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IBCM.DE vs. 10AL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCM.DE vs. 10AL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) and Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.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, IBCM.DE achieves a 0.27% return, which is significantly higher than 10AL.DE's 0.10% return.


IBCM.DE

1D
0.06%
1M
0.50%
YTD
0.27%
6M
-0.09%
1Y
0.13%
3Y*
2.61%
5Y*
-2.34%
10Y*
-0.17%

10AL.DE

1D
0.07%
1M
0.59%
YTD
0.10%
6M
0.03%
1Y
-0.09%
3Y*
2.33%
5Y*
-2.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCM.DE vs. 10AL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBCM.DE
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.27%1.53%0.84%8.74%-19.91%-3.09%4.08%6.64%1.50%
10AL.DE
Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist
0.10%0.67%1.54%6.66%-17.93%-3.35%4.91%7.30%0.46%

Correlation

The correlation between IBCM.DE and 10AL.DE is 0.94, 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

0.94

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2018

0.87

The correlation between IBCM.DE and 10AL.DE shifts across timeframes, from 0.86 (all time) to 0.98 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBCM.DE vs. 10AL.DE — Risk / Return Rank

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

IBCM.DE
IBCM.DE Risk / Return Rank: 99
Overall Rank
IBCM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IBCM.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IBCM.DE Omega Ratio Rank: 99
Omega Ratio Rank
IBCM.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IBCM.DE Martin Ratio Rank: 99
Martin Ratio Rank

10AL.DE
10AL.DE Risk / Return Rank: 88
Overall Rank
10AL.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
10AL.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
10AL.DE Omega Ratio Rank: 88
Omega Ratio Rank
10AL.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
10AL.DE Martin Ratio Rank: 99
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.

IBCM.DE vs. 10AL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) and Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.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.


IBCM.DE10AL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.01

1.00

+0.01

Calmar ratioReturn relative to maximum drawdown

0.03

-0.03

+0.06

Martin ratioReturn relative to average drawdown

0.08

-0.07

+0.15

IBCM.DE vs. 10AL.DE - Sharpe Ratio Comparison

The current IBCM.DE Sharpe Ratio is 0.03, which is higher than the 10AL.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IBCM.DE and 10AL.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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Sharpe Ratios by Period


IBCM.DE10AL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

-0.02

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.35

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.05

+0.63

Drawdowns

IBCM.DE vs. 10AL.DE - Drawdown Comparison

The maximum IBCM.DE drawdown since its inception was -23.25%, which is greater than 10AL.DE's maximum drawdown of -22.08%. Use the drawdown chart below to compare losses from any high point for IBCM.DE and 10AL.DE.


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Drawdown Indicators


IBCM.DE10AL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-22.08%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-3.42%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-4.05%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-21.09%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

Current Drawdown

Current decline from peak

-13.71%

-13.80%

+0.09%

Average Drawdown

Average peak-to-trough decline

-5.23%

-8.93%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.34%

+0.19%

Volatility

IBCM.DE vs. 10AL.DE - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a higher volatility of 1.94% compared to Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.DE) at 1.70%. This indicates that IBCM.DE's price experiences larger fluctuations and is considered to be riskier than 10AL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCM.DE10AL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.70%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

3.57%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

4.28%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

6.19%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

5.51%

+0.52%

IBCM.DE vs. 10AL.DE - Expense Ratio Comparison

IBCM.DE has a 0.15% expense ratio, which is higher than 10AL.DE's 0.14% 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

IBCM.DE vs. 10AL.DE - Dividend Comparison

IBCM.DE's dividend yield for the trailing twelve months is around 2.92%, more than 10AL.DE's 2.66% yield.


PositionTTM20252024202320222021202020192018201720162015
10AL.DE
Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist
2.66%2.66%2.02%1.85%2.21%1.81%1.89%2.10%1.67%0.00%0.00%0.00%
IBCM.DE
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
2.92%2.82%2.73%1.97%0.13%0.00%0.09%0.63%0.75%0.76%0.80%1.09%

Frequently Asked Questions


With a correlation of 0.94, IBCM.DE and 10AL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 10AL.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

10AL.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for IBCM.DE.

IBCM.DE tracks Bloomberg Euro Government Bond 10, while 10AL.DE tracks JP Morgan EMU Government Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IBCM.DE and 0.14% for 10AL.DE.

Portfolio Optimizer

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