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X03B.DE vs. IBCN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X03B.DE vs. IBCN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.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

As of year-to-date, both investments have demonstrated similar returns, with X03B.DE at 0.05% and IBCN.DE at 0.05%. Over the past 10 years, X03B.DE has outperformed IBCN.DE with an annualized return of 0.23%, while IBCN.DE has yielded a comparatively lower 0.17% annualized return.


X03B.DE

1D
0.04%
1M
0.05%
YTD
0.05%
6M
0.20%
1Y
0.95%
3Y*
2.63%
5Y*
0.68%
10Y*
0.23%

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)

X03B.DE vs. IBCN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.05%2.25%3.05%3.35%-4.64%-0.79%-0.13%0.14%-0.34%-0.48%
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%0.45%

Correlation

The correlation between X03B.DE and IBCN.DE is 0.86, 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

0.86

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

0.92

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2012

0.86

The correlation between X03B.DE and IBCN.DE has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

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Return for Risk

X03B.DE vs. IBCN.DE — Risk / Return Rank

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

X03B.DE
X03B.DE Risk / Return Rank: 1919
Overall Rank
X03B.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
X03B.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
X03B.DE Omega Ratio Rank: 2020
Omega Ratio Rank
X03B.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
X03B.DE Martin Ratio Rank: 1919
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.

X03B.DE vs. IBCN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.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.


X03B.DEIBCN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.13

1.03

+0.10

Calmar ratioReturn relative to maximum drawdown

0.63

0.14

+0.49

Martin ratioReturn relative to average drawdown

2.04

0.40

+1.64

X03B.DE vs. IBCN.DE - Sharpe Ratio Comparison

The current X03B.DE Sharpe Ratio is 0.62, which is higher than the IBCN.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of X03B.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


X03B.DEIBCN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.14

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.11

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.06

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.45

+0.12

Drawdowns

X03B.DE vs. IBCN.DE - Drawdown Comparison

The maximum X03B.DE drawdown since its inception was -6.78%, smaller than the maximum IBCN.DE drawdown of -12.52%. Use the drawdown chart below to compare losses from any high point for X03B.DE and IBCN.DE.


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Drawdown Indicators


X03B.DEIBCN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-12.52%

+5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-2.41%

+1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.28%

-2.41%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-5.67%

-12.15%

+6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-6.78%

-12.52%

+5.74%

Current Drawdown

Current decline from peak

-0.51%

-2.93%

+2.42%

Average Drawdown

Average peak-to-trough decline

-1.19%

-2.32%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.86%

-0.46%

Volatility

X03B.DE vs. IBCN.DE - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) is 0.50%, while iShares Euro Government Bond 3-5yr UCITS ETF (IBCN.DE) has a volatility of 0.91%. This indicates that X03B.DE experiences smaller price fluctuations and is considered to be less risky 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


X03B.DEIBCN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.91%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

2.24%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

2.53%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.63%

3.63%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.32%

2.96%

-1.64%

X03B.DE vs. IBCN.DE - Expense Ratio Comparison

Both X03B.DE and IBCN.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

X03B.DE vs. IBCN.DE - Dividend Comparison

X03B.DE's dividend yield for the trailing twelve months is around 1.53%, less 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%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
1.53%1.39%0.98%0.28%0.12%0.13%0.00%0.00%0.00%0.00%0.65%0.66%

Frequently Asked Questions


X03B.DE and IBCN.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

X03B.DE and IBCN.DE have the same expense ratio: 0.15% per year.

X03B.DE tracks iBoxx® EUR Eurozone 1-3, while IBCN.DE tracks Bloomberg Euro Government Bond 5. They also come from different issuers: Xtrackers and iShares.

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