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TCC4.DE vs. IEXA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCC4.DE vs. IEXA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with TCC4.DE having a 1.28% return and IEXA.DE slightly higher at 1.30%.


TCC4.DE

1D
0.11%
1M
0.76%
YTD
1.28%
6M
1.49%
1Y
2.42%
3Y*
4.65%
5Y*
0.11%
10Y*
0.78%

IEXA.DE

1D
0.00%
1M
0.74%
YTD
1.30%
6M
1.48%
1Y
2.24%
3Y*
4.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCC4.DE vs. IEXA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
TCC4.DE
Amundi Index Euro Corporate SRI UCITS ETF 2 EUR
1.28%2.94%4.15%7.07%-5.46%
IEXA.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc
1.30%2.47%3.54%7.38%-5.39%

Correlation

The correlation between TCC4.DE and IEXA.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.89

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.91

The correlation between TCC4.DE and IEXA.DE has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

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Return for Risk

TCC4.DE vs. IEXA.DE — Risk / Return Rank

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

TCC4.DE
TCC4.DE Risk / Return Rank: 2323
Overall Rank
TCC4.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TCC4.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
TCC4.DE Omega Ratio Rank: 2323
Omega Ratio Rank
TCC4.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
TCC4.DE Martin Ratio Rank: 2525
Martin Ratio Rank

IEXA.DE
IEXA.DE Risk / Return Rank: 2121
Overall Rank
IEXA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEXA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEXA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IEXA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEXA.DE Martin Ratio Rank: 2323
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.

TCC4.DE vs. IEXA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.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.


TCC4.DEIEXA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.16

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

0.95

0.87

+0.07

Martin ratioReturn relative to average drawdown

3.12

2.79

+0.33

TCC4.DE vs. IEXA.DE - Sharpe Ratio Comparison

The current TCC4.DE Sharpe Ratio is 0.83, which is comparable to the IEXA.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TCC4.DE and IEXA.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

TCC4.DE vs. IEXA.DE - Drawdown Comparison

The maximum TCC4.DE drawdown since its inception was -17.21%, which is greater than IEXA.DE's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for TCC4.DE and IEXA.DE.


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Drawdown Indicators


TCC4.DEIEXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.21%

-9.06%

-8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-2.56%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-2.55%

-2.56%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

Max Drawdown (10Y)

Largest decline over 10 years

-17.21%

Current Drawdown

Current decline from peak

-1.01%

0.00%

-1.01%

Average Drawdown

Average peak-to-trough decline

-2.84%

-2.24%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.80%

-0.03%

Volatility

TCC4.DE vs. IEXA.DE - Volatility Comparison

The current volatility for Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) is 0.72%, while iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) has a volatility of 0.78%. This indicates that TCC4.DE experiences smaller price fluctuations and is considered to be less risky than IEXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCC4.DEIEXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.78%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

2.77%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

3.26%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

4.77%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

4.77%

+0.52%

TCC4.DE vs. IEXA.DE - Expense Ratio Comparison

TCC4.DE has a 0.16% expense ratio, which is lower than IEXA.DE's 0.20% 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

TCC4.DE vs. IEXA.DE - Dividend Comparison

Neither TCC4.DE nor IEXA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TCC4.DE and IEXA.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCC4.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCC4.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for IEXA.DE.

TCC4.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI, while IEXA.DE tracks Bloomberg Euro Corporate ex-Financials Bond. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.16% for TCC4.DE and 0.20% for IEXA.DE.

Portfolio Optimizer

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