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U13G.L vs. IBCD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

U13G.L vs. IBCD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.L) and iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

U13G.L is traded in GBp, while IBCD.DE is traded in EUR. To make them comparable, the IBCD.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, U13G.L achieves a 0.61% return, which is significantly higher than IBCD.DE's 0.50% return.


U13G.L

1D
0.11%
1M
1.08%
YTD
0.61%
6M
-1.48%
1Y
4.39%
3Y*
1.46%
5Y*
2.90%
10Y*

IBCD.DE

1D
0.32%
1M
1.33%
YTD
0.50%
6M
-0.57%
1Y
5.72%
3Y*
1.80%
5Y*
0.65%
10Y*
2.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

U13G.L vs. IBCD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
U13G.L
Amundi US Treasury Bond 1-3Y UCITS ETF Dist
0.61%-2.01%5.86%-1.60%7.66%0.59%-0.77%0.61%6.73%-8.67%
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
0.46%0.39%1.70%2.87%-7.88%-1.35%6.01%13.99%1.17%-2.50%

Correlation

The correlation between U13G.L and IBCD.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.41

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

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2016

0.47

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Return for Risk

U13G.L vs. IBCD.DE — Risk / Return Rank

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

U13G.L
U13G.L Risk / Return Rank: 2424
Overall Rank
U13G.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
U13G.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
U13G.L Omega Ratio Rank: 2222
Omega Ratio Rank
U13G.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
U13G.L Martin Ratio Rank: 2424
Martin Ratio Rank

IBCD.DE
IBCD.DE Risk / Return Rank: 1717
Overall Rank
IBCD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBCD.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBCD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IBCD.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IBCD.DE Martin Ratio Rank: 1818
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.

U13G.L vs. IBCD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.L) and iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.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.


U13G.LIBCD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.14

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.27

1.12

+0.15

Martin ratioReturn relative to average drawdown

3.07

2.49

+0.58

U13G.L vs. IBCD.DE - Sharpe Ratio Comparison

The current U13G.L Sharpe Ratio is 0.78, which is comparable to the IBCD.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of U13G.L and IBCD.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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Sharpe Ratios by Period


U13G.LIBCD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.86

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.07

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.34

-0.13

Drawdowns

U13G.L vs. IBCD.DE - Drawdown Comparison

The maximum U13G.L drawdown since its inception was -18.93%, smaller than the maximum IBCD.DE drawdown of -25.53%. Use the drawdown chart below to compare losses from any high point for U13G.L and IBCD.DE.


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Drawdown Indicators


U13G.LIBCD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-25.53%

+6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-5.09%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-8.93%

-9.01%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.31%

-15.78%

-0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-19.60%

Current Drawdown

Current decline from peak

-7.67%

-10.18%

+2.51%

Average Drawdown

Average peak-to-trough decline

-9.14%

-8.17%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.29%

+1.31%

Volatility

U13G.L vs. IBCD.DE - Volatility Comparison

The current volatility for Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.L) is 1.49%, while iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) has a volatility of 1.85%. This indicates that U13G.L experiences smaller price fluctuations and is considered to be less risky than IBCD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


U13G.LIBCD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.85%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.98%

4.75%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

7.43%

6.65%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.11%

9.64%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.89%

10.79%

-0.90%

U13G.L vs. IBCD.DE - Expense Ratio Comparison

U13G.L has a 0.06% expense ratio, which is lower than IBCD.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

U13G.L vs. IBCD.DE - Dividend Comparison

U13G.L's dividend yield for the trailing twelve months is around 3.04%, less than IBCD.DE's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
4.24%4.39%4.52%4.34%3.60%2.21%2.56%3.06%3.09%3.02%2.97%3.00%
U13G.L
Amundi US Treasury Bond 1-3Y UCITS ETF Dist
3.04%3.06%2.39%1.79%1.46%1.19%1.69%2.19%1.96%1.81%0.73%0.00%

Frequently Asked Questions


U13G.L and IBCD.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U13G.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U13G.L is cheaper with a 0.06% expense ratio, compared with 0.20% for IBCD.DE.

U13G.L is categorized as Government Bonds, while IBCD.DE is Corporate Bonds. U13G.L tracks Bloomberg US 1-3 Year Treasury Bond Index, while IBCD.DE tracks iBoxx® USD Liquid Investment Grade. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.06% for U13G.L and 0.20% for IBCD.DE.

Portfolio Optimizer

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