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

Performance

IBCL.DE vs. IBCC.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 $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.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 lower than IBCC.DE's 4.60% 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%

IBCC.DE

1D
0.23%
1M
1.87%
6M
4.60%
YTD
4.60%
1Y
6.83%
3Y*
3.02%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%13.92%
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.60%-7.23%11.42%1.23%7.25%8.42%-8.13%-8.71%

Correlation

The correlation between IBCL.DE and IBCC.DE is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

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

-0.18

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

-0.06

The correlation between IBCL.DE and IBCC.DE shifts across timeframes, from -0.23 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBCL.DE vs. IBCC.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

IBCC.DE
IBCC.DE Risk / Return Rank: 3838
Overall Rank
IBCC.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IBCC.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBCC.DE Omega Ratio Rank: 3333
Omega Ratio Rank
IBCC.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
IBCC.DE Martin Ratio Rank: 3636
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. IBCC.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 $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.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.DEIBCC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

0.98

1.20

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.28

2.10

-2.38

Martin ratioReturn relative to average drawdown

-0.58

4.78

-5.36

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

The current IBCL.DE Sharpe Ratio is -0.19, which is lower than the IBCC.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IBCL.DE and IBCC.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. IBCC.DE - Drawdown Comparison

The maximum IBCL.DE drawdown since its inception was -43.80%, which is greater than IBCC.DE's maximum drawdown of -16.17%. Use the drawdown chart below to compare losses from any high point for IBCL.DE and IBCC.DE.


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Drawdown Indicators


IBCL.DEIBCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.80%

-16.17%

-27.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-3.24%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-11.97%

-11.59%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

-11.69%

-30.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

Current Drawdown

Current decline from peak

-36.74%

-5.33%

-31.41%

Average Drawdown

Average peak-to-trough decline

-12.51%

-7.99%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.43%

+1.50%

Volatility

IBCL.DE vs. IBCC.DE - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) has a higher volatility of 2.18% compared to iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.DE) at 1.88%. This indicates that IBCL.DE's price experiences larger fluctuations and is considered to be riskier than IBCC.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.DEIBCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

1.88%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

4.35%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

6.23%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

7.57%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

8.43%

+3.07%

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

IBCL.DE has a 0.15% expense ratio, which is higher than IBCC.DE's 0.07% 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

IBCL.DE vs. IBCC.DE - Dividend Comparison

IBCL.DE's dividend yield for the trailing twelve months is around 3.63%, less than IBCC.DE's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCC.DE
iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)
3.99%4.63%6.49%4.14%0.47%0.09%1.39%1.22%0.00%0.00%0.00%0.00%
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 IBCC.DE have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCC.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCC.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for IBCL.DE.

IBCL.DE tracks Bloomberg Euro Government Bond 15-30 Year Index, while IBCC.DE tracks ICE US Treasury Short Bond Index. Their fees differ too: 0.15% for IBCL.DE and 0.07% for IBCC.DE.

Portfolio Optimizer

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