PortfoliosLab logoPortfoliosLab logo
IEAH.L vs. SUKC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEAH.L vs. SUKC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist) (IEAH.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IEAH.L achieves a -0.38% return, which is significantly lower than SUKC.L's 1.21% return.


IEAH.L

1D
0.00%
1M
-0.38%
6M
0.80%
YTD
-0.38%
1Y
1.40%
3Y*
5.29%
5Y*
0.93%
10Y*

SUKC.L

1D
0.00%
1M
-0.10%
6M
0.87%
YTD
1.21%
1Y
4.20%
3Y*
6.28%
5Y*
2.52%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEAH.L vs. SUKC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IEAH.L
iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist)
-0.38%5.19%5.53%8.98%-12.43%-0.56%2.89%7.56%0.31%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
1.21%6.37%4.84%7.17%-5.78%-0.79%3.08%4.66%0.24%

Correlation

The correlation between IEAH.L and SUKC.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.44

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

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.44

The correlation between IEAH.L and SUKC.L has been stable across timeframes, ranging from 0.43 to 0.50 - 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

IEAH.L vs. SUKC.L — Risk / Return Rank

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

IEAH.L
IEAH.L Risk / Return Rank: 1717
Overall Rank
IEAH.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IEAH.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
IEAH.L Omega Ratio Rank: 1818
Omega Ratio Rank
IEAH.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IEAH.L Martin Ratio Rank: 1919
Martin Ratio Rank

SUKC.L
SUKC.L Risk / Return Rank: 3333
Overall Rank
SUKC.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 2626
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 4040
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.

IEAH.L vs. SUKC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist) (IEAH.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.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.


IEAH.LSUKC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.09

1.14

-0.06

Calmar ratioReturn relative to maximum drawdown

0.45

2.02

-1.57

Martin ratioReturn relative to average drawdown

1.40

4.86

-3.47

IEAH.L vs. SUKC.L - Sharpe Ratio Comparison

The current IEAH.L Sharpe Ratio is 0.38, which is lower than the SUKC.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IEAH.L and SUKC.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

IEAH.L vs. SUKC.L - Drawdown Comparison

The maximum IEAH.L drawdown since its inception was -16.50%, which is greater than SUKC.L's maximum drawdown of -11.60%. Use the drawdown chart below to compare losses from any high point for IEAH.L and SUKC.L.


Loading charts...

Drawdown Indicators


IEAH.LSUKC.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-11.60%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-2.07%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.10%

-2.07%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.50%

-11.60%

-4.90%

Max Drawdown (10Y)

Largest decline over 10 years

-11.60%

Current Drawdown

Current decline from peak

-0.77%

-0.37%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.60%

-1.30%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.86%

+0.14%

Volatility

IEAH.L vs. SUKC.L - Volatility Comparison

The current volatility for iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist) (IEAH.L) is 0.74%, while SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) has a volatility of 0.84%. This indicates that IEAH.L experiences smaller price fluctuations and is considered to be less risky than SUKC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEAH.LSUKC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.84%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

3.25%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

5.89%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.69%

4.55%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

4.53%

+0.49%

IEAH.L vs. SUKC.L - Expense Ratio Comparison

IEAH.L has a 0.11% expense ratio, which is lower than SUKC.L's 0.20% 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

IEAH.L vs. SUKC.L - Dividend Comparison

IEAH.L's dividend yield for the trailing twelve months is around 1.60%, less than SUKC.L's 4.67% yield.


PositionTTM20252024202320222021202020192018201720162015
IEAH.L
iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist)
1.60%3.23%3.27%2.42%0.77%0.75%0.78%1.04%0.31%0.00%0.00%0.00%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
4.67%4.61%4.41%3.05%1.76%1.77%1.97%1.93%1.88%2.43%2.40%2.55%

Frequently Asked Questions


IEAH.L and SUKC.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAH.L is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAH.L is cheaper with a 0.11% expense ratio, compared with 0.20% for SUKC.L.

IEAH.L tracks BBG Euro Corporate Index (EUR), while SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.11% for IEAH.L and 0.20% for SUKC.L.

Portfolio Optimizer

Find the right allocation for IEAH.L and SUKC.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