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IS31.DE vs. IBCK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS31.DE vs. IBCK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS31.DE achieves a 3.24% return, which is significantly lower than IBCK.DE's 7.43% return.


IS31.DE

1D
0.09%
1M
0.37%
6M
4.54%
YTD
3.24%
1Y
7.12%
3Y*
10.62%
5Y*
5.98%
10Y*

IBCK.DE

1D
0.32%
1M
2.18%
6M
8.69%
YTD
7.43%
1Y
12.87%
3Y*
11.19%
5Y*
9.35%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS31.DE vs. IBCK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS31.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)
3.24%9.27%16.79%6.75%-14.54%23.93%5.67%27.41%-8.01%10.34%
IBCK.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)
7.43%-0.69%25.61%6.20%-6.04%35.73%-2.18%34.86%-1.49%-0.38%

Correlation

The correlation between IS31.DE and IBCK.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2017

0.75

The correlation between IS31.DE and IBCK.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

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Return for Risk

IS31.DE vs. IBCK.DE — Risk / Return Rank

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

IS31.DE
IS31.DE Risk / Return Rank: 2626
Overall Rank
IS31.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IS31.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IS31.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IS31.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IS31.DE Martin Ratio Rank: 3232
Martin Ratio Rank

IBCK.DE
IBCK.DE Risk / Return Rank: 5454
Overall Rank
IBCK.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBCK.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCK.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IBCK.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBCK.DE Martin Ratio Rank: 5555
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.

IS31.DE vs. IBCK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.


IS31.DEIBCK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratioReturn relative to maximum drawdown

1.07

2.52

-1.46

Martin ratioReturn relative to average drawdown

4.05

7.80

-3.75

IS31.DE vs. IBCK.DE - Sharpe Ratio Comparison

The current IS31.DE Sharpe Ratio is 0.82, which is lower than the IBCK.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IS31.DE and IBCK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IS31.DE vs. IBCK.DE - Drawdown Comparison

The maximum IS31.DE drawdown since its inception was -33.66%, roughly equal to the maximum IBCK.DE drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for IS31.DE and IBCK.DE.


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Drawdown Indicators


IS31.DEIBCK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-33.12%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-5.08%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-12.56%

-17.55%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-20.75%

-17.55%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

0.00%

-0.20%

+0.20%

Average Drawdown

Average peak-to-trough decline

-4.85%

-6.52%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.65%

+0.10%

Volatility

IS31.DE vs. IBCK.DE - Volatility Comparison

iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) has a higher volatility of 2.94% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.28%. This indicates that IS31.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS31.DEIBCK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

2.28%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

5.74%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

8.76%

8.75%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

12.37%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

13.97%

+0.41%

IS31.DE vs. IBCK.DE - Expense Ratio Comparison

IS31.DE has a 0.25% expense ratio, which is higher than IBCK.DE's 0.20% 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

IS31.DE vs. IBCK.DE - Dividend Comparison

Neither IS31.DE nor IBCK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS31.DE and IBCK.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCK.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IS31.DE.

IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged), while IBCK.DE tracks S&P 500 Minimum Volatility. Their fees differ too: 0.25% for IS31.DE and 0.20% for IBCK.DE.

Portfolio Optimizer

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