TCC4.DE vs. IG35.DE
TCC4.DE (Amundi Index Euro Corporate SRI UCITS ETF 2 EUR) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds - TCC4.DE tracks the Bloomberg MSCI Euro Corporate ESG Sustainability SRI while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. TCC4.DE charges 0.16%/yr vs 0.12%/yr for IG35.DE.
Performance
TCC4.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TCC4.DE achieves a 0.56% return, which is significantly lower than IG35.DE's 0.90% return.
TCC4.DE
- 1D
- 0.13%
- 1M
- 0.23%
- YTD
- 0.56%
- 6M
- 0.50%
- 1Y
- 2.18%
- 3Y*
- 4.45%
- 5Y*
- -0.05%
- 10Y*
- 0.71%
IG35.DE
- 1D
- 0.25%
- 1M
- 0.47%
- YTD
- 0.90%
- 6M
- 0.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TCC4.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TCC4.DE Amundi Index Euro Corporate SRI UCITS ETF 2 EUR | 0.56% | -0.19% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.90% | -0.54% |
Correlation
The correlation between TCC4.DE and IG35.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.82 |
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Return for Risk
TCC4.DE vs. IG35.DE — Risk / Return Rank
TCC4.DE
IG35.DE
TCC4.DE vs. IG35.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 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.
| TCC4.DE | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | — | — |
| Martin ratioReturn relative to average drawdown | 2.41 | — | — |
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
| TCC4.DE | IG35.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.11 | +0.33 |
Drawdowns
TCC4.DE vs. IG35.DE - Drawdown Comparison
The maximum TCC4.DE drawdown since its inception was -17.21%, 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 TCC4.DE and IG35.DE.
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Drawdown Indicators
| TCC4.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.21% | -4.08% | -13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -2.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -17.21% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -1.08% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -3.00% | -1.38% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | — | — |
Volatility
TCC4.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| TCC4.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.88% | 5.22% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 5.22% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.31% | 5.22% | +0.09% |
TCC4.DE vs. IG35.DE - Expense Ratio Comparison
TCC4.DE has a 0.16% 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
TCC4.DE vs. IG35.DE - Dividend Comparison
Neither TCC4.DE nor IG35.DE has paid dividends to shareholders.
Frequently Asked Questions
TCC4.DE and IG35.DE have a correlation of 0.82, 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 0.16% for TCC4.DE.
TCC4.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.16% for TCC4.DE and 0.12% for IG35.DE.
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