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IBCS.DE vs. EUNR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCS.DE vs. EUNR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.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, IBCS.DE achieves a 1.40% return, which is significantly higher than EUNR.DE's 1.25% return. Both investments have delivered pretty close results over the past 10 years, with IBCS.DE having a 0.79% annualized return and EUNR.DE not far ahead at 0.82%.


IBCS.DE

1D
0.10%
1M
0.70%
YTD
1.40%
6M
1.59%
1Y
2.39%
3Y*
4.46%
5Y*
-0.10%
10Y*
0.79%

EUNR.DE

1D
0.05%
1M
0.75%
YTD
1.25%
6M
1.43%
1Y
2.33%
3Y*
4.19%
5Y*
-0.11%
10Y*
0.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCS.DE vs. EUNR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
1.40%2.83%3.66%7.36%-14.02%-1.42%2.71%6.17%-1.32%1.59%
EUNR.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)
1.25%2.63%3.48%7.31%-13.61%-1.23%2.84%6.34%-1.21%1.58%

Correlation

The correlation between IBCS.DE and EUNR.DE is 0.84, 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

0.84

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

0.89

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

0.92

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

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.84

The correlation between IBCS.DE and EUNR.DE has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

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Return for Risk

IBCS.DE vs. EUNR.DE — Risk / Return Rank

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

IBCS.DE
IBCS.DE Risk / Return Rank: 2121
Overall Rank
IBCS.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IBCS.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBCS.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IBCS.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBCS.DE Martin Ratio Rank: 2323
Martin Ratio Rank

EUNR.DE
EUNR.DE Risk / Return Rank: 2222
Overall Rank
EUNR.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EUNR.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EUNR.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EUNR.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EUNR.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.

IBCS.DE vs. EUNR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.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.


IBCS.DEEUNR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratioReturn relative to maximum drawdown

0.86

0.88

-0.02

Martin ratioReturn relative to average drawdown

2.92

2.87

+0.05

IBCS.DE vs. EUNR.DE - Sharpe Ratio Comparison

The current IBCS.DE Sharpe Ratio is 0.71, which is comparable to the EUNR.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IBCS.DE and EUNR.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

IBCS.DE vs. EUNR.DE - Drawdown Comparison

The maximum IBCS.DE drawdown since its inception was -17.87%, roughly equal to the maximum EUNR.DE drawdown of -17.49%. Use the drawdown chart below to compare losses from any high point for IBCS.DE and EUNR.DE.


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Drawdown Indicators


IBCS.DEEUNR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-17.49%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-2.65%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-2.78%

-2.65%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-17.49%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-17.87%

-17.49%

-0.38%

Current Drawdown

Current decline from peak

-2.06%

-2.20%

+0.14%

Average Drawdown

Average peak-to-trough decline

-2.98%

-3.26%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.81%

+0.01%

Volatility

IBCS.DE vs. EUNR.DE - Volatility Comparison

iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) has a higher volatility of 0.83% compared to iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist) (EUNR.DE) at 0.70%. This indicates that IBCS.DE's price experiences larger fluctuations and is considered to be riskier than EUNR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCS.DEEUNR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.70%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

2.71%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

3.12%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

4.58%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

4.54%

-0.07%

IBCS.DE vs. EUNR.DE - Expense Ratio Comparison

Both IBCS.DE and EUNR.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBCS.DE vs. EUNR.DE - Dividend Comparison

IBCS.DE's dividend yield for the trailing twelve months is around 3.11%, more than EUNR.DE's 2.80% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNR.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR (Dist)
2.80%2.65%2.25%1.50%0.90%0.81%0.88%1.25%1.35%1.42%1.84%1.03%
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
3.11%3.03%2.74%2.31%1.05%0.73%0.85%0.99%1.10%1.09%1.27%1.57%

Frequently Asked Questions


IBCS.DE and EUNR.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBCS.DE and EUNR.DE have the same expense ratio: 0.20% per year.

IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap, while EUNR.DE tracks Bloomberg Euro Corporate ex-Financials Bond.

Portfolio Optimizer

Find the right allocation for IBCS.DE and EUNR.DE

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