PortfoliosLab logoPortfoliosLab logo
IBCS.DE vs. TCC4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCS.DE vs. TCC4.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 Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBCS.DE achieves a 0.49% return, which is significantly higher than TCC4.DE's 0.39% return. Both investments have delivered pretty close results over the past 10 years, with IBCS.DE having a 0.51% annualized return and TCC4.DE not far ahead at 0.52%.


IBCS.DE

1D
-0.05%
1M
-0.52%
6M
-0.01%
YTD
0.49%
1Y
1.14%
3Y*
3.91%
5Y*
-0.46%
10Y*
0.51%

TCC4.DE

1D
-0.06%
1M
-0.55%
6M
0.02%
YTD
0.39%
1Y
1.18%
3Y*
4.10%
5Y*
-0.22%
10Y*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCS.DE vs. TCC4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
0.49%2.83%3.66%7.36%-14.02%-1.42%2.71%6.17%-1.32%1.59%
TCC4.DE
Amundi Index Euro Corporate SRI UCITS ETF 2 EUR
0.39%2.94%4.15%7.07%-13.30%-1.58%2.57%5.49%-1.30%1.35%

Correlation

The correlation between IBCS.DE and TCC4.DE is 0.86, 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

0.86

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

0.90

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

0.93

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2009

0.84

The correlation between IBCS.DE and TCC4.DE has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBCS.DE vs. TCC4.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: 1616
Overall Rank
IBCS.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IBCS.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
IBCS.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IBCS.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IBCS.DE Martin Ratio Rank: 1919
Martin Ratio Rank

TCC4.DE
TCC4.DE Risk / Return Rank: 1717
Overall Rank
TCC4.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TCC4.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
TCC4.DE Omega Ratio Rank: 1616
Omega Ratio Rank
TCC4.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
TCC4.DE Martin Ratio Rank: 1919
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. TCC4.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 Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.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.DETCC4.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.06

1.07

-0.01

Calmar ratioReturn relative to maximum drawdown

0.41

0.46

-0.05

Martin ratioReturn relative to average drawdown

1.37

1.50

-0.13

IBCS.DE vs. TCC4.DE - Sharpe Ratio Comparison

The current IBCS.DE Sharpe Ratio is 0.33, which is comparable to the TCC4.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IBCS.DE and TCC4.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.


Loading charts...

Drawdowns

IBCS.DE vs. TCC4.DE - Drawdown Comparison

The maximum IBCS.DE drawdown since its inception was -17.87%, roughly equal to the maximum TCC4.DE drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for IBCS.DE and TCC4.DE.


Loading charts...

Drawdown Indicators


IBCS.DETCC4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-17.21%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-2.55%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-2.78%

-2.55%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-17.12%

-0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-17.87%

-17.21%

-0.66%

Current Drawdown

Current decline from peak

-2.93%

-1.88%

-1.05%

Average Drawdown

Average peak-to-trough decline

-2.98%

-2.83%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.78%

+0.05%

Volatility

IBCS.DE vs. TCC4.DE - Volatility Comparison

iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) and Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) have volatilities of 0.78% and 0.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBCS.DETCC4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.79%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.60%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

2.96%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

4.36%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

5.29%

-0.82%

IBCS.DE vs. TCC4.DE - Expense Ratio Comparison

IBCS.DE has a 0.20% expense ratio, which is higher than TCC4.DE's 0.16% 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

IBCS.DE vs. TCC4.DE - Dividend Comparison

IBCS.DE's dividend yield for the trailing twelve months is around 3.14%, while TCC4.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
3.14%3.03%2.74%2.31%1.05%0.73%0.85%0.99%1.10%1.09%1.27%1.57%
TCC4.DE
Amundi Index Euro Corporate SRI UCITS ETF 2 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%

Frequently Asked Questions


IBCS.DE and TCC4.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCC4.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCC4.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for IBCS.DE.

IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap, while TCC4.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IBCS.DE and 0.16% for TCC4.DE.

Portfolio Optimizer

Find the right allocation for IBCS.DE and TCC4.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer