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IBGS.L vs. CE31.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGS.L vs. CE31.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBGS.L is traded in GBP, while CE31.L is traded in GBp. To make them comparable, the CE31.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBGS.L achieves a -1.02% return, which is significantly lower than CE31.L's -0.87% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IBGS.L at 1.38% and CE31.L at 1.38%.


IBGS.L

1D
-0.07%
1M
0.24%
YTD
-1.02%
6M
-0.96%
1Y
3.54%
3Y*
2.79%
5Y*
0.92%
10Y*
1.38%

CE31.L

1D
-0.06%
1M
0.24%
YTD
-0.87%
6M
-0.98%
1Y
3.55%
3Y*
2.80%
5Y*
0.92%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGS.L vs. CE31.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
-1.02%7.76%-1.67%1.50%1.00%-7.25%5.39%-4.81%0.64%3.54%
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.87%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%

Correlation

The correlation between IBGS.L and CE31.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2013

0.98

The correlation between IBGS.L and CE31.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IBGS.L vs. CE31.L — Risk / Return Rank

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

IBGS.L
IBGS.L Risk / Return Rank: 2424
Overall Rank
IBGS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBGS.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBGS.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBGS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IBGS.L Martin Ratio Rank: 2424
Martin Ratio Rank

CE31.L
CE31.L Risk / Return Rank: 2424
Overall Rank
CE31.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2222
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
CE31.L 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.

IBGS.L vs. CE31.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L). 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.


IBGS.LCE31.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.36

1.35

+0.01

Martin ratioReturn relative to average drawdown

3.05

3.04

+0.01

IBGS.L vs. CE31.L - Sharpe Ratio Comparison

The current IBGS.L Sharpe Ratio is 0.85, which is comparable to the CE31.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IBGS.L and CE31.L, 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


IBGS.LCE31.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.85

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.17

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.20

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.08

+0.17

Drawdowns

IBGS.L vs. CE31.L - Drawdown Comparison

The maximum IBGS.L drawdown since its inception was -16.59%, smaller than the maximum CE31.L drawdown of -18.33%. Use the drawdown chart below to compare losses from any high point for IBGS.L and CE31.L.


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Drawdown Indicators


IBGS.LCE31.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-18.33%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-2.62%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-3.05%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-5.98%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-13.11%

-13.14%

+0.03%

Current Drawdown

Current decline from peak

-3.95%

-3.95%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.92%

-7.25%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.17%

-0.01%

Volatility

IBGS.L vs. CE31.L - Volatility Comparison

iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) have volatilities of 1.20% and 1.26%, 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.


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Volatility by Period


IBGS.LCE31.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.26%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

2.88%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.18%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

5.29%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

7.07%

+0.02%

IBGS.L vs. CE31.L - Expense Ratio Comparison

Both IBGS.L and CE31.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBGS.L vs. CE31.L - Dividend Comparison

IBGS.L's dividend yield for the trailing twelve months is around 2.18%, while CE31.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (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%
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.39%2.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.28%

Frequently Asked Questions


With a correlation of 0.99, IBGS.L and CE31.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBGS.L and CE31.L have the same expense ratio: 0.15% per year.

Both ETFs track Bloomberg Euro Agg Govt 1-3 Yr TR EUR.

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