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IEBC.L vs. AVUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEBC.L vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEBC.L is traded in GBP, while AVUS is traded in USD. To make them comparable, the AVUS values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEBC.L achieves a -0.13% return, which is significantly lower than AVUS's 15.53% return.


IEBC.L

1D
0.26%
1M
1.06%
YTD
-0.13%
6M
-0.18%
1Y
5.35%
3Y*
5.31%
5Y*
0.63%
10Y*
2.30%

AVUS

1D
0.56%
1M
5.20%
YTD
15.53%
6M
14.38%
1Y
34.63%
3Y*
19.68%
5Y*
14.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEBC.L vs. AVUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
-0.13%9.43%-0.07%5.85%-8.39%-7.87%8.96%-4.24%
AVUS
Avantis U.S. Equity ETF
15.53%8.37%22.53%15.69%-3.57%29.95%14.12%1.22%

Correlation

The correlation between IEBC.L and AVUS is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.13

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

0.13

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.16

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Return for Risk

IEBC.L vs. AVUS — Risk / Return Rank

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

IEBC.L
IEBC.L Risk / Return Rank: 3030
Overall Rank
IEBC.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IEBC.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEBC.L Omega Ratio Rank: 2929
Omega Ratio Rank
IEBC.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
IEBC.L Martin Ratio Rank: 2626
Martin Ratio Rank

AVUS
AVUS Risk / Return Rank: 8585
Overall Rank
AVUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AVUS Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVUS Omega Ratio Rank: 8383
Omega Ratio Rank
AVUS Calmar Ratio Rank: 8282
Calmar Ratio Rank
AVUS Martin Ratio Rank: 8989
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.

IEBC.L vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) and Avantis U.S. Equity ETF (AVUS). 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.


IEBC.LAVUSDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.20

1.56

-0.36

Calmar ratioReturn relative to maximum drawdown

1.36

6.20

-4.84

Martin ratioReturn relative to average drawdown

3.53

24.23

-20.70

IEBC.L vs. AVUS - Sharpe Ratio Comparison

The current IEBC.L Sharpe Ratio is 1.13, which is lower than the AVUS Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of IEBC.L and AVUS, 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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Sharpe Ratios by Period


IEBC.LAVUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.98

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.90

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.76

-0.32

Drawdowns

IEBC.L vs. AVUS - Drawdown Comparison

The maximum IEBC.L drawdown since its inception was -21.31%, smaller than the maximum AVUS drawdown of -29.58%. Use the drawdown chart below to compare losses from any high point for IEBC.L and AVUS.


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Drawdown Indicators


IEBC.LAVUSDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-29.58%

+8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-5.61%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-3.92%

-22.80%

+18.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.80%

-22.80%

+6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

Current Drawdown

Current decline from peak

-3.97%

0.00%

-3.97%

Average Drawdown

Average peak-to-trough decline

-6.66%

-3.89%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.43%

+0.08%

Volatility

IEBC.L vs. AVUS - Volatility Comparison

The current volatility for iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) is 1.37%, while Avantis U.S. Equity ETF (AVUS) has a volatility of 2.59%. This indicates that IEBC.L experiences smaller price fluctuations and is considered to be less risky than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEBC.LAVUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

2.59%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

8.24%

-4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

11.68%

-6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

16.15%

-9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

19.98%

-12.33%

IEBC.L vs. AVUS - Expense Ratio Comparison

IEBC.L has a 0.20% expense ratio, which is higher than AVUS'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

IEBC.L vs. AVUS - Dividend Comparison

IEBC.L's dividend yield for the trailing twelve months is around 3.85%, more than AVUS's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
AVUS
Avantis U.S. Equity ETF
0.90%1.08%1.27%1.41%1.59%1.08%1.19%0.35%0.00%0.00%0.00%0.00%
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
3.85%3.76%4.10%2.89%0.94%0.97%0.93%1.30%1.09%1.72%1.94%1.22%

Frequently Asked Questions


IEBC.L and AVUS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AVUS is cheaper with a 0.15% expense ratio, compared with 0.20% for IEBC.L.

IEBC.L is categorized as European Corporate Bonds, while AVUS is Large Cap Blend Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.20% for IEBC.L and 0.15% for AVUS.

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