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

Performance

IEBC.L vs. GGRA.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 WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L). 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 GGRA.L is traded in USD. To make them comparable, the GGRA.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 -0.13% return, which is significantly lower than GGRA.L's 5.55% 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%

GGRA.L

1D
0.16%
1M
4.41%
YTD
5.55%
6M
5.47%
1Y
17.54%
3Y*
10.56%
5Y*
9.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
-0.13%9.43%-0.07%5.85%-8.39%-7.87%8.96%1.12%-0.45%5.98%
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
5.55%7.92%10.84%12.48%-3.38%20.53%13.05%29.83%-5.91%17.91%

Correlation

The correlation between IEBC.L and GGRA.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.20

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.26

The correlation between IEBC.L and GGRA.L shifts across timeframes, from 0.19 (5 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEBC.L vs. GGRA.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: 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

GGRA.L
GGRA.L Risk / Return Rank: 3939
Overall Rank
GGRA.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GGRA.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
GGRA.L Omega Ratio Rank: 4040
Omega Ratio Rank
GGRA.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GGRA.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.

IEBC.L vs. GGRA.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 WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.LGGRA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratioReturn relative to maximum drawdown

1.36

2.13

-0.77

Martin ratioReturn relative to average drawdown

3.53

7.84

-4.30

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

The current IEBC.L Sharpe Ratio is 1.13, which is comparable to the GGRA.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IEBC.L and GGRA.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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Sharpe Ratios by Period


IEBC.LGGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.47

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.68

-0.58

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

0.86

-0.42

Drawdowns

IEBC.L vs. GGRA.L - Drawdown Comparison

The maximum IEBC.L drawdown since its inception was -21.31%, smaller than the maximum GGRA.L drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for IEBC.L and GGRA.L.


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Drawdown Indicators


IEBC.LGGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-22.65%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-8.21%

+4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-3.92%

-16.72%

+12.80%

Max Drawdown (5Y)

Largest decline over 5 years

-16.80%

-16.72%

-0.08%

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%

-2.99%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.23%

-0.72%

Volatility

IEBC.L vs. GGRA.L - Volatility Comparison

The current volatility for iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) is 1.37%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a volatility of 3.71%. This indicates that IEBC.L experiences smaller price fluctuations and is considered to be less risky than GGRA.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.LGGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

3.71%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

9.70%

-6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

11.88%

-7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

13.43%

-7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

14.63%

-6.98%

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

IEBC.L has a 0.20% expense ratio, which is lower than GGRA.L's 0.38% expense ratio.


Dividends

IEBC.L vs. GGRA.L - Dividend Comparison

IEBC.L's dividend yield for the trailing twelve months is around 3.85%, while GGRA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 GGRA.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEBC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEBC.L is cheaper with a 0.20% expense ratio, compared with 0.38% for GGRA.L.

IEBC.L is categorized as European Corporate Bonds, while GGRA.L is Global Equity Income. IEBC.L tracks Bloomberg Euro Corp TR EUR, while GGRA.L tracks WisdomTree Global Developed Quality Dividend Growth. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for IEBC.L and 0.38% for GGRA.L.

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