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IEAA.L vs. D5BG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEAA.L vs. D5BG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE). The values are adjusted to include any dividend payments, if applicable.

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IEAA.L vs. D5BG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-0.60%3.10%4.31%7.51%-13.40%-1.11%2.70%6.24%-1.48%0.45%
D5BG.DE
Xtrackers II EUR Corporate Bond UCITS ETF 1C
-0.60%3.14%4.22%7.44%-12.98%-1.39%2.51%6.25%-1.42%0.43%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IEAA.L at -0.60% and D5BG.DE at -0.60%.


IEAA.L

1D
0.47%
1M
-1.49%
YTD
-0.60%
6M
-0.28%
1Y
2.31%
3Y*
4.30%
5Y*
-0.22%
10Y*

D5BG.DE

1D
0.45%
1M
-1.52%
YTD
-0.60%
6M
-0.32%
1Y
2.21%
3Y*
4.23%
5Y*
-0.20%
10Y*
0.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEAA.L vs. D5BG.DE - Expense Ratio Comparison

IEAA.L has a 0.20% expense ratio, which is higher than D5BG.DE's 0.12% 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%.


Return for Risk

IEAA.L vs. D5BG.DE — Risk / Return Rank

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

IEAA.L
IEAA.L Risk / Return Rank: 3838
Overall Rank
IEAA.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 3737
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 4040
Martin Ratio Rank

D5BG.DE
D5BG.DE Risk / Return Rank: 3636
Overall Rank
D5BG.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
D5BG.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
D5BG.DE Omega Ratio Rank: 3434
Omega Ratio Rank
D5BG.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
D5BG.DE Martin Ratio Rank: 3939
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.

IEAA.L vs. D5BG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.


IEAA.LD5BG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.81

+0.02

Sortino ratio

Return per unit of downside risk

1.16

1.12

+0.04

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

0.90

0.88

+0.02

Martin ratio

Return relative to average drawdown

4.07

3.90

+0.17

IEAA.L vs. D5BG.DE - Sharpe Ratio Comparison

The current IEAA.L Sharpe Ratio is 0.83, which is comparable to the D5BG.DE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IEAA.L and D5BG.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


IEAA.LD5BG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.81

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.47

-0.31

Correlation

The correlation between IEAA.L and D5BG.DE is 0.87, 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

IEAA.L vs. D5BG.DE - Dividend Comparison

Neither IEAA.L nor D5BG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IEAA.L vs. D5BG.DE - Drawdown Comparison

The maximum IEAA.L drawdown since its inception was -17.29%, roughly equal to the maximum D5BG.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for IEAA.L and D5BG.DE.


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Drawdown Indicators


IEAA.LD5BG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-17.22%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-2.68%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

-17.22%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-17.22%

Current Drawdown

Current decline from peak

-2.20%

-2.13%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.62%

-2.89%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.61%

0.00%

Volatility

IEAA.L vs. D5BG.DE - Volatility Comparison

iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) has a higher volatility of 1.67% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) at 1.59%. This indicates that IEAA.L's price experiences larger fluctuations and is considered to be riskier than D5BG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEAA.LD5BG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.59%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

2.03%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

2.73%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

4.42%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

4.61%

+0.06%