IEXA.DE vs. IG35.DE
IEXA.DE (iShares EUR Corporate Bond ex-Financials 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 - IEXA.DE tracks the Bloomberg Euro Corporate ex-Financials Bond while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. Their correlation of 0.85 suggests significant overlap in exposure. IEXA.DE charges 0.20%/yr vs 0.12%/yr for IG35.DE.
Performance
IEXA.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IEXA.DE achieves a 1.30% return, which is significantly lower than IG35.DE's 1.76% return.
IEXA.DE
- 1D
- 0.00%
- 1M
- 0.74%
- YTD
- 1.30%
- 6M
- 1.48%
- 1Y
- 2.24%
- 3Y*
- 4.16%
- 5Y*
- —
- 10Y*
- —
IG35.DE
- 1D
- 0.00%
- 1M
- 0.89%
- YTD
- 1.76%
- 6M
- 2.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IEXA.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IEXA.DE iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc | 1.30% | -0.18% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 1.76% | 0.06% |
Correlation
The correlation between IEXA.DE and IG35.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 8, 2025 | 0.85 |
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Return for Risk
IEXA.DE vs. IG35.DE — Risk / Return Rank
IEXA.DE
IG35.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IEXA.DE vs. IG35.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.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.
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.
| IEXA.DE | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | — | — |
| Martin ratioReturn relative to average drawdown | 2.79 | — | — |
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Drawdowns
IEXA.DE vs. IG35.DE - Drawdown Comparison
The maximum IEXA.DE drawdown since its inception was -9.06%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for IEXA.DE and IG35.DE.
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Drawdown Indicators
| IEXA.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.06% | -4.08% | -4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -2.56% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.23% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -1.14% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | — | — |
Volatility
IEXA.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| IEXA.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.26% | 5.41% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.77% | 5.41% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.77% | 5.41% | -0.64% |
IEXA.DE vs. IG35.DE - Expense Ratio Comparison
IEXA.DE has a 0.20% expense ratio, which is higher than IG35.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%.
Dividends
IEXA.DE vs. IG35.DE - Dividend Comparison
Neither IEXA.DE nor IG35.DE has paid dividends to shareholders.
Frequently Asked Questions
IEXA.DE and IG35.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IG35.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IG35.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for IEXA.DE.
IEXA.DE tracks Bloomberg Euro Corporate ex-Financials Bond, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Their fees differ too: 0.20% for IEXA.DE and 0.12% for IG35.DE.
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