IUS6.DE vs. IG35.DE
IUS6.DE (iShares Euro Covered Bond UCITS ETF) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds from iShares - IUS6.DE tracks the iBoxx® EUR Covered while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. A 0.65 correlation means they provide meaningful diversification when combined. IUS6.DE charges 0.20%/yr vs 0.12%/yr for IG35.DE.
Performance
IUS6.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS6.DE achieves a 0.30% return, which is significantly lower than IG35.DE's 0.90% return.
IUS6.DE
- 1D
- 0.12%
- 1M
- 0.04%
- YTD
- 0.30%
- 6M
- 0.23%
- 1Y
- 1.06%
- 3Y*
- 3.14%
- 5Y*
- -0.93%
- 10Y*
- -0.15%
IG35.DE
- 1D
- 0.25%
- 1M
- 0.47%
- YTD
- 0.90%
- 6M
- 0.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUS6.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IUS6.DE iShares Euro Covered Bond UCITS ETF | 0.30% | -0.28% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.90% | -0.54% |
Correlation
The correlation between IUS6.DE and IG35.DE is 0.65, 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 | 0.65 |
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Return for Risk
IUS6.DE vs. IG35.DE — Risk / Return Rank
IUS6.DE
IG35.DE
IUS6.DE vs. IG35.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Covered Bond UCITS ETF (IUS6.DE) and iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.
| IUS6.DE | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | — | — |
| Martin ratioReturn relative to average drawdown | 0.97 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS6.DE | IG35.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 | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.11 | +0.22 |
Drawdowns
IUS6.DE vs. IG35.DE - Drawdown Comparison
The maximum IUS6.DE drawdown since its inception was -16.47%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for IUS6.DE and IG35.DE.
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Drawdown Indicators
| IUS6.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -4.08% | -12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.22% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -2.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.47% | — | — |
Current DrawdownCurrent decline from peak | -6.35% | -1.08% | -5.27% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -1.38% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | — | — |
Volatility
IUS6.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| IUS6.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.14% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.58% | 5.22% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 5.22% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.17% | 5.22% | -2.05% |
IUS6.DE vs. IG35.DE - Expense Ratio Comparison
IUS6.DE has a 0.20% expense ratio, which is higher than IG35.DE's 0.12% 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
IUS6.DE vs. IG35.DE - Dividend Comparison
IUS6.DE's dividend yield for the trailing twelve months is around 2.16%, while IG35.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUS6.DE iShares Euro Covered Bond UCITS ETF | 2.16% | 2.03% | 1.51% | 0.90% | 0.29% | 0.26% | 0.35% | 0.47% | 0.60% | 0.64% | 0.97% | 0.62% |
Frequently Asked Questions
IUS6.DE and IG35.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IG35.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IG35.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for IUS6.DE.
IUS6.DE tracks iBoxx® EUR Covered, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Their fees differ too: 0.20% for IUS6.DE and 0.12% for IG35.DE.
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