XEC1.DE vs. IG35.DE
XEC1.DE (Xtrackers II EUR Corporate Bond UCITS ETF) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds - XEC1.DE tracks the Bloomberg Euro Corporate Bond while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.12% expense ratio.
Performance
XEC1.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XEC1.DE achieves a 0.61% return, which is significantly lower than IG35.DE's 0.90% return.
XEC1.DE
- 1D
- 0.11%
- 1M
- 0.31%
- YTD
- 0.61%
- 6M
- 0.58%
- 1Y
- 2.25%
- 3Y*
- 4.57%
- 5Y*
- —
- 10Y*
- —
IG35.DE
- 1D
- 0.25%
- 1M
- 0.47%
- YTD
- 0.90%
- 6M
- 0.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XEC1.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XEC1.DE Xtrackers II EUR Corporate Bond UCITS ETF | 0.61% | -0.21% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.90% | -0.54% |
Correlation
The correlation between XEC1.DE and IG35.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 (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.83 |
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Return for Risk
XEC1.DE vs. IG35.DE — Risk / Return Rank
XEC1.DE
IG35.DE
XEC1.DE vs. IG35.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.DE) and iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.
| XEC1.DE | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | — | — |
| Martin ratioReturn relative to average drawdown | 2.46 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEC1.DE | IG35.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.11 | -0.07 |
Drawdowns
XEC1.DE vs. IG35.DE - Drawdown Comparison
The maximum XEC1.DE drawdown since its inception was -16.37%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for XEC1.DE and IG35.DE.
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Drawdown Indicators
| XEC1.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.37% | -4.08% | -12.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -2.66% | — | — |
Current DrawdownCurrent decline from peak | -0.69% | -1.08% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -1.38% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | — | — |
Volatility
XEC1.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| XEC1.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.11% | 5.22% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.51% | 5.22% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.51% | 5.22% | -0.71% |
XEC1.DE vs. IG35.DE - Expense Ratio Comparison
Both XEC1.DE and IG35.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XEC1.DE vs. IG35.DE - Dividend Comparison
XEC1.DE's dividend yield for the trailing twelve months is around 2.70%, while IG35.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEC1.DE Xtrackers II EUR Corporate Bond UCITS ETF | 2.70% | 2.50% | 2.68% | 1.77% | 1.08% |
Frequently Asked Questions
XEC1.DE and IG35.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.
Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XEC1.DE and IG35.DE have the same expense ratio: 0.12% per year.
XEC1.DE tracks Bloomberg Euro Corporate Bond, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: Xtrackers and iShares.
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