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FLRG.L vs. IRCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRG.L vs. IRCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLRG.L achieves a 0.63% return, which is significantly lower than IRCP.L's 1.46% return.


FLRG.L

1D
-0.04%
1M
-0.46%
6M
0.08%
YTD
0.63%
1Y
1.35%
3Y*
3.27%
5Y*
-2.18%
10Y*

IRCP.L

1D
0.04%
1M
0.05%
6M
1.47%
YTD
1.46%
1Y
3.00%
3Y*
5.19%
5Y*
2.73%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRG.L vs. IRCP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLRG.L
Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)
0.63%0.59%2.78%7.71%-18.99%-3.01%5.46%3.44%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.46%4.21%6.47%5.14%-2.74%-0.24%0.84%1.23%

Correlation

The correlation between FLRG.L and IRCP.L is 0.05, 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

0.05

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

0.00

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

0.01

Correlation (All Time)
Calculated using the full available price history since May 2, 2019

-0.01

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Return for Risk

FLRG.L vs. IRCP.L — Risk / Return Rank

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

FLRG.L
FLRG.L Risk / Return Rank: 1616
Overall Rank
FLRG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FLRG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
FLRG.L Omega Ratio Rank: 1414
Omega Ratio Rank
FLRG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
FLRG.L Martin Ratio Rank: 1919
Martin Ratio Rank

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
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.

FLRG.L vs. IRCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.


FLRG.LIRCP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratioReturn relative to maximum drawdown

0.58

3.04

-2.46

Martin ratioReturn relative to average drawdown

1.62

12.47

-10.85

FLRG.L vs. IRCP.L - Sharpe Ratio Comparison

The current FLRG.L Sharpe Ratio is 0.40, which is lower than the IRCP.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FLRG.L and IRCP.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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Drawdowns

FLRG.L vs. IRCP.L - Drawdown Comparison

The maximum FLRG.L drawdown since its inception was -23.17%, which is greater than IRCP.L's maximum drawdown of -14.44%. Use the drawdown chart below to compare losses from any high point for FLRG.L and IRCP.L.


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Drawdown Indicators


FLRG.LIRCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-14.44%

-8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-1.03%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-3.41%

-1.96%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-7.09%

-15.54%

Max Drawdown (10Y)

Largest decline over 10 years

-14.44%

Current Drawdown

Current decline from peak

-12.19%

-0.16%

-12.03%

Average Drawdown

Average peak-to-trough decline

-10.42%

-1.31%

-9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.25%

+0.64%

Volatility

FLRG.L vs. IRCP.L - Volatility Comparison

Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) has a higher volatility of 1.02% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) at 0.63%. This indicates that FLRG.L's price experiences larger fluctuations and is considered to be riskier than IRCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRG.LIRCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.63%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

2.45%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

2.67%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

2.97%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

3.79%

+1.20%

FLRG.L vs. IRCP.L - Expense Ratio Comparison

Both FLRG.L and IRCP.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FLRG.L vs. IRCP.L - Dividend Comparison

FLRG.L has not paid dividends to shareholders, while IRCP.L's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
FLRG.L
Franklin Sustainable Euro Green Bond UCITS ETF EUR (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%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


FLRG.L and IRCP.L have a correlation of 0.05, 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 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FLRG.L and IRCP.L have the same expense ratio: 0.25% per year.

FLRG.L tracks Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc), while IRCP.L tracks iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist). They also come from different issuers: Franklin and iShares.

Portfolio Optimizer

Find the right allocation for FLRG.L and IRCP.L

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