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IS3K.DE vs. IBC2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3K.DE vs. IBC2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.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, IS3K.DE achieves a 4.98% return, which is significantly higher than IBC2.DE's 0.98% return.


IS3K.DE

1D
0.20%
1M
1.54%
6M
3.17%
YTD
4.98%
1Y
7.70%
3Y*
6.67%
5Y*
5.27%
10Y*
4.40%

IBC2.DE

1D
0.26%
1M
-0.00%
6M
0.73%
YTD
0.98%
1Y
4.12%
3Y*
5.86%
5Y*
1.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3K.DE vs. IBC2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
4.98%-3.41%12.68%5.21%2.20%12.74%-5.49%12.34%7.61%
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
0.98%7.02%4.85%8.05%-11.78%3.08%2.84%10.03%-3.66%

Correlation

The correlation between IS3K.DE and IBC2.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.09

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

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.25

The correlation between IS3K.DE and IBC2.DE shifts across timeframes, from 0.07 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3K.DE vs. IBC2.DE — Risk / Return Rank

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

IS3K.DE
IS3K.DE Risk / Return Rank: 5252
Overall Rank
IS3K.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 5757
Martin Ratio Rank

IBC2.DE
IBC2.DE Risk / Return Rank: 3535
Overall Rank
IBC2.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IBC2.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBC2.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IBC2.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IBC2.DE Martin Ratio Rank: 4545
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.

IS3K.DE vs. IBC2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.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.


IS3K.DEIBC2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratioReturn relative to maximum drawdown

2.48

1.36

+1.13

Martin ratioReturn relative to average drawdown

8.03

6.04

+2.00

IS3K.DE vs. IBC2.DE - Sharpe Ratio Comparison

The current IS3K.DE Sharpe Ratio is 1.35, which is higher than the IBC2.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IS3K.DE and IBC2.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

IS3K.DE vs. IBC2.DE - Drawdown Comparison

The maximum IS3K.DE drawdown since its inception was -27.02%, which is greater than IBC2.DE's maximum drawdown of -22.54%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and IBC2.DE.


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Drawdown Indicators


IS3K.DEIBC2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.02%

-22.54%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-3.03%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.25%

-4.22%

-7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-15.71%

+4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

Current Drawdown

Current decline from peak

-1.45%

-0.00%

-1.45%

Average Drawdown

Average peak-to-trough decline

-6.51%

-3.56%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.68%

+0.28%

Volatility

IS3K.DE vs. IBC2.DE - Volatility Comparison

iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) has a higher volatility of 1.47% compared to iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist) (IBC2.DE) at 0.79%. This indicates that IS3K.DE's price experiences larger fluctuations and is considered to be riskier than IBC2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3K.DEIBC2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

0.79%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

3.27%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

4.17%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.09%

6.95%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

8.20%

-0.38%

IS3K.DE vs. IBC2.DE - Expense Ratio Comparison

IS3K.DE has a 0.45% expense ratio, which is lower than IBC2.DE's 0.55% expense ratio.


Dividends

IS3K.DE vs. IBC2.DE - Dividend Comparison

IS3K.DE's dividend yield for the trailing twelve months is around 6.63%, more than IBC2.DE's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
IBC2.DE
iShares $ High Yield Corp Bond UCITS ETF EUR Hedged (Dist)
6.19%6.07%6.33%5.59%5.13%4.34%4.82%5.58%3.90%0.00%0.00%0.00%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
6.63%6.65%6.31%5.70%4.36%4.12%5.05%5.26%5.48%5.68%5.57%5.05%

Frequently Asked Questions


IS3K.DE and IBC2.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3K.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3K.DE is cheaper with a 0.45% expense ratio, compared with 0.55% for IBC2.DE.

IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped, while IBC2.DE tracks Markit iBoxx USD Liquid High Yield Capped Index (EUR Hedged). Their fees differ too: 0.45% for IS3K.DE and 0.55% for IBC2.DE.

Portfolio Optimizer

Find the right allocation for IS3K.DE and IBC2.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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