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IEBC.L vs. VECA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEBC.L and VECA.DE is 0.87, 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.


-0.50.00.51.00.9

Performance

IEBC.L vs. VECA.DE - 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 Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
-2.83%
-4.38%
IEBC.L
VECA.DE

Key characteristics

Sharpe Ratio

IEBC.L:

0.71

VECA.DE:

1.95

Sortino Ratio

IEBC.L:

1.09

VECA.DE:

2.91

Omega Ratio

IEBC.L:

1.13

VECA.DE:

1.34

Calmar Ratio

IEBC.L:

0.22

VECA.DE:

0.66

Martin Ratio

IEBC.L:

2.73

VECA.DE:

11.35

Ulcer Index

IEBC.L:

1.18%

VECA.DE:

0.55%

Daily Std Dev

IEBC.L:

4.49%

VECA.DE:

3.19%

Max Drawdown

IEBC.L:

-21.31%

VECA.DE:

-17.21%

Current Drawdown

IEBC.L:

-11.35%

VECA.DE:

-3.80%

Returns By Period

In the year-to-date period, IEBC.L achieves a 0.89% return, which is significantly higher than VECA.DE's 0.59% return.


IEBC.L

YTD

0.89%

1M

-1.39%

6M

0.39%

1Y

3.20%

5Y*

-0.30%

10Y*

2.38%

VECA.DE

YTD

0.59%

1M

0.81%

6M

2.55%

1Y

6.15%

5Y*

-0.39%

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IEBC.L vs. VECA.DE - Expense Ratio Comparison

IEBC.L has a 0.20% expense ratio, which is higher than VECA.DE's 0.09% 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%.


IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
Expense ratio chart for IEBC.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VECA.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

IEBC.L vs. VECA.DE — Risk-Adjusted Performance Rank

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

IEBC.L
The Risk-Adjusted Performance Rank of IEBC.L is 2424
Overall Rank
The Sharpe Ratio Rank of IEBC.L is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of IEBC.L is 2626
Sortino Ratio Rank
The Omega Ratio Rank of IEBC.L is 2424
Omega Ratio Rank
The Calmar Ratio Rank of IEBC.L is 1414
Calmar Ratio Rank
The Martin Ratio Rank of IEBC.L is 3030
Martin Ratio Rank

VECA.DE
The Risk-Adjusted Performance Rank of VECA.DE is 7171
Overall Rank
The Sharpe Ratio Rank of VECA.DE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VECA.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VECA.DE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VECA.DE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VECA.DE is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEBC.L vs. VECA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) and Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for IEBC.L, currently valued at 0.45, compared to the broader market0.002.004.000.450.21
The chart of Sortino ratio for IEBC.L, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.0012.000.700.35
The chart of Omega ratio for IEBC.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.04
The chart of Calmar ratio for IEBC.L, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.160.07
The chart of Martin ratio for IEBC.L, currently valued at 1.00, compared to the broader market0.0020.0040.0060.0080.00100.001.000.44
IEBC.L
VECA.DE

The current IEBC.L Sharpe Ratio is 0.71, which is lower than the VECA.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of IEBC.L and VECA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.45
0.21
IEBC.L
VECA.DE

Dividends

IEBC.L vs. VECA.DE - Dividend Comparison

IEBC.L's dividend yield for the trailing twelve months is around 4.16%, while VECA.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
4.16%4.10%2.89%0.94%0.97%0.93%1.30%1.09%1.72%1.94%1.22%2.85%
VECA.DE
Vanguard EUR Corporate Bond UCITS ETF Accumulating
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. VECA.DE - Drawdown Comparison

The maximum IEBC.L drawdown since its inception was -21.31%, which is greater than VECA.DE's maximum drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for IEBC.L and VECA.DE. For additional features, visit the drawdowns tool.


-20.00%-18.00%-16.00%-14.00%-12.00%SeptemberOctoberNovemberDecember2025February
-16.56%
-18.66%
IEBC.L
VECA.DE

Volatility

IEBC.L vs. VECA.DE - Volatility Comparison

iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) has a higher volatility of 2.18% compared to Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) at 1.43%. This indicates that IEBC.L's price experiences larger fluctuations and is considered to be riskier than VECA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
2.18%
1.43%
IEBC.L
VECA.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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