PortfoliosLab logoPortfoliosLab logo
EUCO.L vs. 0UCF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUCO.L vs. 0UCF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EUCO.L achieves a 0.59% return, which is significantly higher than 0UCF.L's 0.50% return. Over the past 10 years, EUCO.L has underperformed 0UCF.L with an annualized return of 0.80%, while 0UCF.L has yielded a comparatively higher 1.09% annualized return.


EUCO.L

1D
-0.28%
1M
-0.39%
6M
0.22%
YTD
0.59%
1Y
1.58%
3Y*
4.48%
5Y*
-0.13%
10Y*
0.80%

0UCF.L

1D
-0.14%
1M
-0.41%
6M
0.21%
YTD
0.50%
1Y
1.25%
3Y*
5.01%
5Y*
0.34%
10Y*
1.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUCO.L vs. 0UCF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
0.59%2.90%4.47%7.64%-13.68%-1.22%2.64%6.22%-1.39%2.08%
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
0.50%3.07%5.54%7.93%-13.17%0.25%1.64%5.28%-1.78%2.98%

Correlation

The correlation between EUCO.L and 0UCF.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.15

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

0.14

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

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.39

The correlation between EUCO.L and 0UCF.L shifts across timeframes, from 0.14 (5 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

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

EUCO.L vs. 0UCF.L — Risk / Return Rank

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

EUCO.L
EUCO.L Risk / Return Rank: 1919
Overall Rank
EUCO.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EUCO.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
EUCO.L Omega Ratio Rank: 1818
Omega Ratio Rank
EUCO.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUCO.L Martin Ratio Rank: 2222
Martin Ratio Rank

0UCF.L
0UCF.L Risk / Return Rank: 1515
Overall Rank
0UCF.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
0UCF.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
0UCF.L Omega Ratio Rank: 1515
Omega Ratio Rank
0UCF.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
0UCF.L Martin Ratio Rank: 1616
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.

EUCO.L vs. 0UCF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.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.


EUCO.L0UCF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.10

1.08

+0.02

Calmar ratioReturn relative to maximum drawdown

0.64

0.42

+0.22

Martin ratioReturn relative to average drawdown

2.17

1.09

+1.08

EUCO.L vs. 0UCF.L - Sharpe Ratio Comparison

The current EUCO.L Sharpe Ratio is 0.53, which is higher than the 0UCF.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of EUCO.L and 0UCF.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...

Drawdowns

EUCO.L vs. 0UCF.L - Drawdown Comparison

The maximum EUCO.L drawdown since its inception was -17.53%, which is greater than 0UCF.L's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for EUCO.L and 0UCF.L.


Loading charts...

Drawdown Indicators


EUCO.L0UCF.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.53%

-16.46%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-2.95%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-2.95%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.53%

-16.46%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-17.53%

-16.46%

-1.07%

Current Drawdown

Current decline from peak

-1.40%

-1.01%

-0.39%

Average Drawdown

Average peak-to-trough decline

-3.83%

-2.91%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.15%

-0.36%

Volatility

EUCO.L vs. 0UCF.L - Volatility Comparison

The current volatility for SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) is 0.86%, while iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a volatility of 1.05%. This indicates that EUCO.L experiences smaller price fluctuations and is considered to be less risky than 0UCF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUCO.L0UCF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.05%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

3.18%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

3.98%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

5.01%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

3.94%

+0.52%

EUCO.L vs. 0UCF.L - Expense Ratio Comparison

EUCO.L has a 0.12% expense ratio, which is lower than 0UCF.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

EUCO.L vs. 0UCF.L - Dividend Comparison

EUCO.L's dividend yield for the trailing twelve months is around 3.26%, more than 0UCF.L's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
3.18%3.08%2.94%2.42%1.00%0.75%0.98%0.55%1.10%1.12%1.52%1.70%
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
3.26%3.25%3.07%2.13%0.96%0.89%0.86%0.92%0.89%1.21%1.36%1.71%

Frequently Asked Questions


EUCO.L and 0UCF.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUCO.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUCO.L is cheaper with a 0.12% expense ratio, compared with 0.20% for 0UCF.L.

EUCO.L tracks Bloomberg Euro Corp TR EUR, while 0UCF.L tracks Bloomberg Euro-Aggregate: Financials Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for EUCO.L and 0.20% for 0UCF.L.

Portfolio Optimizer

Find the right allocation for EUCO.L and 0UCF.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