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IBGL.MI vs. EXV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.MI vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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, IBGL.MI achieves a -1.38% return, which is significantly lower than EXV1.DE's 18.04% return. Over the past 10 years, IBGL.MI has underperformed EXV1.DE with an annualized return of -2.69%, while EXV1.DE has yielded a comparatively higher 16.59% annualized return.


IBGL.MI

1D
0.00%
1M
-2.97%
6M
-2.49%
YTD
-1.38%
1Y
-2.38%
3Y*
-0.90%
5Y*
-8.19%
10Y*
-2.69%

EXV1.DE

1D
-1.20%
1M
2.08%
6M
14.30%
YTD
18.04%
1Y
52.25%
3Y*
43.64%
5Y*
32.52%
10Y*
16.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL.MI vs. EXV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
-1.38%-5.53%-0.17%10.21%-34.75%-7.00%11.97%15.43%3.11%-1.15%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
18.04%77.00%33.00%26.31%1.67%38.22%-24.56%15.16%-25.85%11.64%

Correlation

The correlation between IBGL.MI and EXV1.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.10

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

-0.01

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

-0.13

The correlation between IBGL.MI and EXV1.DE shifts across timeframes, from -0.13 (10 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBGL.MI vs. EXV1.DE — Risk / Return Rank

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

IBGL.MI
IBGL.MI Risk / Return Rank: 77
Overall Rank
IBGL.MI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 77
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 77
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 66
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 66
Martin Ratio Rank

EXV1.DE
EXV1.DE Risk / Return Rank: 8383
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 8484
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 7777
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.

IBGL.MI vs. EXV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.


IBGL.MIEXV1.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

0.97

1.39

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.39

3.25

-3.64

Martin ratioReturn relative to average drawdown

-0.80

11.15

-11.95

IBGL.MI vs. EXV1.DE - Sharpe Ratio Comparison

The current IBGL.MI Sharpe Ratio is -0.26, which is lower than the EXV1.DE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IBGL.MI and EXV1.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

IBGL.MI vs. EXV1.DE - Drawdown Comparison

The maximum IBGL.MI drawdown since its inception was -43.83%, smaller than the maximum EXV1.DE drawdown of -83.12%. Use the drawdown chart below to compare losses from any high point for IBGL.MI and EXV1.DE.


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Drawdown Indicators


IBGL.MIEXV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-83.12%

+39.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-16.02%

+9.90%

Max Drawdown (3Y)

Largest decline over 3 years

-12.08%

-20.12%

+8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-28.08%

-14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-56.14%

+12.31%

Current Drawdown

Current decline from peak

-38.28%

-1.55%

-36.73%

Average Drawdown

Average peak-to-trough decline

-12.89%

-53.23%

+40.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

4.67%

-1.66%

Volatility

IBGL.MI vs. EXV1.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) is 2.44%, while iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a volatility of 5.14%. This indicates that IBGL.MI experiences smaller price fluctuations and is considered to be less risky than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGL.MIEXV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

5.14%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

18.78%

-11.52%

Volatility (1Y)

Calculated over the trailing 1-year period

9.27%

22.10%

-12.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

22.81%

-9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.44%

24.25%

-12.81%

IBGL.MI vs. EXV1.DE - Expense Ratio Comparison

IBGL.MI has a 0.15% expense ratio, which is lower than EXV1.DE's 0.47% expense ratio.


Dividends

IBGL.MI vs. EXV1.DE - Dividend Comparison

IBGL.MI's dividend yield for the trailing twelve months is around 3.72%, more than EXV1.DE's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.58%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
3.72%3.53%3.18%2.66%1.32%0.53%0.74%1.27%1.50%1.35%1.48%1.83%

Frequently Asked Questions


IBGL.MI and EXV1.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGL.MI is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGL.MI is cheaper with a 0.15% expense ratio, compared with 0.47% for EXV1.DE.

IBGL.MI is categorized as European Government Bonds, while EXV1.DE is Financials Equities. IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index, while EXV1.DE tracks STOXX® Europe 600 Banks. Their fees differ too: 0.15% for IBGL.MI and 0.47% for EXV1.DE.

Portfolio Optimizer

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