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IE15.L vs. UB74.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IE15.L vs. UB74.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) and UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IE15.L is traded in EUR, while UB74.L is traded in GBp. To make them comparable, the UB74.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IE15.L achieves a -1.15% return, which is significantly lower than UB74.L's 3.47% return. Over the past 10 years, IE15.L has underperformed UB74.L with an annualized return of 0.76%, while UB74.L has yielded a comparatively higher 1.31% annualized return.


IE15.L

1D
-0.04%
1M
-0.18%
6M
0.17%
YTD
-1.15%
1Y
-0.29%
3Y*
3.52%
5Y*
0.68%
10Y*
0.76%

UB74.L

1D
0.10%
1M
1.55%
6M
2.30%
YTD
3.47%
1Y
4.54%
3Y*
3.64%
5Y*
2.53%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IE15.L vs. UB74.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
-1.15%3.42%4.34%5.77%-7.79%-0.34%1.06%2.63%-0.65%0.86%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.47%-7.17%10.86%0.43%2.07%7.11%-5.87%6.64%5.81%-12.27%

Correlation

The correlation between IE15.L and UB74.L is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.31

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

-0.08

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

-0.06

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2012

0.03

The correlation between IE15.L and UB74.L shifts across timeframes, from -0.31 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IE15.L vs. UB74.L — Risk / Return Rank

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

IE15.L
IE15.L Risk / Return Rank: 88
Overall Rank
IE15.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IE15.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IE15.L Omega Ratio Rank: 88
Omega Ratio Rank
IE15.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IE15.L Martin Ratio Rank: 99
Martin Ratio Rank

UB74.L
UB74.L Risk / Return Rank: 1818
Overall Rank
UB74.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 1717
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
UB74.L Martin Ratio Rank: 1919
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.

IE15.L vs. UB74.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) and UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.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.


IE15.LUB74.LDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

0.98

1.14

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.10

1.30

-1.40

Martin ratioReturn relative to average drawdown

-0.25

3.23

-3.48

IE15.L vs. UB74.L - Sharpe Ratio Comparison

The current IE15.L Sharpe Ratio is -0.12, which is lower than the UB74.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IE15.L and UB74.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

IE15.L vs. UB74.L - Drawdown Comparison

The maximum IE15.L drawdown since its inception was -10.14%, smaller than the maximum UB74.L drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for IE15.L and UB74.L.


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Drawdown Indicators


IE15.LUB74.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.14%

-42.61%

+32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.47%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-2.86%

-10.96%

+8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-10.14%

-12.85%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-10.14%

-17.04%

+6.90%

Current Drawdown

Current decline from peak

-1.40%

-16.09%

+14.69%

Average Drawdown

Average peak-to-trough decline

-1.46%

-25.87%

+24.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.40%

-0.24%

Volatility

IE15.L vs. UB74.L - Volatility Comparison

The current volatility for iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) is 0.58%, while UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) has a volatility of 1.05%. This indicates that IE15.L experiences smaller price fluctuations and is considered to be less risky than UB74.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IE15.LUB74.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.05%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

4.15%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

5.77%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

7.66%

-4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.32%

7.64%

-4.32%

IE15.L vs. UB74.L - Expense Ratio Comparison

IE15.L has a 0.20% expense ratio, which is higher than UB74.L's 0.05% 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

IE15.L vs. UB74.L - Dividend Comparison

IE15.L's dividend yield for the trailing twelve months is around 1.51%, less than UB74.L's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
1.51%2.92%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.69%4.94%3.67%2.22%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%

Frequently Asked Questions


IE15.L and UB74.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, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB74.L is cheaper with a 0.05% expense ratio, compared with 0.20% for IE15.L.

IE15.L is categorized as Short-Term Bond, while UB74.L is Government Bonds. IE15.L tracks BBG Euro Corp 1-5 Yrs (EUR), while UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.20% for IE15.L and 0.05% for UB74.L.

Portfolio Optimizer

Find the right allocation for IE15.L and UB74.L

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