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

Performance

IBCM.DE vs. SXRQ.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 iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.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 SXRQ.DE's 0.06% return. Over the past 10 years, IBCM.DE has outperformed SXRQ.DE with an annualized return of -0.17%, while SXRQ.DE has yielded a comparatively lower -0.18% annualized return.


IBCM.DE

1D
0.06%
1M
0.02%
YTD
0.27%
6M
0.03%
1Y
0.68%
3Y*
2.61%
5Y*
-2.34%
10Y*
-0.17%

SXRQ.DE

1D
0.03%
1M
0.05%
YTD
0.06%
6M
0.07%
1Y
0.71%
3Y*
2.62%
5Y*
-2.34%
10Y*
-0.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCM.DE vs. SXRQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%1.32%0.88%
SXRQ.DE
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
0.06%1.69%0.90%8.71%-19.90%-3.09%4.11%6.70%1.22%0.85%

Correlation

The correlation between IBCM.DE and SXRQ.DE is 0.93, 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

0.93

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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2009

0.88

The correlation between IBCM.DE and SXRQ.DE shifts across timeframes, from 0.88 (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. SXRQ.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

SXRQ.DE
SXRQ.DE Risk / Return Rank: 99
Overall Rank
SXRQ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SXRQ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SXRQ.DE Omega Ratio Rank: 99
Omega Ratio Rank
SXRQ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SXRQ.DE Martin Ratio Rank: 1010
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. SXRQ.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 iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.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.DESXRQ.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.01

1.01

0.00

Calmar ratioReturn relative to maximum drawdown

0.03

0.04

-0.01

Martin ratioReturn relative to average drawdown

0.08

0.10

-0.01

IBCM.DE vs. SXRQ.DE - Sharpe Ratio Comparison

The current IBCM.DE Sharpe Ratio is 0.03, which is comparable to the SXRQ.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of IBCM.DE and SXRQ.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.DESXRQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.03

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.31

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.03

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.41

+0.18

Drawdowns

IBCM.DE vs. SXRQ.DE - Drawdown Comparison

The maximum IBCM.DE drawdown since its inception was -23.25%, roughly equal to the maximum SXRQ.DE drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for IBCM.DE and SXRQ.DE.


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Drawdown Indicators


IBCM.DESXRQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-23.28%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-4.08%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-4.53%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-22.93%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

-23.28%

+0.03%

Current Drawdown

Current decline from peak

-13.71%

-13.74%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.23%

-5.76%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.55%

-0.02%

Volatility

IBCM.DE vs. SXRQ.DE - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a higher volatility of 1.94% compared to iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) at 1.84%. This indicates that IBCM.DE's price experiences larger fluctuations and is considered to be riskier than SXRQ.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.DESXRQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.84%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

4.18%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

5.00%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

7.38%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

5.97%

+0.06%

IBCM.DE vs. SXRQ.DE - Expense Ratio Comparison

Both IBCM.DE and SXRQ.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBCM.DE vs. SXRQ.DE - Dividend Comparison

IBCM.DE's dividend yield for the trailing twelve months is around 2.92%, while SXRQ.DE has not paid dividends to shareholders.


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%
SXRQ.DE
iShares Euro Government Bond 7-10yr UCITS ETF (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


With a correlation of 0.93, IBCM.DE and SXRQ.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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBCM.DE and SXRQ.DE have the same expense ratio: 0.15% per year.

Both ETFs track Bloomberg Euro Government Bond 10.

Portfolio Optimizer

Find the right allocation for IBCM.DE and SXRQ.DE

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