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IEBC.L vs. SE15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEBC.L vs. SE15.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 iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEBC.L achieves a -0.13% return, which is significantly higher than SE15.L's -0.33% return. Over the past 10 years, IEBC.L has outperformed SE15.L with an annualized return of 2.30%, while SE15.L has yielded a comparatively lower 2.18% annualized 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%

SE15.L

1D
0.22%
1M
0.73%
YTD
-0.33%
6M
-0.28%
1Y
5.05%
3Y*
4.84%
5Y*
1.50%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEBC.L vs. SE15.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%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.33%9.40%0.01%4.04%-2.64%-6.64%6.70%-2.39%0.34%4.51%

Correlation

The correlation between IEBC.L and SE15.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2009

0.84

The correlation between IEBC.L and SE15.L shifts across timeframes, from 0.84 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEBC.L vs. SE15.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

SE15.L
SE15.L Risk / Return Rank: 3131
Overall Rank
SE15.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SE15.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SE15.L Omega Ratio Rank: 3030
Omega Ratio Rank
SE15.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SE15.L Martin Ratio Rank: 2828
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. SE15.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 iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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.LSE15.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.20

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.36

1.55

-0.19

Martin ratioReturn relative to average drawdown

3.53

3.96

-0.43

IEBC.L vs. SE15.L - Sharpe Ratio Comparison

The current IEBC.L Sharpe Ratio is 1.13, which is comparable to the SE15.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IEBC.L and SE15.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.LSE15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.17

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.27

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.31

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.25

+0.19

Drawdowns

IEBC.L vs. SE15.L - Drawdown Comparison

The maximum IEBC.L drawdown since its inception was -21.31%, which is greater than SE15.L's maximum drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for IEBC.L and SE15.L.


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Drawdown Indicators


IEBC.LSE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-15.78%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

-3.25%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.92%

-3.25%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.80%

-10.15%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

-15.55%

-5.76%

Current Drawdown

Current decline from peak

-3.97%

-1.85%

-2.12%

Average Drawdown

Average peak-to-trough decline

-6.66%

-6.32%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.27%

+0.24%

Volatility

IEBC.L vs. SE15.L - Volatility Comparison

iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) and iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) have volatilities of 1.37% and 1.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEBC.LSE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.31%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.13%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

4.32%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

5.48%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

7.05%

+0.60%

IEBC.L vs. SE15.L - Expense Ratio Comparison

Both IEBC.L and SE15.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IEBC.L vs. SE15.L - Dividend Comparison

IEBC.L's dividend yield for the trailing twelve months is around 3.85%, more than SE15.L's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.51%3.34%3.02%1.62%0.58%0.68%0.66%0.73%0.69%0.77%1.05%0.77%

Frequently Asked Questions


With a correlation of 0.96, IEBC.L and SE15.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IEBC.L and SE15.L have the same expense ratio: 0.20% per year.

IEBC.L tracks Bloomberg Euro Corp TR EUR, while SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR.

Portfolio Optimizer

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