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TCBT.DE vs. EHBA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCBT.DE vs. EHBA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) and Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.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, TCBT.DE achieves a 0.17% return, which is significantly lower than EHBA.DE's 0.88% return.


TCBT.DE

1D
0.00%
1M
-0.65%
6M
-0.30%
YTD
0.17%
1Y
0.87%
3Y*
3.58%
5Y*
-0.33%
10Y*

EHBA.DE

1D
-0.04%
1M
-0.13%
6M
0.24%
YTD
0.88%
1Y
2.92%
3Y*
7.84%
5Y*
1.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCBT.DE vs. EHBA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TCBT.DE
VanEck iBoxx EUR Corporates UCITS ETF
0.17%2.41%3.36%8.26%-13.48%-1.32%1.66%
EHBA.DE
Invesco Euro Corporate Hybrid Bond UCITS ETF Acc
0.88%5.24%10.78%9.40%-14.85%1.16%3.63%

Correlation

The correlation between TCBT.DE and EHBA.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.46

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.44

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Return for Risk

TCBT.DE vs. EHBA.DE — Risk / Return Rank

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

TCBT.DE
TCBT.DE Risk / Return Rank: 1313
Overall Rank
TCBT.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TCBT.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
TCBT.DE Omega Ratio Rank: 1212
Omega Ratio Rank
TCBT.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
TCBT.DE Martin Ratio Rank: 1414
Martin Ratio Rank

EHBA.DE
EHBA.DE Risk / Return Rank: 2424
Overall Rank
EHBA.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EHBA.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EHBA.DE Omega Ratio Rank: 2424
Omega Ratio Rank
EHBA.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EHBA.DE Martin Ratio Rank: 2727
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.

TCBT.DE vs. EHBA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) and Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.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.


TCBT.DEEHBA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.04

1.13

-0.09

Calmar ratioReturn relative to maximum drawdown

0.22

0.76

-0.53

Martin ratioReturn relative to average drawdown

0.62

2.66

-2.04

TCBT.DE vs. EHBA.DE - Sharpe Ratio Comparison

The current TCBT.DE Sharpe Ratio is 0.16, which is lower than the EHBA.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TCBT.DE and EHBA.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

TCBT.DE vs. EHBA.DE - Drawdown Comparison

The maximum TCBT.DE drawdown since its inception was -16.87%, smaller than the maximum EHBA.DE drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for TCBT.DE and EHBA.DE.


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Drawdown Indicators


TCBT.DEEHBA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.87%

-20.61%

+3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-3.72%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-3.34%

-3.72%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-16.84%

-20.61%

+3.77%

Current Drawdown

Current decline from peak

-2.26%

-1.06%

-1.20%

Average Drawdown

Average peak-to-trough decline

-5.05%

-5.49%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.06%

+0.14%

Volatility

TCBT.DE vs. EHBA.DE - Volatility Comparison

VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) has a higher volatility of 1.89% compared to Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) at 1.07%. This indicates that TCBT.DE's price experiences larger fluctuations and is considered to be riskier than EHBA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCBT.DEEHBA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.07%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

3.68%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

4.20%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

5.04%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

4.82%

+0.73%

TCBT.DE vs. EHBA.DE - Expense Ratio Comparison

TCBT.DE has a 0.15% expense ratio, which is lower than EHBA.DE's 0.39% expense ratio.


Dividends

TCBT.DE vs. EHBA.DE - Dividend Comparison

TCBT.DE's dividend yield for the trailing twelve months is around 2.68%, while EHBA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EHBA.DE
Invesco Euro Corporate Hybrid Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCBT.DE
VanEck iBoxx EUR Corporates UCITS ETF
2.68%2.45%2.39%1.12%1.39%0.75%1.00%1.07%0.28%

Frequently Asked Questions


TCBT.DE and EHBA.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCBT.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCBT.DE is cheaper with a 0.15% expense ratio, compared with 0.39% for EHBA.DE.

TCBT.DE tracks iBoxx® SD-KPI EUR Liquid Corporates, while EHBA.DE tracks Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.15% for TCBT.DE and 0.39% for EHBA.DE.

Portfolio Optimizer

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