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IBCM.DE vs. XY4P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCM.DE vs. XY4P.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 Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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 XY4P.DE's -0.03% return. Over the past 10 years, IBCM.DE has underperformed XY4P.DE with an annualized return of -0.17%, while XY4P.DE has yielded a comparatively higher 0.56% 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%

XY4P.DE

1D
0.06%
1M
-0.03%
YTD
-0.03%
6M
0.03%
1Y
0.60%
3Y*
3.35%
5Y*
-1.34%
10Y*
0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCM.DE vs. XY4P.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%
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
-0.03%1.69%3.52%8.01%-17.35%-2.95%5.93%9.55%-0.61%0.53%

Correlation

The correlation between IBCM.DE and XY4P.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

0.95

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

0.96

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2010

0.71

Over the past year, IBCM.DE and XY4P.DE have become more correlated (0.94) than their long-term average of 0.71, meaning their price movements have been converging.

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Return for Risk

IBCM.DE vs. XY4P.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

XY4P.DE
XY4P.DE Risk / Return Rank: 1010
Overall Rank
XY4P.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XY4P.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XY4P.DE Omega Ratio Rank: 99
Omega Ratio Rank
XY4P.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XY4P.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. XY4P.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 Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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.DEXY4P.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.01

1.01

-0.01

Calmar ratioReturn relative to maximum drawdown

0.03

0.07

-0.04

Martin ratioReturn relative to average drawdown

0.08

0.19

-0.11

IBCM.DE vs. XY4P.DE - Sharpe Ratio Comparison

The current IBCM.DE Sharpe Ratio is 0.03, which is lower than the XY4P.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of IBCM.DE and XY4P.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.DEXY4P.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.06

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.20

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.09

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.40

+0.19

Drawdowns

IBCM.DE vs. XY4P.DE - Drawdown Comparison

The maximum IBCM.DE drawdown since its inception was -23.25%, which is greater than XY4P.DE's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for IBCM.DE and XY4P.DE.


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Drawdown Indicators


IBCM.DEXY4P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-20.52%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-3.95%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-4.07%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-20.11%

-2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

-20.52%

-2.73%

Current Drawdown

Current decline from peak

-13.71%

-9.19%

-4.52%

Average Drawdown

Average peak-to-trough decline

-5.23%

-5.49%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.43%

+0.10%

Volatility

IBCM.DE vs. XY4P.DE - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a higher volatility of 1.94% compared to Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) at 1.77%. This indicates that IBCM.DE's price experiences larger fluctuations and is considered to be riskier than XY4P.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.DEXY4P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.77%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

3.88%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

4.57%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

6.49%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

6.49%

-0.46%

IBCM.DE vs. XY4P.DE - Expense Ratio Comparison

Both IBCM.DE and XY4P.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. XY4P.DE - Dividend Comparison

IBCM.DE's dividend yield for the trailing twelve months is around 2.92%, while XY4P.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%
XY4P.DE
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF
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 0.94, IBCM.DE and XY4P.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 XY4P.DE have the same expense ratio: 0.15% per year.

IBCM.DE tracks Bloomberg Euro Government Bond 10, while XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus. They also come from different issuers: iShares and Xtrackers.

Portfolio Optimizer

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