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

Performance

IBCN.DE vs. IVR - 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 Invesco Mortgage Capital Inc. (IVR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IBCN.DE achieves a 0.05% return, which is significantly lower than IVR's 1.85% return. Over the past 10 years, IBCN.DE has outperformed IVR with an annualized return of 0.17%, while IVR has yielded a comparatively lower -11.99% annualized return.


IBCN.DE

1D
0.06%
1M
0.01%
YTD
0.05%
6M
-0.06%
1Y
0.68%
3Y*
2.68%
5Y*
-0.39%
10Y*
0.17%

IVR

1D
0.03%
1M
0.84%
YTD
1.85%
6M
5.46%
1Y
26.27%
3Y*
5.63%
5Y*
-9.89%
10Y*
-11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCN.DE vs. IVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCN.DE
iShares Euro Government Bond 3-5yr UCITS ETF
0.05%2.24%2.15%5.23%-10.13%-1.37%1.01%1.69%0.69%0.45%
IVR
Invesco Mortgage Capital Inc.
1.85%10.05%16.22%-16.87%-41.13%-2.56%-74.80%31.88%-2.44%18.06%

Correlation

The correlation between IBCN.DE and IVR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.19

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

0.16

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2009

0.11

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Return for Risk

IBCN.DE vs. IVR — 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

IVR
IVR Risk / Return Rank: 7272
Overall Rank
IVR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IVR Sortino Ratio Rank: 7272
Sortino Ratio Rank
IVR Omega Ratio Rank: 6969
Omega Ratio Rank
IVR Calmar Ratio Rank: 7070
Calmar Ratio Rank
IVR Martin Ratio Rank: 7474
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. IVR - 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 Invesco Mortgage Capital Inc. (IVR). 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.


IBCN.DEIVRDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.03

1.22

-0.19

Calmar ratioReturn relative to maximum drawdown

0.14

1.62

-1.47

Martin ratioReturn relative to average drawdown

0.40

4.14

-3.73

IBCN.DE vs. IVR - Sharpe Ratio Comparison

The current IBCN.DE Sharpe Ratio is 0.14, which is lower than the IVR Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IBCN.DE and IVR, 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


IBCN.DEIVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.19

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

-0.28

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

-0.22

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.05

+0.50

Drawdowns

IBCN.DE vs. IVR - Drawdown Comparison

The maximum IBCN.DE drawdown since its inception was -12.52%, smaller than the maximum IVR drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for IBCN.DE and IVR.


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Drawdown Indicators


IBCN.DEIVRDifference

Max Drawdown

Largest peak-to-trough decline

-12.52%

-92.39%

+79.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-16.32%

+13.91%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

-42.69%

+40.28%

Max Drawdown (5Y)

Largest decline over 5 years

-12.15%

-74.37%

+62.22%

Max Drawdown (10Y)

Largest decline over 10 years

-12.52%

-92.39%

+79.87%

Current Drawdown

Current decline from peak

-2.93%

-86.27%

+83.34%

Average Drawdown

Average peak-to-trough decline

-2.32%

-35.99%

+33.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

6.37%

-5.51%

Volatility

IBCN.DE vs. IVR - Volatility Comparison

The current volatility for iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.DE) is 0.91%, while Invesco Mortgage Capital Inc. (IVR) has a volatility of 3.62%. This indicates that IBCN.DE experiences smaller price fluctuations and is considered to be less risky than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCN.DEIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

3.62%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

17.11%

-14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

22.23%

-19.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

35.62%

-31.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

55.48%

-52.52%

Dividends

IBCN.DE vs. IVR - Dividend Comparison

IBCN.DE's dividend yield for the trailing twelve months is around 2.44%, less than IVR's 21.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCN.DE
iShares Euro Government Bond 3-5yr UCITS ETF
2.44%2.51%2.61%0.80%0.00%0.00%0.00%0.07%0.12%0.08%0.13%0.61%
IVR
Invesco Mortgage Capital Inc.
21.00%16.41%19.88%25.40%26.32%12.59%31.66%11.11%14.95%9.14%10.96%13.72%

Frequently Asked Questions


IBCN.DE and IVR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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