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CBSE.L vs. IE15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBSE.L vs. IE15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) and iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBSE.L is traded in GBp, while IE15.L is traded in EUR. To make them comparable, the IE15.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBSE.L achieves a -1.66% return, which is significantly higher than IE15.L's -3.61% return.


CBSE.L

1D
0.23%
1M
-1.70%
6M
-1.29%
YTD
-1.66%
1Y
0.23%
3Y*
4.67%
5Y*
-0.36%
10Y*

IE15.L

1D
0.08%
1M
-1.95%
6M
-1.79%
YTD
-3.61%
1Y
-1.93%
3Y*
3.08%
5Y*
0.52%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBSE.L vs. IE15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
-1.66%8.60%-0.01%5.96%-10.95%-7.70%8.93%2.37%-1.04%-7.75%
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
-3.61%8.96%-0.40%3.66%-3.03%-6.25%6.78%-3.20%0.33%2.00%

Correlation

The correlation between CBSE.L and IE15.L is 0.81, 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

0.81

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

0.79

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2017

0.77

The correlation between CBSE.L and IE15.L has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

CBSE.L vs. IE15.L — Risk / Return Rank

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

CBSE.L
CBSE.L Risk / Return Rank: 1010
Overall Rank
CBSE.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CBSE.L Sortino Ratio Rank: 99
Sortino Ratio Rank
CBSE.L Omega Ratio Rank: 99
Omega Ratio Rank
CBSE.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
CBSE.L Martin Ratio Rank: 1010
Martin Ratio Rank

IE15.L
IE15.L Risk / Return Rank: 88
Overall Rank
IE15.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IE15.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IE15.L Omega Ratio Rank: 88
Omega Ratio Rank
IE15.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IE15.L Martin Ratio Rank: 99
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.

CBSE.L vs. IE15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) and iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.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.


CBSE.LIE15.LDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.00

0.93

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.00

-0.39

+0.39

Martin ratioReturn relative to average drawdown

-0.00

-0.82

+0.81

CBSE.L vs. IE15.L - Sharpe Ratio Comparison

The current CBSE.L Sharpe Ratio is -0.00, which is higher than the IE15.L Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of CBSE.L and IE15.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

CBSE.L vs. IE15.L - Drawdown Comparison

The maximum CBSE.L drawdown since its inception was -24.02%, which is greater than IE15.L's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for CBSE.L and IE15.L.


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Drawdown Indicators


CBSE.LIE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.02%

-16.54%

-7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-4.93%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-4.12%

-4.93%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-9.97%

-9.58%

Max Drawdown (10Y)

Largest decline over 10 years

-15.62%

Current Drawdown

Current decline from peak

-8.81%

-4.74%

-4.07%

Average Drawdown

Average peak-to-trough decline

-11.03%

-6.69%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.36%

-0.55%

Volatility

CBSE.L vs. IE15.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) is 1.11%, while iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) has a volatility of 1.19%. This indicates that CBSE.L experiences smaller price fluctuations and is considered to be less risky than IE15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBSE.LIE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.19%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

3.19%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.74%

4.47%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

5.52%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

6.85%

+1.82%

CBSE.L vs. IE15.L - Expense Ratio Comparison

Both CBSE.L and IE15.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CBSE.L vs. IE15.L - Dividend Comparison

CBSE.L's dividend yield for the trailing twelve months is around 3.54%, more than IE15.L's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
3.54%3.72%3.18%1.80%0.58%0.59%0.61%1.03%1.42%0.48%0.00%0.00%
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
1.51%2.92%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%

Frequently Asked Questions


CBSE.L and IE15.L have a correlation of 0.81, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBSE.L and IE15.L have the same expense ratio: 0.20% per year.

CBSE.L is categorized as European Corporate Bonds, while IE15.L is Short-Term Bond. CBSE.L tracks Bloomberg Euro Corp TR EUR, while IE15.L tracks BBG Euro Corp 1-5 Yrs (EUR). They also come from different issuers: UBS and iShares.

Portfolio Optimizer

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