PortfoliosLab logoPortfoliosLab logo
CBSE.L vs. SE15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBSE.L vs. SE15.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 EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CBSE.L is traded in GBp, while SE15.L is traded in GBP. To make them comparable, the SE15.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 -0.42% return, which is significantly lower than SE15.L's -0.33% return.


CBSE.L

1D
0.27%
1M
1.08%
YTD
-0.42%
6M
-0.53%
1Y
4.75%
3Y*
5.05%
5Y*
-0.11%
10Y*

SE15.L

1D
0.22%
1M
0.73%
YTD
-0.33%
6M
-0.28%
1Y
5.05%
3Y*
4.84%
5Y*
1.50%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBSE.L vs. SE15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
-0.42%8.60%-0.00%5.96%-10.95%-7.70%8.93%2.37%-1.04%8.00%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.33%9.40%0.01%4.04%-2.64%-6.64%6.70%-2.39%0.34%4.51%

Correlation

The correlation between CBSE.L and SE15.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.93

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

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.92

The correlation between CBSE.L and SE15.L has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CBSE.L vs. SE15.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: 2525
Overall Rank
CBSE.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CBSE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CBSE.L Omega Ratio Rank: 2525
Omega Ratio Rank
CBSE.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
CBSE.L Martin Ratio Rank: 2323
Martin Ratio Rank

SE15.L
SE15.L Risk / Return Rank: 3131
Overall Rank
SE15.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SE15.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SE15.L Omega Ratio Rank: 3030
Omega Ratio Rank
SE15.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SE15.L Martin Ratio Rank: 2828
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. SE15.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 EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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.


CBSE.LSE15.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.15

1.55

-0.40

Martin ratioReturn relative to average drawdown

2.96

3.96

-1.00

CBSE.L vs. SE15.L - Sharpe Ratio Comparison

The current CBSE.L Sharpe Ratio is 0.97, which is comparable to the SE15.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CBSE.L and SE15.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.


Loading charts...

Sharpe Ratios by Period


CBSE.LSE15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.17

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.27

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.25

-0.08

Drawdowns

CBSE.L vs. SE15.L - Drawdown Comparison

The maximum CBSE.L drawdown since its inception was -24.02%, which is greater than SE15.L's maximum drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for CBSE.L and SE15.L.


Loading charts...

Drawdown Indicators


CBSE.LSE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.02%

-15.78%

-8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-3.25%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-4.12%

-3.25%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-10.15%

-9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-15.55%

Current Drawdown

Current decline from peak

-7.66%

-1.85%

-5.81%

Average Drawdown

Average peak-to-trough decline

-9.73%

-6.32%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.27%

+0.33%

Volatility

CBSE.L vs. SE15.L - Volatility Comparison

UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) has a higher volatility of 1.58% compared to iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) at 1.31%. This indicates that CBSE.L's price experiences larger fluctuations and is considered to be riskier than SE15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CBSE.LSE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.31%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

3.13%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

4.32%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

5.48%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

7.05%

+0.39%

CBSE.L vs. SE15.L - Expense Ratio Comparison

Both CBSE.L and SE15.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. SE15.L - Dividend Comparison

CBSE.L's dividend yield for the trailing twelve months is around 3.50%, which matches SE15.L's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
3.50%3.72%3.18%1.80%0.58%0.59%0.61%1.03%1.42%0.48%0.00%0.00%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.51%3.34%3.02%1.62%0.58%0.68%0.66%0.73%0.69%0.77%1.05%0.77%

Frequently Asked Questions


With a correlation of 0.95, CBSE.L and SE15.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 SE15.L have the same expense ratio: 0.20% per year.

CBSE.L tracks Bloomberg Euro Corp TR EUR, while SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: UBS and iShares.

Portfolio Optimizer

Find the right allocation for CBSE.L and SE15.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer