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IBCX.L vs. IEAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCX.L vs. IEAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Corporate Bond Large Cap UCITS ETF (IBCX.L) and iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.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, IBCX.L achieves a 0.41% return, which is significantly higher than IEAC.L's -1.30% return. Over the past 10 years, IBCX.L has underperformed IEAC.L with an annualized return of 0.53%, while IEAC.L has yielded a comparatively higher 0.64% annualized return.


IBCX.L

1D
0.03%
1M
-0.43%
6M
0.09%
YTD
0.41%
1Y
1.30%
3Y*
3.95%
5Y*
-0.44%
10Y*
0.53%

IEAC.L

1D
0.03%
1M
-0.43%
6M
0.07%
YTD
-1.30%
1Y
-0.34%
3Y*
3.69%
5Y*
-0.44%
10Y*
0.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCX.L vs. IEAC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCX.L
iShares Euro Corporate Bond Large Cap UCITS ETF
0.41%3.15%3.48%7.33%-13.95%-1.48%2.83%6.04%-1.28%1.61%
IEAC.L
iShares Core € Corp Bond UCITS ETF EUR (Dist)
-1.30%3.22%4.32%7.42%-13.36%-1.07%2.60%6.20%-1.47%2.20%

Correlation

The correlation between IBCX.L and IEAC.L is 0.88, 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

0.88

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

0.92

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

0.94

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

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2009

0.85

The correlation between IBCX.L and IEAC.L has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

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Return for Risk

IBCX.L vs. IEAC.L — Risk / Return Rank

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

IBCX.L
IBCX.L Risk / Return Rank: 1717
Overall Rank
IBCX.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBCX.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBCX.L Omega Ratio Rank: 1616
Omega Ratio Rank
IBCX.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBCX.L Martin Ratio Rank: 2020
Martin Ratio Rank

IEAC.L
IEAC.L Risk / Return Rank: 1414
Overall Rank
IEAC.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IEAC.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IEAC.L Omega Ratio Rank: 2828
Omega Ratio Rank
IEAC.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IEAC.L Martin Ratio Rank: 1010
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.

IBCX.L vs. IEAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Corporate Bond Large Cap UCITS ETF (IBCX.L) and iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.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.


IBCX.LIEAC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratioReturn relative to maximum drawdown

0.47

-0.01

+0.49

Martin ratioReturn relative to average drawdown

1.63

-0.17

+1.80

IBCX.L vs. IEAC.L - Sharpe Ratio Comparison

The current IBCX.L Sharpe Ratio is 0.41, which is higher than the IEAC.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of IBCX.L and IEAC.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

IBCX.L vs. IEAC.L - Drawdown Comparison

The maximum IBCX.L drawdown since its inception was -17.79%, smaller than the maximum IEAC.L drawdown of -24.28%. Use the drawdown chart below to compare losses from any high point for IBCX.L and IEAC.L.


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Drawdown Indicators


IBCX.LIEAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-24.28%

+6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-23.42%

+20.69%

Max Drawdown (3Y)

Largest decline over 3 years

-2.73%

-23.42%

+20.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-24.28%

+6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-17.79%

-24.28%

+6.49%

Current Drawdown

Current decline from peak

-2.84%

-2.79%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.94%

-3.03%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.02%

-1.23%

Volatility

IBCX.L vs. IEAC.L - Volatility Comparison

iShares Euro Corporate Bond Large Cap UCITS ETF (IBCX.L) and iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.L) have volatilities of 0.85% and 0.86%, 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


IBCX.LIEAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.86%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

36.11%

-33.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

36.42%

-33.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

16.86%

-12.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

12.32%

-7.53%

IBCX.L vs. IEAC.L - Expense Ratio Comparison

IBCX.L has a 0.20% expense ratio, which is higher than IEAC.L's 0.09% 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

IBCX.L vs. IEAC.L - Dividend Comparison

IBCX.L's dividend yield for the trailing twelve months is around 3.14%, more than IEAC.L's 1.65% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCX.L
iShares Euro Corporate Bond Large Cap UCITS ETF
3.14%3.02%2.74%2.31%1.05%0.73%0.84%0.99%1.10%1.09%1.27%1.57%
IEAC.L
iShares Core € Corp Bond UCITS ETF EUR (Dist)
1.65%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%

Frequently Asked Questions


IBCX.L and IEAC.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAC.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAC.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IBCX.L.

IBCX.L tracks Bloomberg Euro Corp TR EUR, while IEAC.L tracks BBG Euro Corporate Index (EUR). Their fees differ too: 0.20% for IBCX.L and 0.09% for IEAC.L.

Portfolio Optimizer

Find the right allocation for IBCX.L and IEAC.L

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