IS0M.DE vs. C
Compare and contrast key facts about iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and Citigroup Inc. (C).
IS0M.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Italy Treasury Bond. It was launched on May 8, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS0M.DE or C.
Key characteristics
| IS0M.DE | C | |
|---|---|---|
| YTD Return | 1.96% | 19.72% |
| 1Y Return | 7.37% | 46.17% |
| 3Y Return (Ann) | -4.04% | -1.19% |
| 5Y Return (Ann) | -1.67% | 0.86% |
| 10Y Return (Ann) | 0.92% | 3.80% |
| Sharpe Ratio | 1.31 | 1.91 |
| Daily Std Dev | 5.82% | 24.29% |
| Max Drawdown | -21.08% | -98.00% |
| Current Drawdown | -13.07% | -84.74% |
Correlation
The correlation between IS0M.DE and C is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IS0M.DE vs. C - Performance Comparison
In the year-to-date period, IS0M.DE achieves a 1.96% return, which is significantly lower than C's 19.72% return. Over the past 10 years, IS0M.DE has underperformed C with an annualized return of 0.92%, while C has yielded a comparatively higher 3.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IS0M.DE vs. C - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and Citigroup Inc. (C). 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.
Dividends
IS0M.DE vs. C - Dividend Comparison
IS0M.DE has not paid dividends to shareholders, while C's dividend yield for the trailing twelve months is around 3.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | 0.00% | 0.00% | 1.05% | 0.74% | 0.98% | 1.45% | 1.37% | 1.37% | 1.47% | 1.83% | 0.00% | 0.00% |
C Citigroup Inc. | 3.59% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
Drawdowns
IS0M.DE vs. C - Drawdown Comparison
The maximum IS0M.DE drawdown since its inception was -21.08%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and C. For additional features, visit the drawdowns tool.
Volatility
IS0M.DE vs. C - Volatility Comparison
The current volatility for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) is 2.22%, while Citigroup Inc. (C) has a volatility of 6.24%. This indicates that IS0M.DE experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.