PortfoliosLab logoPortfoliosLab logo
IBCX.L vs. SUOE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCX.L vs. SUOE.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 EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBCX.L achieves a 0.49% return, which is significantly lower than SUOE.L's 0.57% return.


IBCX.L

1D
0.06%
1M
0.76%
YTD
0.49%
6M
0.44%
1Y
1.83%
3Y*
4.28%
5Y*
-0.26%
10Y*
0.73%

SUOE.L

1D
0.15%
1M
0.75%
YTD
0.57%
6M
0.37%
1Y
1.88%
3Y*
4.51%
5Y*
0.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IBCX.L
iShares Euro Corporate Bond Large Cap UCITS ETF
0.49%3.14%3.48%7.33%-13.95%-1.48%2.83%6.04%-0.55%
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
0.57%2.96%4.25%7.30%-13.15%-1.22%2.57%6.04%-0.59%

Correlation

The correlation between IBCX.L and SUOE.L is 0.84, 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

0.84

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

0.86

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.84

The correlation between IBCX.L and SUOE.L has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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

IBCX.L vs. SUOE.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: 1919
Overall Rank
IBCX.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IBCX.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IBCX.L Omega Ratio Rank: 1919
Omega Ratio Rank
IBCX.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IBCX.L Martin Ratio Rank: 2121
Martin Ratio Rank

SUOE.L
SUOE.L Risk / Return Rank: 1919
Overall Rank
SUOE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SUOE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
SUOE.L Omega Ratio Rank: 1919
Omega Ratio Rank
SUOE.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
SUOE.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.

IBCX.L vs. SUOE.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 EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.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.


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

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.11

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

0.67

0.69

-0.02

Martin ratioReturn relative to average drawdown

2.36

2.44

-0.08

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

The current IBCX.L Sharpe Ratio is 0.58, which is comparable to the SUOE.L Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IBCX.L and SUOE.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...

Sharpe Ratios by Period


IBCX.LSUOE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.61

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.01

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.17

+0.12

Drawdowns

IBCX.L vs. SUOE.L - Drawdown Comparison

The maximum IBCX.L drawdown since its inception was -23.17%, which is greater than SUOE.L's maximum drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for IBCX.L and SUOE.L.


Loading charts...

Drawdown Indicators


IBCX.LSUOE.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-17.06%

-6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-2.72%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-2.73%

-2.72%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-17.06%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-17.79%

Current Drawdown

Current decline from peak

-2.76%

-1.09%

-1.67%

Average Drawdown

Average peak-to-trough decline

-2.99%

-4.76%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.77%

0.00%

Volatility

IBCX.L vs. SUOE.L - Volatility Comparison

The current volatility for iShares Euro Corporate Bond Large Cap UCITS ETF (IBCX.L) is 1.08%, while iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) has a volatility of 1.24%. This indicates that IBCX.L experiences smaller price fluctuations and is considered to be less risky than SUOE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBCX.LSUOE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.24%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.71%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

3.10%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

4.80%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

5.49%

-0.70%

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

IBCX.L has a 0.20% expense ratio, which is higher than SUOE.L's 0.15% 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. SUOE.L - Dividend Comparison

IBCX.L's dividend yield for the trailing twelve months is around 3.07%, less than SUOE.L's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCX.L
iShares Euro Corporate Bond Large Cap UCITS ETF
3.07%3.02%2.74%2.31%1.05%0.73%0.84%0.99%1.10%1.09%1.27%1.57%
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
3.27%3.23%3.18%2.52%0.83%0.47%0.57%0.77%0.30%0.00%0.00%0.00%

Frequently Asked Questions


IBCX.L and SUOE.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUOE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUOE.L is cheaper with a 0.15% expense ratio, compared with 0.20% for IBCX.L.

Both ETFs track Bloomberg Euro Corp TR EUR. Their fees differ too: 0.20% for IBCX.L and 0.15% for SUOE.L.

Portfolio Optimizer

Find the right allocation for IBCX.L and SUOE.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