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EUCO.L vs. XBLC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUCO.L vs. XBLC.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EUCO.L having a 0.53% return and XBLC.L slightly higher at 0.55%.


EUCO.L

1D
0.09%
1M
0.70%
YTD
0.53%
6M
0.41%
1Y
1.90%
3Y*
4.56%
5Y*
0.01%
10Y*
1.02%

XBLC.L

1D
0.10%
1M
0.71%
YTD
0.55%
6M
0.44%
1Y
1.87%
3Y*
4.55%
5Y*
0.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUCO.L vs. XBLC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
0.53%2.91%4.46%7.64%-13.67%-1.21%2.64%6.74%-1.39%0.60%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.55%2.95%4.36%7.51%-13.29%-1.05%2.52%6.28%-1.52%0.63%

Correlation

The correlation between EUCO.L and XBLC.L is 0.87, 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

0.87

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.90

The correlation between EUCO.L and XBLC.L has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

EUCO.L vs. XBLC.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: 1818
Sortino Ratio Rank
EUCO.L Omega Ratio Rank: 1919
Omega Ratio Rank
EUCO.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUCO.L Martin Ratio Rank: 2121
Martin Ratio Rank

XBLC.L
XBLC.L Risk / Return Rank: 1919
Overall Rank
XBLC.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 2020
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2121
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. XBLC.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.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.


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

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.71

0.70

+0.02

Martin ratioReturn relative to average drawdown

2.45

2.42

+0.03

EUCO.L vs. XBLC.L - Sharpe Ratio Comparison

The current EUCO.L Sharpe Ratio is 0.59, which is comparable to the XBLC.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EUCO.L and XBLC.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


EUCO.LXBLC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.62

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.02

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.18

+0.09

Drawdowns

EUCO.L vs. XBLC.L - Drawdown Comparison

The maximum EUCO.L drawdown since its inception was -17.53%, roughly equal to the maximum XBLC.L drawdown of -17.18%. Use the drawdown chart below to compare losses from any high point for EUCO.L and XBLC.L.


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Drawdown Indicators


EUCO.LXBLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.53%

-17.18%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-2.67%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

-2.67%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.53%

-17.18%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-17.53%

Current Drawdown

Current decline from peak

-1.45%

-1.05%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.86%

-4.50%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.77%

0.00%

Volatility

EUCO.L vs. XBLC.L - Volatility Comparison

SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) have volatilities of 1.18% and 1.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUCO.LXBLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.18%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.65%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

3.01%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

4.38%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

4.71%

-0.26%

EUCO.L vs. XBLC.L - Expense Ratio Comparison

Both EUCO.L and XBLC.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUCO.L vs. XBLC.L - Dividend Comparison

EUCO.L's dividend yield for the trailing twelve months is around 3.26%, while XBLC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
3.26%3.25%3.07%2.13%0.96%0.89%0.86%1.38%0.89%1.21%1.36%1.71%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUCO.L and XBLC.L have a correlation of 0.87, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUCO.L and XBLC.L have the same expense ratio: 0.12% per year.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: State Street and Xtrackers.

Portfolio Optimizer

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