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ECRP.L vs. IEBC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECRP.L vs. IEBC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ECRP.L is traded in GBp, while IEBC.L is traded in GBP. To make them comparable, the IEBC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ECRP.L achieves a -0.42% return, which is significantly lower than IEBC.L's -0.13% return.


ECRP.L

1D
0.28%
1M
1.04%
YTD
-0.42%
6M
-0.50%
1Y
4.66%
3Y*
4.58%
5Y*
0.12%
10Y*

IEBC.L

1D
0.26%
1M
1.06%
YTD
-0.13%
6M
-0.18%
1Y
5.35%
3Y*
5.31%
5Y*
0.63%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECRP.L vs. IEBC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.42%8.36%-0.55%5.00%-8.32%-8.20%10.39%
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
-0.13%9.43%-0.07%5.85%-8.39%-7.87%10.37%

Correlation

The correlation between ECRP.L and IEBC.L is 0.98 - 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

0.98

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2020

0.88

The correlation between ECRP.L and IEBC.L has been stable across timeframes, ranging from 0.88 to 0.98 - a consistent structural relationship.

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Return for Risk

ECRP.L vs. IEBC.L — Risk / Return Rank

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

ECRP.L
ECRP.L Risk / Return Rank: 2626
Overall Rank
ECRP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 2525
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 2424
Martin Ratio Rank

IEBC.L
IEBC.L Risk / Return Rank: 3030
Overall Rank
IEBC.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IEBC.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEBC.L Omega Ratio Rank: 2929
Omega Ratio Rank
IEBC.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
IEBC.L Martin Ratio Rank: 2626
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.

ECRP.L vs. IEBC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.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.


ECRP.LIEBC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.20

1.36

-0.16

Martin ratioReturn relative to average drawdown

3.05

3.53

-0.49

ECRP.L vs. IEBC.L - Sharpe Ratio Comparison

The current ECRP.L Sharpe Ratio is 0.97, which is comparable to the IEBC.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ECRP.L and IEBC.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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Sharpe Ratios by Period


ECRP.LIEBC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.13

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.10

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.44

-0.32

Drawdowns

ECRP.L vs. IEBC.L - Drawdown Comparison

The maximum ECRP.L drawdown since its inception was -21.22%, roughly equal to the maximum IEBC.L drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for ECRP.L and IEBC.L.


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Drawdown Indicators


ECRP.LIEBC.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-21.31%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-3.92%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-3.87%

-3.92%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-16.80%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

Current Drawdown

Current decline from peak

-6.37%

-3.97%

-2.40%

Average Drawdown

Average peak-to-trough decline

-11.10%

-6.66%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.51%

+0.01%

Volatility

ECRP.L vs. IEBC.L - Volatility Comparison

Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) has a higher volatility of 1.50% compared to iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) at 1.37%. This indicates that ECRP.L's price experiences larger fluctuations and is considered to be riskier than IEBC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECRP.LIEBC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.37%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

3.62%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

4.73%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

6.19%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

7.65%

-0.77%

ECRP.L vs. IEBC.L - Expense Ratio Comparison

ECRP.L has a 0.14% expense ratio, which is lower than IEBC.L'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

ECRP.L vs. IEBC.L - Dividend Comparison

ECRP.L has not paid dividends to shareholders, while IEBC.L's dividend yield for the trailing twelve months is around 3.85%.


PositionTTM20252024202320222021202020192018201720162015
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
3.85%3.76%4.10%2.89%0.94%0.97%0.93%1.30%1.09%1.72%1.94%1.22%

Frequently Asked Questions


With a correlation of 0.98, ECRP.L and IEBC.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.

On fees, ECRP.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECRP.L is cheaper with a 0.14% expense ratio, compared with 0.20% for IEBC.L.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for ECRP.L and 0.20% for IEBC.L.

Portfolio Optimizer

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