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XBLC.L vs. 0UCF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBLC.L vs. 0UCF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XBLC.L having a 0.52% return and 0UCF.L slightly lower at 0.50%.


XBLC.L

1D
-0.07%
1M
-0.48%
6M
0.10%
YTD
0.52%
1Y
1.54%
3Y*
4.44%
5Y*
-0.09%
10Y*

0UCF.L

1D
-0.14%
1M
-0.41%
6M
0.21%
YTD
0.50%
1Y
1.25%
3Y*
5.01%
5Y*
0.34%
10Y*
1.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBLC.L vs. 0UCF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.52%2.95%4.36%7.50%-13.29%-1.05%2.52%6.28%-1.53%0.63%
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
0.50%3.07%5.54%7.93%-13.17%0.25%1.64%5.28%-1.78%0.60%

Correlation

The correlation between XBLC.L and 0UCF.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.17

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.29

The correlation between XBLC.L and 0UCF.L shifts across timeframes, from 0.14 (5 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XBLC.L vs. 0UCF.L — Risk / Return Rank

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

XBLC.L
XBLC.L Risk / Return Rank: 1818
Overall Rank
XBLC.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 1717
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2121
Martin Ratio Rank

0UCF.L
0UCF.L Risk / Return Rank: 1515
Overall Rank
0UCF.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
0UCF.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
0UCF.L Omega Ratio Rank: 1515
Omega Ratio Rank
0UCF.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
0UCF.L Martin Ratio Rank: 1616
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.

XBLC.L vs. 0UCF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L). 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.


XBLC.L0UCF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.10

1.08

+0.02

Calmar ratioReturn relative to maximum drawdown

0.58

0.42

+0.15

Martin ratioReturn relative to average drawdown

1.95

1.09

+0.87

XBLC.L vs. 0UCF.L - Sharpe Ratio Comparison

The current XBLC.L Sharpe Ratio is 0.50, which is higher than the 0UCF.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of XBLC.L and 0UCF.L, 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

XBLC.L vs. 0UCF.L - Drawdown Comparison

The maximum XBLC.L drawdown since its inception was -17.18%, roughly equal to the maximum 0UCF.L drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for XBLC.L and 0UCF.L.


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Drawdown Indicators


XBLC.L0UCF.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-16.46%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-2.95%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-2.95%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-16.46%

-0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

Current Drawdown

Current decline from peak

-1.08%

-1.01%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.45%

-2.91%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.15%

-0.36%

Volatility

XBLC.L vs. 0UCF.L - Volatility Comparison

The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) is 0.77%, while iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a volatility of 1.05%. This indicates that XBLC.L experiences smaller price fluctuations and is considered to be less risky than 0UCF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBLC.L0UCF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.05%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.18%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

3.98%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

5.01%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

3.94%

+0.74%

XBLC.L vs. 0UCF.L - Expense Ratio Comparison

XBLC.L has a 0.12% expense ratio, which is lower than 0UCF.L'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

XBLC.L vs. 0UCF.L - Dividend Comparison

XBLC.L has not paid dividends to shareholders, while 0UCF.L's dividend yield for the trailing twelve months is around 3.18%.


PositionTTM20252024202320222021202020192018201720162015
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
3.18%3.08%2.94%2.42%1.00%0.75%0.98%0.55%1.10%1.12%1.52%1.70%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XBLC.L and 0UCF.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBLC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBLC.L is cheaper with a 0.12% expense ratio, compared with 0.20% for 0UCF.L.

XBLC.L tracks Bloomberg Euro Corp TR EUR, while 0UCF.L tracks Bloomberg Euro-Aggregate: Financials Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XBLC.L and 0.20% for 0UCF.L.

Portfolio Optimizer

Find the right allocation for XBLC.L and 0UCF.L

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