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IBCM.DE vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCM.DE vs. SGOV - 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 iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBCM.DE is traded in EUR, while SGOV is traded in USD. To make them comparable, the SGOV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBCM.DE achieves a 0.27% return, which is significantly lower than SGOV's 2.72% 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%

SGOV

1D
0.00%
1M
1.01%
YTD
2.72%
6M
2.11%
1Y
2.25%
3Y*
1.95%
5Y*
4.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCM.DE vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBCM.DE
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.27%1.53%0.84%8.74%-19.91%-3.09%3.37%
SGOV
iShares 0-3 Month Treasury Bond ETF
2.67%-8.13%12.22%1.97%7.88%7.52%-9.25%

Correlation

The correlation between IBCM.DE and SGOV is -0.28, 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

-0.28

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

-0.12

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

-0.08

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

-0.05

Over the past year, the inverse relationship between IBCM.DE and SGOV has strengthened: their correlation has moved from -0.05 to -0.28, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

IBCM.DE vs. SGOV — 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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - 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 iShares 0-3 Month Treasury Bond ETF (SGOV). 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.DESGOVDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.01

1.07

-0.06

Calmar ratioReturn relative to maximum drawdown

0.03

0.59

-0.56

Martin ratioReturn relative to average drawdown

0.08

1.34

-1.26

IBCM.DE vs. SGOV - Sharpe Ratio Comparison

The current IBCM.DE Sharpe Ratio is 0.03, which is lower than the SGOV Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IBCM.DE and SGOV, 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.DESGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.36

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.59

-0.90

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

0.29

+0.30

Drawdowns

IBCM.DE vs. SGOV - Drawdown Comparison

The maximum IBCM.DE drawdown since its inception was -23.25%, which is greater than SGOV's maximum drawdown of -11.59%. Use the drawdown chart below to compare losses from any high point for IBCM.DE and SGOV.


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Drawdown Indicators


IBCM.DESGOVDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-11.59%

-11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-3.84%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-11.53%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-11.59%

-11.31%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

Current Drawdown

Current decline from peak

-13.71%

-6.77%

-6.94%

Average Drawdown

Average peak-to-trough decline

-5.23%

-5.75%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.68%

-0.15%

Volatility

IBCM.DE vs. SGOV - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a higher volatility of 1.94% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 1.26%. This indicates that IBCM.DE's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCM.DESGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.26%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

4.33%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

6.29%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

7.70%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

7.47%

-1.44%

IBCM.DE vs. SGOV - Expense Ratio Comparison

IBCM.DE has a 0.15% expense ratio, which is higher than SGOV's 0.09% 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. SGOV - Dividend Comparison

IBCM.DE's dividend yield for the trailing twelve months is around 2.92%, less than SGOV's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.86%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBCM.DE and SGOV have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.15% for IBCM.DE.

IBCM.DE is categorized as European Government Bonds, while SGOV is Ultrashort Bond. IBCM.DE tracks Bloomberg Euro Government Bond 10, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. Their fees differ too: 0.15% for IBCM.DE and 0.09% for SGOV.

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