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IBCL.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCL.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 SXR8.DE's 12.22% return. Over the past 10 years, IBCL.DE has underperformed SXR8.DE with an annualized return of -2.57%, while SXR8.DE has yielded a comparatively higher 14.87% 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%

SXR8.DE

1D
0.22%
1M
0.62%
6M
12.76%
YTD
12.22%
1Y
24.06%
3Y*
18.35%
5Y*
13.70%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCL.DE vs. SXR8.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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
12.22%4.73%32.32%22.47%-14.31%40.74%6.80%34.49%-1.05%6.67%

Correlation

The correlation between IBCL.DE and SXR8.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.12

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

0.07

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

-0.00

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

-0.04

The correlation between IBCL.DE and SXR8.DE shifts across timeframes, from -0.04 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBCL.DE vs. SXR8.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

SXR8.DE
SXR8.DE Risk / Return Rank: 7878
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7979
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. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

0.98

1.37

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.28

3.45

-3.73

Martin ratioReturn relative to average drawdown

-0.58

12.24

-12.82

IBCL.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current IBCL.DE Sharpe Ratio is -0.19, which is lower than the SXR8.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of IBCL.DE and SXR8.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. SXR8.DE - Drawdown Comparison

The maximum IBCL.DE drawdown since its inception was -43.80%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IBCL.DE and SXR8.DE.


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Drawdown Indicators


IBCL.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.80%

-33.78%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-6.94%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-11.97%

-23.32%

+11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

-23.32%

-18.87%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

-33.78%

-10.02%

Current Drawdown

Current decline from peak

-36.74%

-0.61%

-36.13%

Average Drawdown

Average peak-to-trough decline

-12.51%

-5.20%

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.96%

+0.97%

Volatility

IBCL.DE vs. SXR8.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist) (IBCL.DE) is 2.18%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that IBCL.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.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.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

3.63%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

7.98%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

11.90%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

15.20%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

16.07%

-4.57%

IBCL.DE vs. SXR8.DE - Expense Ratio Comparison

IBCL.DE has a 0.15% expense ratio, which is higher than SXR8.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. SXR8.DE - Dividend Comparison

IBCL.DE's dividend yield for the trailing twelve months is around 3.63%, while SXR8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBCL.DE and SXR8.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for IBCL.DE.

IBCL.DE is categorized as Government Bonds, while SXR8.DE is S&P 500. IBCL.DE tracks Bloomberg Euro Government Bond 15-30 Year Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.15% for IBCL.DE and 0.07% for SXR8.DE.

Portfolio Optimizer

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