% compared to iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) at 0.52%. This indicates that IBCL.DE's price experiences larger fluctuations and is considered to be riskier than EXHC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCL.DEEXHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

0.52%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

2.06%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

2.39%

+6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

3.59%

+10.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

2.76%

+8.74%

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

IBCL.DE has a 0.15% expense ratio, which is lower than EXHC.DE's 0.16% 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

IBCL.DE vs. EXHC.DE - Dividend Comparison

IBCL.DE's dividend yield for the trailing twelve months is around 3.63%, more than EXHC.DE's 1.40% yield.


PositionTTM20252024202320222021202020192018201720162015
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
1.40%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%
IBCL.DE
iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)
3.63%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


IBCL.DE and EXHC.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCL.DE is cheaper with a 0.15% expense ratio, compared with 0.16% for EXHC.DE.

IBCL.DE tracks Bloomberg Euro Government Bond 15-30 Year Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. Their fees differ too: 0.15% for IBCL.DE and 0.16% for EXHC.DE.

Portfolio Optimizer

Find the right allocation for IBCL.DE and EXHC.DE

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