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

Performance

IEBC.L vs. ECRP.L - 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 Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L). The values are adjusted to include any dividend payments, if applicable.

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IEBC.L vs. ECRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
-0.82%8.80%-0.68%5.43%-8.52%-7.98%10.32%
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.74%8.36%-0.55%5.00%-8.32%-8.20%10.39%
Different Trading Currencies

IEBC.L is traded in GBP, while ECRP.L is traded in GBp. To make them comparable, the ECRP.L 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 -0.82% return, which is significantly lower than ECRP.L's -0.74% return.


IEBC.L

1D
0.80%
1M
-1.84%
YTD
-0.82%
6M
-0.16%
1Y
6.63%
3Y*
4.04%
5Y*
0.27%
10Y*
1.82%

ECRP.L

1D
0.32%
1M
-1.60%
YTD
-0.74%
6M
-0.15%
1Y
6.59%
3Y*
3.89%
5Y*
0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEBC.L vs. ECRP.L - Expense Ratio Comparison

IEBC.L has a 0.20% expense ratio, which is higher than ECRP.L's 0.14% 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%.


Return for Risk

IEBC.L vs. ECRP.L — 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: 6262
Overall Rank
IEBC.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IEBC.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IEBC.L Omega Ratio Rank: 6060
Omega Ratio Rank
IEBC.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IEBC.L Martin Ratio Rank: 4848
Martin Ratio Rank

ECRP.L
ECRP.L Risk / Return Rank: 6262
Overall Rank
ECRP.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 6060
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 4747
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. ECRP.L - 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 Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.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.


IEBC.LECRP.LDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.30

0.00

Sortino ratio

Return per unit of downside risk

1.93

1.93

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.69

1.71

-0.02

Martin ratio

Return relative to average drawdown

5.13

5.06

+0.07

IEBC.L vs. ECRP.L - Sharpe Ratio Comparison

The current IEBC.L Sharpe Ratio is 1.29, which is comparable to the ECRP.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IEBC.L and ECRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEBC.LECRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.30

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.03

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.11

+0.29

Correlation

The correlation between IEBC.L and ECRP.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEBC.L vs. ECRP.L - Dividend Comparison

IEBC.L's dividend yield for the trailing twelve months is around 3.62%, while ECRP.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
3.62%3.21%3.49%2.51%0.79%0.84%0.82%1.15%0.97%1.51%1.53%0.87%
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEBC.L vs. ECRP.L - Drawdown Comparison

The maximum IEBC.L drawdown since its inception was -21.51%, roughly equal to the maximum ECRP.L drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for IEBC.L and ECRP.L.


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Drawdown Indicators


IEBC.LECRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.51%

-21.22%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-3.87%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

-16.71%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-21.51%

Current Drawdown

Current decline from peak

-6.39%

-6.67%

+0.28%

Average Drawdown

Average peak-to-trough decline

-6.99%

-11.24%

+4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.31%

-0.02%

Volatility

IEBC.L vs. ECRP.L - Volatility Comparison

iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) has a higher volatility of 2.09% compared to Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) at 1.94%. This indicates that IEBC.L's price experiences larger fluctuations and is considered to be riskier than ECRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEBC.LECRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.94%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

3.48%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.14%

5.06%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.23%

6.42%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

6.94%

+0.80%