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TCBT.DE vs. ICOM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCBT.DE vs. ICOM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) and iShares Diversified Commodity Swap UCITS ETF (ICOM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TCBT.DE is traded in EUR, while ICOM.L is traded in USD. To make them comparable, the ICOM.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TCBT.DE achieves a 0.36% return, which is significantly lower than ICOM.L's 26.16% return.


TCBT.DE

1D
-0.09%
1M
-0.28%
YTD
0.36%
6M
0.13%
1Y
1.72%
3Y*
3.98%
5Y*
-0.18%
10Y*

ICOM.L

1D
-1.40%
1M
-3.00%
YTD
26.16%
6M
24.53%
1Y
35.35%
3Y*
12.59%
5Y*
12.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCBT.DE vs. ICOM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TCBT.DE
VanEck iBoxx EUR Corporates UCITS ETF
0.36%2.42%3.35%8.23%-13.49%-1.27%2.29%6.99%0.16%
ICOM.L
iShares Diversified Commodity Swap UCITS ETF
26.17%2.64%12.00%-10.82%21.94%36.55%-11.68%9.16%-7.31%

Correlation

The correlation between TCBT.DE and ICOM.L is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.28

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

-0.12

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

-0.04

Over the past year, the inverse relationship between TCBT.DE and ICOM.L has strengthened: their correlation has moved from -0.04 to -0.28, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

TCBT.DE vs. ICOM.L — 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: 1414
Sharpe Ratio Rank
TCBT.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
TCBT.DE Omega Ratio Rank: 1313
Omega Ratio Rank
TCBT.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
TCBT.DE Martin Ratio Rank: 1515
Martin Ratio Rank

ICOM.L
ICOM.L Risk / Return Rank: 7171
Overall Rank
ICOM.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ICOM.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
ICOM.L Omega Ratio Rank: 7070
Omega Ratio Rank
ICOM.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ICOM.L Martin Ratio Rank: 6767
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. ICOM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) and iShares Diversified Commodity Swap UCITS ETF (ICOM.L). 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.


TCBT.DEICOM.LDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.06

1.35

-0.29

Calmar ratioReturn relative to maximum drawdown

0.40

4.20

-3.80

Martin ratioReturn relative to average drawdown

1.19

9.36

-8.17

TCBT.DE vs. ICOM.L - Sharpe Ratio Comparison

The current TCBT.DE Sharpe Ratio is 0.30, which is lower than the ICOM.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of TCBT.DE and ICOM.L, 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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Sharpe Ratios by Period


TCBT.DEICOM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.92

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.71

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.54

-0.36

Drawdowns

TCBT.DE vs. ICOM.L - Drawdown Comparison

The maximum TCBT.DE drawdown since its inception was -16.90%, smaller than the maximum ICOM.L drawdown of -27.93%. Use the drawdown chart below to compare losses from any high point for TCBT.DE and ICOM.L.


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Drawdown Indicators


TCBT.DEICOM.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.90%

-27.93%

+11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-8.39%

+5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.39%

-15.83%

+12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-16.88%

-27.93%

+11.05%

Current Drawdown

Current decline from peak

-2.09%

-4.66%

+2.57%

Average Drawdown

Average peak-to-trough decline

-5.10%

-12.70%

+7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

3.77%

-2.64%

Volatility

TCBT.DE vs. ICOM.L - Volatility Comparison

The current volatility for VanEck iBoxx EUR Corporates UCITS ETF (TCBT.DE) is 1.20%, while iShares Diversified Commodity Swap UCITS ETF (ICOM.L) has a volatility of 5.73%. This indicates that TCBT.DE experiences smaller price fluctuations and is considered to be less risky than ICOM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCBT.DEICOM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

5.73%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

15.96%

-11.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

18.31%

-13.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.18%

17.08%

-11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

15.84%

-10.48%

TCBT.DE vs. ICOM.L - Expense Ratio Comparison

TCBT.DE has a 0.15% expense ratio, which is lower than ICOM.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TCBT.DE vs. ICOM.L - Dividend Comparison

TCBT.DE's dividend yield for the trailing twelve months is around 2.67%, while ICOM.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ICOM.L
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCBT.DE
VanEck iBoxx EUR Corporates UCITS ETF
2.67%2.45%2.39%1.12%1.39%0.75%1.00%1.07%

Frequently Asked Questions


TCBT.DE and ICOM.L have a correlation of -0.28, 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 0.19% for ICOM.L.

TCBT.DE is categorized as European Corporate Bonds, while ICOM.L is Commodities. TCBT.DE tracks iBoxx® SD-KPI EUR Liquid Corporates, while ICOM.L tracks Bloomberg Commodity (Total Return Index). They also come from different issuers: VanEck and iShares. Their fees differ too: 0.15% for TCBT.DE and 0.19% for ICOM.L.

Portfolio Optimizer

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