ZA30.DE vs. IBCF.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and IBCF.DE (iShares S&P 500 EUR Hedged UCITS ETF (Acc)) are both S&P 500 funds from iShares - ZA30.DE tracks the S&P 500 ESG while IBCF.DE tracks the S&P 500 EUR Hedged Index. Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 19.50%/yr for IBCF.DE. Their correlation of 0.81 suggests significant overlap in exposure. ZA30.DE charges 0.07%/yr vs 0.20%/yr for IBCF.DE.
Performance
ZA30.DE vs. IBCF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZA30.DE achieves a 11.16% return, which is significantly higher than IBCF.DE's 8.84% return.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
IBCF.DE
- 1D
- -0.02%
- 1M
- 3.14%
- YTD
- 8.84%
- 6M
- 9.31%
- 1Y
- 24.23%
- 3Y*
- 19.50%
- 5Y*
- 11.10%
- 10Y*
- 12.48%
ZA30.DE vs. IBCF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | 8.84% | 15.42% | 22.97% | 23.21% | -1.57% |
Correlation
The correlation between ZA30.DE and IBCF.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.81 |
The correlation between ZA30.DE and IBCF.DE has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. IBCF.DE — Risk / Return Rank
ZA30.DE
IBCF.DE
ZA30.DE vs. IBCF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) and iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.
| ZA30.DE | IBCF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.81 | +1.31 |
| Martin ratioReturn relative to average drawdown | 15.63 | 12.07 | +3.56 |
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
| ZA30.DE | IBCF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.08 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.72 | +0.46 |
Drawdowns
ZA30.DE vs. IBCF.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and IBCF.DE.
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Drawdown Indicators
| ZA30.DE | IBCF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -35.06% | +11.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -8.72% | +1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -18.34% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.06% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -4.41% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.04% | -0.21% |
Volatility
ZA30.DE vs. IBCF.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.73%, while iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that ZA30.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZA30.DE | IBCF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.08% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.63% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 11.79% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 16.02% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 16.34% | -1.96% |
ZA30.DE vs. IBCF.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than IBCF.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
ZA30.DE vs. IBCF.DE - Dividend Comparison
Neither ZA30.DE nor IBCF.DE has paid dividends to shareholders.
Frequently Asked Questions
ZA30.DE and IBCF.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IBCF.DE.
ZA30.DE tracks S&P 500 ESG, while IBCF.DE tracks S&P 500 EUR Hedged Index. Their fees differ too: 0.07% for ZA30.DE and 0.20% for IBCF.DE.
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