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

Performance

IBCN.DE vs. SXRT.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 iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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 0.05% return, which is significantly lower than SXRT.DE's 7.19% return. Over the past 10 years, IBCN.DE has underperformed SXRT.DE with an annualized return of 0.17%, while SXRT.DE has yielded a comparatively higher 10.49% 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%

SXRT.DE

1D
0.76%
1M
1.89%
YTD
7.19%
6M
8.54%
1Y
15.60%
3Y*
15.64%
5Y*
11.51%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCN.DE vs. SXRT.DE - 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%
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
7.19%22.21%11.08%22.49%-8.80%23.52%-2.93%30.14%-12.14%10.21%

Correlation

The correlation between IBCN.DE and SXRT.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.14

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

0.09

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

0.10

Over the past year, IBCN.DE and SXRT.DE have become more correlated (0.34) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

IBCN.DE vs. SXRT.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

SXRT.DE
SXRT.DE Risk / Return Rank: 3030
Overall Rank
SXRT.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SXRT.DE Martin Ratio Rank: 3333
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. SXRT.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 iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.


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

-0.84

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.03

1.18

-0.16

Calmar ratioReturn relative to maximum drawdown

0.14

1.43

-1.29

Martin ratioReturn relative to average drawdown

0.40

4.85

-4.45

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

The current IBCN.DE Sharpe Ratio is 0.14, which is lower than the SXRT.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IBCN.DE and SXRT.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


IBCN.DESXRT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.98

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.65

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.57

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.41

+0.04

Drawdowns

IBCN.DE vs. SXRT.DE - Drawdown Comparison

The maximum IBCN.DE drawdown since its inception was -12.52%, smaller than the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for IBCN.DE and SXRT.DE.


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Drawdown Indicators


IBCN.DESXRT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.52%

-38.41%

+25.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-10.93%

+8.52%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

-16.39%

+13.98%

Max Drawdown (5Y)

Largest decline over 5 years

-12.15%

-23.36%

+11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-12.52%

-38.41%

+25.89%

Current Drawdown

Current decline from peak

-2.93%

-0.50%

-2.43%

Average Drawdown

Average peak-to-trough decline

-2.32%

-7.25%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

3.23%

-2.37%

Volatility

IBCN.DE vs. SXRT.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.DE) is 0.91%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.91%. This indicates that IBCN.DE experiences smaller price fluctuations and is considered to be less risky than SXRT.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.DESXRT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

4.91%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

12.96%

-10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

15.97%

-13.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

17.54%

-13.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

18.22%

-15.26%

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

IBCN.DE has a 0.15% expense ratio, which is higher than SXRT.DE's 0.10% 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. SXRT.DE - Dividend Comparison

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


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%
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (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


IBCN.DE and SXRT.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for IBCN.DE.

IBCN.DE is categorized as European Government Bonds, while SXRT.DE is Europe Equities. IBCN.DE tracks Bloomberg Euro Government Bond 5, while SXRT.DE tracks EURO STOXX® 50. Their fees differ too: 0.15% for IBCN.DE and 0.10% for SXRT.DE.

Portfolio Optimizer

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