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VGEB.DE vs. IBCN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEB.DE vs. IBCN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.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, VGEB.DE achieves a 0.13% return, which is significantly higher than IBCN.DE's 0.05% return.


VGEB.DE

1D
0.03%
1M
0.00%
YTD
0.13%
6M
0.18%
1Y
0.31%
3Y*
2.38%
5Y*
-2.17%
10Y*

IBCN.DE

1D
0.06%
1M
0.01%
YTD
0.05%
6M
-0.06%
1Y
0.68%
3Y*
2.68%
5Y*
-0.39%
10Y*
0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEB.DE vs. IBCN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.13%0.69%1.55%6.99%-18.10%-3.26%4.75%7.05%1.21%-0.03%
IBCN.DE
iShares Euro Government Bond 3-5yr UCITS ETF
0.05%2.24%2.15%5.23%-10.13%-1.37%1.01%1.69%0.69%-0.25%

Correlation

The correlation between VGEB.DE and IBCN.DE is 0.87, 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

0.87

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.90

The correlation between VGEB.DE and IBCN.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

VGEB.DE vs. IBCN.DE — Risk / Return Rank

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

VGEB.DE
VGEB.DE Risk / Return Rank: 99
Overall Rank
VGEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEB.DE Martin Ratio Rank: 99
Martin Ratio Rank

IBCN.DE
IBCN.DE Risk / Return Rank: 1111
Overall Rank
IBCN.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IBCN.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
IBCN.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IBCN.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IBCN.DE Martin Ratio Rank: 1111
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.

VGEB.DE vs. IBCN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.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.


VGEB.DEIBCN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.03

0.14

-0.17

Martin ratioReturn relative to average drawdown

-0.06

0.40

-0.47

VGEB.DE vs. IBCN.DE - Sharpe Ratio Comparison

The current VGEB.DE Sharpe Ratio is -0.02, which is lower than the IBCN.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of VGEB.DE and IBCN.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


VGEB.DEIBCN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.14

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.11

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.45

-0.48

Drawdowns

VGEB.DE vs. IBCN.DE - Drawdown Comparison

The maximum VGEB.DE drawdown since its inception was -22.15%, which is greater than IBCN.DE's maximum drawdown of -12.52%. Use the drawdown chart below to compare losses from any high point for VGEB.DE and IBCN.DE.


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Drawdown Indicators


VGEB.DEIBCN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-12.52%

-9.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-2.41%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.05%

-2.41%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-12.15%

-9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-12.52%

Current Drawdown

Current decline from peak

-13.65%

-2.93%

-10.72%

Average Drawdown

Average peak-to-trough decline

-8.83%

-2.32%

-6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

0.86%

+0.49%

Volatility

VGEB.DE vs. IBCN.DE - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) has a higher volatility of 1.63% compared to iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.DE) at 0.91%. This indicates that VGEB.DE's price experiences larger fluctuations and is considered to be riskier than IBCN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEB.DEIBCN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

0.91%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

2.24%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

2.53%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

3.63%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

2.96%

+2.56%

VGEB.DE vs. IBCN.DE - Expense Ratio Comparison

VGEB.DE has a 0.07% expense ratio, which is lower than IBCN.DE's 0.15% 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

VGEB.DE vs. IBCN.DE - Dividend Comparison

VGEB.DE's dividend yield for the trailing twelve months is around 2.89%, more than IBCN.DE's 2.44% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCN.DE
iShares Euro Government Bond 3-5yr UCITS ETF
2.44%2.51%2.61%0.80%0.00%0.00%0.00%0.07%0.12%0.08%0.13%0.61%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.89%2.88%2.56%1.96%0.66%0.08%0.19%0.74%0.80%0.09%0.00%0.00%

Frequently Asked Questions


VGEB.DE and IBCN.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEB.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for IBCN.DE.

VGEB.DE tracks Bloomberg Euro Aggregate Treasury, while IBCN.DE tracks Bloomberg Euro Government Bond 5. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VGEB.DE and 0.15% for IBCN.DE.

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