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IE3E.DE vs. XDEP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IE3E.DE vs. XDEP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) and Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE). The values are adjusted to include any dividend payments, if applicable.

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IE3E.DE vs. XDEP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IE3E.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc
-0.29%3.04%4.31%4.16%-1.80%
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
-0.86%3.58%5.25%9.38%-6.00%

Returns By Period

In the year-to-date period, IE3E.DE achieves a -0.29% return, which is significantly higher than XDEP.DE's -0.86% return.


IE3E.DE

1D
0.12%
1M
-0.54%
YTD
-0.29%
6M
0.24%
1Y
1.88%
3Y*
3.50%
5Y*
10Y*

XDEP.DE

1D
0.39%
1M
-1.99%
YTD
-0.86%
6M
-0.62%
1Y
2.46%
3Y*
5.12%
5Y*
-0.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IE3E.DE vs. XDEP.DE - Expense Ratio Comparison

IE3E.DE has a 0.12% expense ratio, which is lower than XDEP.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IE3E.DE vs. XDEP.DE — Risk / Return Rank

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

IE3E.DE
IE3E.DE Risk / Return Rank: 7474
Overall Rank
IE3E.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IE3E.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
IE3E.DE Omega Ratio Rank: 7575
Omega Ratio Rank
IE3E.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
IE3E.DE Martin Ratio Rank: 7575
Martin Ratio Rank

XDEP.DE
XDEP.DE Risk / Return Rank: 3434
Overall Rank
XDEP.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDEP.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XDEP.DE Omega Ratio Rank: 3434
Omega Ratio Rank
XDEP.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
XDEP.DE Martin Ratio Rank: 3535
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.

IE3E.DE vs. XDEP.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 Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.DEXDEP.DEDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.79

+0.66

Sortino ratio

Return per unit of downside risk

2.15

1.09

+1.06

Omega ratio

Gain probability vs. loss probability

1.30

1.15

+0.15

Calmar ratio

Return relative to maximum drawdown

1.90

0.83

+1.08

Martin ratio

Return relative to average drawdown

8.84

3.70

+5.14

IE3E.DE vs. XDEP.DE - Sharpe Ratio Comparison

The current IE3E.DE Sharpe Ratio is 1.44, which is higher than the XDEP.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IE3E.DE and XDEP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IE3E.DEXDEP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.79

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

0.28

+1.25

Correlation

The correlation between IE3E.DE and XDEP.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IE3E.DE vs. XDEP.DE - Dividend Comparison

IE3E.DE has not paid dividends to shareholders, while XDEP.DE's dividend yield for the trailing twelve months is around 2.92%.


TTM20252024202320222021202020192018
IE3E.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
2.92%2.73%2.26%1.68%2.51%1.53%1.85%1.40%0.72%

Drawdowns

IE3E.DE vs. XDEP.DE - Drawdown Comparison

The maximum IE3E.DE drawdown since its inception was -3.12%, smaller than the maximum XDEP.DE drawdown of -19.79%. Use the drawdown chart below to compare losses from any high point for IE3E.DE and XDEP.DE.


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Drawdown Indicators


IE3E.DEXDEP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.12%

-19.79%

+16.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-3.22%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

Current Drawdown

Current decline from peak

-0.76%

-2.34%

+1.58%

Average Drawdown

Average peak-to-trough decline

-0.56%

-4.53%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.72%

-0.51%

Volatility

IE3E.DE vs. XDEP.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc (IE3E.DE) is 0.79%, while Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) has a volatility of 1.97%. This indicates that IE3E.DE experiences smaller price fluctuations and is considered to be less risky than XDEP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IE3E.DEXDEP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

1.97%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

2.40%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

3.12%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.56%

4.64%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.56%

5.28%

-3.72%