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XB4F.DE vs. IBCS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XB4F.DE vs. IBCS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.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, XB4F.DE achieves a 0.35% return, which is significantly lower than IBCS.DE's 0.49% return. Over the past 10 years, XB4F.DE has outperformed IBCS.DE with an annualized return of 0.83%, while IBCS.DE has yielded a comparatively lower 0.51% annualized return.


XB4F.DE

1D
0.04%
1M
-0.46%
6M
-0.05%
YTD
0.35%
1Y
1.07%
3Y*
4.08%
5Y*
-0.19%
10Y*
0.83%

IBCS.DE

1D
-0.05%
1M
-0.52%
6M
-0.01%
YTD
0.49%
1Y
1.14%
3Y*
3.91%
5Y*
-0.46%
10Y*
0.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB4F.DE vs. IBCS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XB4F.DE
Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF
0.35%2.84%4.19%7.30%-13.32%-1.08%2.40%6.10%-1.71%2.90%
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
0.49%2.83%3.66%7.36%-14.02%-1.42%2.71%6.17%-1.32%1.59%

Correlation

The correlation between XB4F.DE and IBCS.DE is 0.83, 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

0.83

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

0.87

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

0.91

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2010

0.77

The correlation between XB4F.DE and IBCS.DE shifts across timeframes, from 0.77 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XB4F.DE vs. IBCS.DE — Risk / Return Rank

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

XB4F.DE
XB4F.DE Risk / Return Rank: 1616
Overall Rank
XB4F.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XB4F.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XB4F.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XB4F.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XB4F.DE Martin Ratio Rank: 1818
Martin Ratio Rank

IBCS.DE
IBCS.DE Risk / Return Rank: 1616
Overall Rank
IBCS.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IBCS.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
IBCS.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IBCS.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IBCS.DE Martin Ratio Rank: 1919
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.

XB4F.DE vs. IBCS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.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.


XB4F.DEIBCS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.40

0.41

0.00

Martin ratioReturn relative to average drawdown

1.29

1.37

-0.08

XB4F.DE vs. IBCS.DE - Sharpe Ratio Comparison

The current XB4F.DE Sharpe Ratio is 0.34, which is comparable to the IBCS.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of XB4F.DE and IBCS.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

XB4F.DE vs. IBCS.DE - Drawdown Comparison

The maximum XB4F.DE drawdown since its inception was -16.97%, smaller than the maximum IBCS.DE drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for XB4F.DE and IBCS.DE.


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Drawdown Indicators


XB4F.DEIBCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

-17.87%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-2.78%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-2.78%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.97%

-17.87%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-16.97%

-17.87%

+0.90%

Current Drawdown

Current decline from peak

-1.58%

-2.93%

+1.35%

Average Drawdown

Average peak-to-trough decline

-2.90%

-2.98%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.83%

0.00%

Volatility

XB4F.DE vs. IBCS.DE - Volatility Comparison

Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF (XB4F.DE) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) have volatilities of 0.77% and 0.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XB4F.DEIBCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.78%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.93%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

3.41%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

4.75%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

4.47%

+0.66%

XB4F.DE vs. IBCS.DE - Expense Ratio Comparison

XB4F.DE has a 0.16% expense ratio, which is lower than IBCS.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

XB4F.DE vs. IBCS.DE - Dividend Comparison

XB4F.DE's dividend yield for the trailing twelve months is around 2.63%, less than IBCS.DE's 3.14% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
3.14%3.03%2.74%2.31%1.05%0.73%0.85%0.99%1.10%1.09%1.27%1.57%
XB4F.DE
Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF
2.63%2.44%2.59%1.66%1.30%2.23%0.43%0.59%0.62%0.00%0.00%0.00%

Frequently Asked Questions


XB4F.DE and IBCS.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XB4F.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XB4F.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for IBCS.DE.

XB4F.DE tracks Bloomberg MSCI Euro Corporate SRI PAB, while IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.16% for XB4F.DE and 0.20% for IBCS.DE.

Portfolio Optimizer

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