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

Performance

XDEP.DE vs. IBCS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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

The year-to-date returns for both investments are quite close, with XDEP.DE having a 1.34% return and IBCS.DE slightly higher at 1.40%. Over the past 10 years, XDEP.DE has outperformed IBCS.DE with an annualized return of 1.66%, while IBCS.DE has yielded a comparatively lower 0.79% annualized return.


XDEP.DE

1D
0.07%
1M
0.79%
YTD
1.34%
6M
1.54%
1Y
2.75%
3Y*
5.65%
5Y*
0.44%
10Y*
1.66%

IBCS.DE

1D
0.10%
1M
0.70%
YTD
1.40%
6M
1.59%
1Y
2.39%
3Y*
4.46%
5Y*
-0.10%
10Y*
0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
1.34%3.52%5.25%9.38%-15.27%-0.32%2.91%8.76%-2.58%3.64%
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
1.40%2.83%3.66%7.36%-14.02%-1.42%2.71%6.17%-1.32%1.59%

Correlation

The correlation between XDEP.DE and IBCS.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.86

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

0.87

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.73

The correlation between XDEP.DE and IBCS.DE shifts across timeframes, from 0.73 (all time) to 0.87 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XDEP.DE
XDEP.DE Risk / Return Rank: 2222
Overall Rank
XDEP.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XDEP.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
XDEP.DE Omega Ratio Rank: 2222
Omega Ratio Rank
XDEP.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
XDEP.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IBCS.DE
IBCS.DE Risk / Return Rank: 2121
Overall Rank
IBCS.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IBCS.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBCS.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IBCS.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBCS.DE Martin Ratio Rank: 2323
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.


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

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratioReturn relative to maximum drawdown

0.86

0.86

0.00

Martin ratioReturn relative to average drawdown

2.86

2.92

-0.06

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

The current XDEP.DE Sharpe Ratio is 0.76, which is comparable to the IBCS.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of XDEP.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

XDEP.DE vs. IBCS.DE - Drawdown Comparison

The maximum XDEP.DE drawdown since its inception was -19.76%, which is greater than IBCS.DE's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for XDEP.DE and IBCS.DE.


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Drawdown Indicators


XDEP.DEIBCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.76%

-17.87%

-1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-2.78%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-3.19%

-2.78%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.76%

-17.87%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-19.76%

-17.87%

-1.89%

Current Drawdown

Current decline from peak

-0.20%

-2.06%

+1.86%

Average Drawdown

Average peak-to-trough decline

-4.43%

-2.98%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.82%

+0.14%

Volatility

XDEP.DE vs. IBCS.DE - Volatility Comparison

Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) has a higher volatility of 1.01% compared to iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) at 0.83%. This indicates that XDEP.DE's price experiences larger fluctuations and is considered to be riskier than IBCS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEP.DEIBCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.83%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

2.94%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

3.38%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.76%

4.74%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

4.47%

+0.82%

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

XDEP.DE has a 0.25% expense ratio, which is higher than IBCS.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDEP.DE vs. IBCS.DE - Dividend Comparison

XDEP.DE's dividend yield for the trailing twelve months is around 2.86%, less than IBCS.DE's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
3.11%3.03%2.74%2.31%1.05%0.73%0.85%0.99%1.10%1.09%1.27%1.57%
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
2.86%2.73%2.26%1.68%2.51%1.53%1.85%1.40%0.72%0.00%0.00%0.00%

Frequently Asked Questions


XDEP.DE and IBCS.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCS.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEP.DE.

XDEP.DE tracks iBoxx® EUR Corporates Yield Plus, while IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDEP.DE and 0.20% for IBCS.DE.

Portfolio Optimizer

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