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CE31.L vs. IEFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE31.L vs. IEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE31.L is traded in GBp, while IEFA is traded in USD. To make them comparable, the IEFA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE31.L achieves a -0.69% return, which is significantly lower than IEFA's 10.11% return. Over the past 10 years, CE31.L has underperformed IEFA with an annualized return of 1.34%, while IEFA has yielded a comparatively higher 10.06% annualized return.


CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%

IEFA

1D
0.75%
1M
3.75%
YTD
10.11%
6M
11.22%
1Y
23.48%
3Y*
14.30%
5Y*
9.40%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. IEFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%
IEFA
iShares Core MSCI EAFE ETF
10.11%22.67%5.07%12.06%-5.16%12.69%5.00%17.98%-9.05%15.62%

Correlation

The correlation between CE31.L and IEFA is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.13

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

0.13

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2013

0.17

The correlation between CE31.L and IEFA shifts across timeframes, from 0.09 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CE31.L vs. IEFA — Risk / Return Rank

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
Martin Ratio Rank

IEFA
IEFA Risk / Return Rank: 4444
Overall Rank
IEFA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4444
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4444
Omega Ratio Rank
IEFA Calmar Ratio Rank: 4141
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4646
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.

CE31.L vs. IEFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and iShares Core MSCI EAFE ETF (IEFA). 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.


CE31.LIEFADifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.15

1.36

-0.20

Calmar ratioReturn relative to maximum drawdown

1.40

2.26

-0.86

Martin ratioReturn relative to average drawdown

3.13

8.96

-5.82

CE31.L vs. IEFA - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is lower than the IEFA Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of CE31.L and IEFA, 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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Sharpe Ratios by Period


CE31.LIEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.90

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.72

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.66

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.66

-0.58

Drawdowns

CE31.L vs. IEFA - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum IEFA drawdown of -29.04%. Use the drawdown chart below to compare losses from any high point for CE31.L and IEFA.


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Drawdown Indicators


CE31.LIEFADifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-29.04%

+10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-10.45%

+7.83%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-12.44%

+9.39%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-15.06%

+9.08%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

-29.04%

+15.90%

Current Drawdown

Current decline from peak

-3.78%

-0.00%

-3.78%

Average Drawdown

Average peak-to-trough decline

-7.24%

-3.81%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.63%

-1.46%

Volatility

CE31.L vs. IEFA - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.27%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 3.73%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE31.LIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

3.73%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

10.34%

-7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

12.42%

-8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

13.20%

-7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

15.37%

-8.30%

CE31.L vs. IEFA - Expense Ratio Comparison

CE31.L has a 0.15% expense ratio, which is higher than IEFA's 0.07% 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

CE31.L vs. IEFA - Dividend Comparison

CE31.L has not paid dividends to shareholders, while IEFA's dividend yield for the trailing twelve months is around 3.24%.


PositionTTM20252024202320222021202020192018201720162015
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEFA
iShares Core MSCI EAFE ETF
3.24%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Frequently Asked Questions


CE31.L and IEFA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEFA is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEFA is cheaper with a 0.07% expense ratio, compared with 0.15% for CE31.L.

CE31.L is categorized as European Government Bonds, while IEFA is Foreign Large Cap Equities. CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while IEFA tracks MSCI EAFE IMI Index (Net). Their fees differ too: 0.15% for CE31.L and 0.07% for IEFA.

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