PortfoliosLab logoPortfoliosLab logo
IS3K.DE vs. IBC9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3K.DE vs. IBC9.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 Global High Yield Corporate Bond UCITS ETF (IBC9.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS3K.DE achieves a 2.62% return, which is significantly higher than IBC9.DE's 1.87% return. Both investments have delivered pretty close results over the past 10 years, with IS3K.DE having a 4.08% annualized return and IBC9.DE not far ahead at 4.28%.


IS3K.DE

1D
0.04%
1M
1.25%
YTD
2.62%
6M
1.46%
1Y
4.16%
3Y*
4.06%
5Y*
4.97%
10Y*
4.08%

IBC9.DE

1D
-0.13%
1M
0.64%
YTD
1.87%
6M
1.54%
1Y
4.30%
3Y*
6.02%
5Y*
3.91%
10Y*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3K.DE vs. IBC9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
2.62%-4.31%12.26%4.68%1.95%12.07%-6.16%11.71%4.17%-9.09%
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
1.87%1.08%9.31%9.25%-6.54%8.54%-2.13%14.97%0.24%-3.66%

Correlation

The correlation between IS3K.DE and IBC9.DE is 0.62, 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

0.62

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

0.70

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

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2013

0.82

The correlation between IS3K.DE and IBC9.DE shifts across timeframes, from 0.62 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS3K.DE vs. IBC9.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: 2323
Overall Rank
IS3K.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 2626
Martin Ratio Rank

IBC9.DE
IBC9.DE Risk / Return Rank: 3535
Overall Rank
IBC9.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IBC9.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBC9.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IBC9.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
IBC9.DE Martin Ratio Rank: 4242
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. IBC9.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 Global High Yield Corporate Bond UCITS ETF (IBC9.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.


IS3K.DEIBC9.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratioReturn relative to maximum drawdown

1.29

1.88

-0.59

Martin ratioReturn relative to average drawdown

3.43

6.58

-3.15

IS3K.DE vs. IBC9.DE - Sharpe Ratio Comparison

The current IS3K.DE Sharpe Ratio is 0.69, which is lower than the IBC9.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IS3K.DE and IBC9.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.


Loading charts...

Sharpe Ratios by Period


IS3K.DEIBC9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.10

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.69

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.54

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.56

0.00

Drawdowns

IS3K.DE vs. IBC9.DE - Drawdown Comparison

The maximum IS3K.DE drawdown since its inception was -17.93%, smaller than the maximum IBC9.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and IBC9.DE.


Loading charts...

Drawdown Indicators


IS3K.DEIBC9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.93%

-22.34%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.13%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-11.25%

-6.78%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-10.01%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

-22.34%

+4.41%

Current Drawdown

Current decline from peak

-4.57%

-0.13%

-4.44%

Average Drawdown

Average peak-to-trough decline

-4.51%

-3.23%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.61%

+0.55%

Volatility

IS3K.DE vs. IBC9.DE - Volatility Comparison

iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares Global High Yield Corporate Bond UCITS ETF (IBC9.DE) have volatilities of 0.85% and 0.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS3K.DEIBC9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.84%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

2.76%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

3.64%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

5.64%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

7.85%

0.00%

IS3K.DE vs. IBC9.DE - Expense Ratio Comparison

IS3K.DE has a 0.45% expense ratio, which is lower than IBC9.DE's 0.50% expense ratio.


Dividends

IS3K.DE vs. IBC9.DE - Dividend Comparison

IS3K.DE's dividend yield for the trailing twelve months is around 7.13%, more than IBC9.DE's 5.56% yield.


PositionTTM20252024202320222021202020192018201720162015
IBC9.DE
iShares Global High Yield Corporate Bond UCITS ETF
5.56%5.55%5.32%4.88%4.06%3.76%4.80%4.78%4.77%5.03%4.78%5.18%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
7.13%5.70%5.95%5.19%4.12%3.55%4.31%4.69%4.78%4.97%5.17%4.61%

Frequently Asked Questions


IS3K.DE and IBC9.DE have a correlation of 0.62, 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 0.50% for IBC9.DE.

IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped, while IBC9.DE tracks iBoxx® Global Developed Markets Liquid High Yield Capped. Their fees differ too: 0.45% for IS3K.DE and 0.50% for IBC9.DE.

Portfolio Optimizer

Find the right allocation for IS3K.DE and IBC9.DE

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

Open Portfolio Optimizer