IG35.DE vs. EXHE.DE
IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) and EXHE.DE (iShares Pfandbriefe UCITS ETF (DE)) are both European Corporate Bonds funds from iShares - IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index while EXHE.DE tracks the iBoxx® Pfandbriefe. Both are passively managed. A 0.66 correlation means they provide meaningful diversification when combined. IG35.DE charges 0.12%/yr vs 0.10%/yr for EXHE.DE.
Performance
IG35.DE vs. EXHE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IG35.DE achieves a 0.90% return, which is significantly higher than EXHE.DE's 0.10% return.
IG35.DE
- 1D
- 0.25%
- 1M
- 1.23%
- YTD
- 0.90%
- 6M
- 0.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXHE.DE
- 1D
- 0.02%
- 1M
- 0.44%
- YTD
- 0.10%
- 6M
- -0.03%
- 1Y
- 0.72%
- 3Y*
- 3.00%
- 5Y*
- -0.95%
- 10Y*
- -0.20%
IG35.DE vs. EXHE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.90% | -0.54% |
EXHE.DE iShares Pfandbriefe UCITS ETF (DE) | 0.10% | -0.25% |
Correlation
The correlation between IG35.DE and EXHE.DE is 0.66, 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 | 0.66 |
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Return for Risk
IG35.DE vs. EXHE.DE — Risk / Return Rank
IG35.DE
EXHE.DE
IG35.DE vs. EXHE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.DE) and iShares Pfandbriefe UCITS ETF (DE) (EXHE.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| IG35.DE | EXHE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.30 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.42 | -0.31 |
Drawdowns
IG35.DE vs. EXHE.DE - Drawdown Comparison
The maximum IG35.DE drawdown since its inception was -4.08%, smaller than the maximum EXHE.DE drawdown of -16.57%. Use the drawdown chart below to compare losses from any high point for IG35.DE and EXHE.DE.
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Drawdown Indicators
| IG35.DE | EXHE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.08% | -16.57% | +12.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.25% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -2.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.57% | — |
Current DrawdownCurrent decline from peak | -1.08% | -6.77% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -3.37% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.80% | — |
Volatility
IG35.DE vs. EXHE.DE - Volatility Comparison
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Volatility by Period
| IG35.DE | EXHE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.22% | 2.42% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.22% | 3.88% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 3.16% | +2.06% |
IG35.DE vs. EXHE.DE - Expense Ratio Comparison
IG35.DE has a 0.12% expense ratio, which is higher than EXHE.DE's 0.10% 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
IG35.DE vs. EXHE.DE - Dividend Comparison
IG35.DE has not paid dividends to shareholders, while EXHE.DE's dividend yield for the trailing twelve months is around 1.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXHE.DE iShares Pfandbriefe UCITS ETF (DE) | 1.67% | 1.61% | 1.34% | 0.88% | 0.38% | 0.33% | 0.39% | 0.53% | 0.61% | 0.89% | 1.14% | 1.75% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate 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% |
Frequently Asked Questions
IG35.DE and EXHE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXHE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXHE.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for IG35.DE.
IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index, while EXHE.DE tracks iBoxx® Pfandbriefe. Their fees differ too: 0.12% for IG35.DE and 0.10% for EXHE.DE.
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