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IBCN.DE vs. H4ZK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCN.DE vs. H4ZK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.DE) and HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.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, IBCN.DE achieves a -0.12% return, which is significantly lower than H4ZK.DE's 0.20% return.


IBCN.DE

1D
-0.06%
1M
-0.63%
6M
-0.57%
YTD
-0.12%
1Y
0.19%
3Y*
2.65%
5Y*
-0.46%
10Y*
0.09%

H4ZK.DE

1D
0.00%
1M
-0.10%
6M
0.10%
YTD
0.20%
1Y
0.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCN.DE vs. H4ZK.DE - Yearly Performance Comparison


Correlation

The correlation between IBCN.DE and H4ZK.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2025

0.51

The correlation between IBCN.DE and H4ZK.DE has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

IBCN.DE vs. H4ZK.DE — Risk / Return Rank

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

IBCN.DE
IBCN.DE Risk / Return Rank: 1111
Overall Rank
IBCN.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IBCN.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
IBCN.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IBCN.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IBCN.DE Martin Ratio Rank: 1111
Martin Ratio Rank

H4ZK.DE
H4ZK.DE Risk / Return Rank: 2222
Overall Rank
H4ZK.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
H4ZK.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
H4ZK.DE Omega Ratio Rank: 2424
Omega Ratio Rank
H4ZK.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
H4ZK.DE Martin Ratio Rank: 2323
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.

IBCN.DE vs. H4ZK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.DE) and HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.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.


IBCN.DEH4ZK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.02

1.13

-0.12

Calmar ratioReturn relative to maximum drawdown

0.08

0.62

-0.54

Martin ratioReturn relative to average drawdown

0.20

2.06

-1.86

IBCN.DE vs. H4ZK.DE - Sharpe Ratio Comparison

The current IBCN.DE Sharpe Ratio is 0.07, which is lower than the H4ZK.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IBCN.DE and H4ZK.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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Drawdowns

IBCN.DE vs. H4ZK.DE - Drawdown Comparison

The maximum IBCN.DE drawdown since its inception was -12.52%, which is greater than H4ZK.DE's maximum drawdown of -1.26%. Use the drawdown chart below to compare losses from any high point for IBCN.DE and H4ZK.DE.


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Drawdown Indicators


IBCN.DEH4ZK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.52%

-1.26%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-1.26%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.15%

Max Drawdown (10Y)

Largest decline over 10 years

-12.52%

Current Drawdown

Current decline from peak

-3.10%

-0.29%

-2.81%

Average Drawdown

Average peak-to-trough decline

-2.15%

-0.19%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.38%

+0.56%

Volatility

IBCN.DE vs. H4ZK.DE - Volatility Comparison

iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.DE) has a higher volatility of 0.65% compared to HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.DE) at 0.40%. This indicates that IBCN.DE's price experiences larger fluctuations and is considered to be riskier than H4ZK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCN.DEH4ZK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.40%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

1.23%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.57%

1.38%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.64%

1.39%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

1.39%

+1.57%

IBCN.DE vs. H4ZK.DE - Expense Ratio Comparison

IBCN.DE has a 0.15% expense ratio, which is higher than H4ZK.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

IBCN.DE vs. H4ZK.DE - Dividend Comparison

IBCN.DE's dividend yield for the trailing twelve months is around 2.44%, while H4ZK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
H4ZK.DE
HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBCN.DE
iShares Euro Government Bond 3-5yr UCITS ETF
2.44%2.51%2.61%0.80%0.00%0.00%0.00%0.00%0.12%0.08%0.13%0.61%

Frequently Asked Questions


IBCN.DE and H4ZK.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZK.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZK.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for IBCN.DE.

IBCN.DE tracks Bloomberg Euro Government Bond 5, while H4ZK.DE tracks Bloomberg Euro Treasury 1-3 Year Carbon Tilted Index. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.15% for IBCN.DE and 0.14% for H4ZK.DE.

Portfolio Optimizer

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