IE3E.DE vs. IG35.DE
IE3E.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds from iShares - IE3E.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. A 0.54 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.
Performance
IE3E.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IE3E.DE achieves a 0.48% return, which is significantly lower than IG35.DE's 0.90% return.
IE3E.DE
- 1D
- 0.05%
- 1M
- 0.19%
- YTD
- 0.48%
- 6M
- 0.73%
- 1Y
- 1.92%
- 3Y*
- 3.74%
- 5Y*
- —
- 10Y*
- —
IG35.DE
- 1D
- 0.25%
- 1M
- 0.47%
- YTD
- 0.90%
- 6M
- 0.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IE3E.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IE3E.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc | 0.48% | 0.42% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.90% | -0.54% |
Correlation
The correlation between IE3E.DE and IG35.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.54 |
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Return for Risk
IE3E.DE vs. IG35.DE — Risk / Return Rank
IE3E.DE
IG35.DE
IE3E.DE vs. IG35.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) and iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.
| IE3E.DE | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | — | — |
| Martin ratioReturn relative to average drawdown | 7.32 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IE3E.DE | IG35.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 0.11 | +1.46 |
Drawdowns
IE3E.DE vs. IG35.DE - Drawdown Comparison
The maximum IE3E.DE drawdown since its inception was -3.12%, smaller than the maximum IG35.DE drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for IE3E.DE and IG35.DE.
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Drawdown Indicators
| IE3E.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.12% | -4.08% | +0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -0.98% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -0.98% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -1.08% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -0.55% | -1.38% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | — | — |
Volatility
IE3E.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| IE3E.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.46% | 5.22% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.59% | 5.22% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.59% | 5.22% | -3.63% |
IE3E.DE vs. IG35.DE - Expense Ratio Comparison
Both IE3E.DE and IG35.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IE3E.DE vs. IG35.DE - Dividend Comparison
Neither IE3E.DE nor IG35.DE has paid dividends to shareholders.
Frequently Asked Questions
IE3E.DE and IG35.DE have a correlation of 0.54, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IE3E.DE and IG35.DE have the same expense ratio: 0.12% per year.
IE3E.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index.
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