IBCL.DE vs. SXR8.DE
IBCL.DE (iShares € Govt Bond 15-30yr UCITS ETF EUR (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IBCL.DE is a Government Bonds fund tracking the Bloomberg Euro Government Bond 15-30 Year Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IBCL.DE returned -2.57%/yr vs 14.87%/yr for SXR8.DE. At a correlation of -0.04, they often move in opposite directions. IBCL.DE charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
IBCL.DE vs. SXR8.DE - Performance Comparison
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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%
IBCL.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IBCL.DE
SXR8.DE
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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -36.74% | -0.61% | -36.13% |
Average DrawdownAverage peak-to-trough decline | -12.51% | -5.20% | -7.31% |
Ulcer IndexDepth 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.DE | SXR8.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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