PortfoliosLab logoPortfoliosLab logo
IEAC.L vs. SUOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEAC.L vs. SUOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.L) and iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IEAC.L is traded in EUR, while SUOG.L is traded in GBP. To make them comparable, the SUOG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEAC.L achieves a -1.30% return, which is significantly lower than SUOG.L's 4.04% return.


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%

SUOG.L

1D
-0.18%
1M
1.34%
6M
2.92%
YTD
4.04%
1Y
4.92%
3Y*
6.30%
5Y*
1.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IEAC.L
iShares Core € Corp Bond UCITS ETF EUR (Dist)
-1.30%3.22%4.32%7.42%-13.36%-1.07%2.60%-0.67%
SUOG.L
iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)
4.04%-0.29%10.49%11.21%-16.84%5.93%-2.80%8.46%

Correlation

The correlation between IEAC.L and SUOG.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.59

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2019

0.53

The correlation between IEAC.L and SUOG.L has been stable across timeframes, ranging from 0.51 to 0.61 - 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

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

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

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

SUOG.L
SUOG.L Risk / Return Rank: 3636
Overall Rank
SUOG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SUOG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SUOG.L Omega Ratio Rank: 3636
Omega Ratio Rank
SUOG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SUOG.L Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.L) and iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.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.


IEAC.LSUOG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.01

1.80

-1.82

Martin ratioReturn relative to average drawdown

-0.17

5.10

-5.27

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

The current IEAC.L Sharpe Ratio is -0.01, which is lower than the SUOG.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IEAC.L and SUOG.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...

Drawdowns

IEAC.L vs. SUOG.L - Drawdown Comparison

The maximum IEAC.L drawdown since its inception was -24.28%, roughly equal to the maximum SUOG.L drawdown of -24.02%. Use the drawdown chart below to compare losses from any high point for IEAC.L and SUOG.L.


Loading charts...

Drawdown Indicators


IEAC.LSUOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.28%

-24.02%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-23.42%

-2.72%

-20.70%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-6.01%

-17.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

-19.99%

-4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-24.28%

Current Drawdown

Current decline from peak

-2.79%

-0.47%

-2.32%

Average Drawdown

Average peak-to-trough decline

-3.03%

-5.92%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.96%

+1.06%

Volatility

IEAC.L vs. SUOG.L - Volatility Comparison

The current volatility for iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.L) is 0.86%, while iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L) has a volatility of 1.29%. This indicates that IEAC.L experiences smaller price fluctuations and is considered to be less risky than SUOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEAC.LSUOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.29%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

36.11%

3.82%

+32.29%

Volatility (1Y)

Calculated over the trailing 1-year period

36.42%

5.39%

+31.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

7.83%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.32%

9.30%

+3.02%

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

IEAC.L has a 0.09% expense ratio, which is lower than SUOG.L's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEAC.L vs. SUOG.L - Dividend Comparison

IEAC.L's dividend yield for the trailing twelve months is around 1.65%, less than SUOG.L's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SUOG.L
iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)
3.22%3.19%3.12%2.48%0.81%0.44%0.55%0.13%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEAC.L and SUOG.L have a correlation of 0.51, 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 0.16% for SUOG.L.

IEAC.L tracks BBG Euro Corporate Index (EUR), while SUOG.L tracks Bloomberg MSCI Euro Corporate ESG SRI Index. Their fees differ too: 0.09% for IEAC.L and 0.16% for SUOG.L.

Portfolio Optimizer

Find the right allocation for IEAC.L and SUOG.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