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

Correlation

The correlation between IEBC.L and VWCE.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

IEBC.L vs. VWCE.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 FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-4.21%
6.07%
IEBC.L
VWCE.DE

Key characteristics

Sharpe Ratio

IEBC.L:

0.67

VWCE.DE:

2.14

Sortino Ratio

IEBC.L:

1.03

VWCE.DE:

2.91

Omega Ratio

IEBC.L:

1.12

VWCE.DE:

1.42

Calmar Ratio

IEBC.L:

0.20

VWCE.DE:

2.94

Martin Ratio

IEBC.L:

2.56

VWCE.DE:

13.80

Ulcer Index

IEBC.L:

1.17%

VWCE.DE:

1.72%

Daily Std Dev

IEBC.L:

4.49%

VWCE.DE:

11.16%

Max Drawdown

IEBC.L:

-21.31%

VWCE.DE:

-33.43%

Current Drawdown

IEBC.L:

-11.52%

VWCE.DE:

-0.29%

Returns By Period

In the year-to-date period, IEBC.L achieves a 0.69% return, which is significantly lower than VWCE.DE's 4.46% return.


IEBC.L

YTD

0.69%

1M

-1.42%

6M

-0.34%

1Y

2.89%

5Y*

-0.34%

10Y*

2.30%

VWCE.DE

YTD

4.46%

1M

2.01%

6M

14.14%

1Y

23.72%

5Y*

11.47%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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

IEBC.L has a 0.20% expense ratio, which is lower than VWCE.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VWCE.DE
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
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%

Risk-Adjusted Performance

IEBC.L vs. VWCE.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 2222
Overall Rank
The Sharpe Ratio Rank of IEBC.L is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IEBC.L is 2323
Sortino Ratio Rank
The Omega Ratio Rank of IEBC.L is 2121
Omega Ratio Rank
The Calmar Ratio Rank of IEBC.L is 1313
Calmar Ratio Rank
The Martin Ratio Rank of IEBC.L is 2828
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 8585
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 8787
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. VWCE.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 FTSE All-World UCITS ETF (VWCE.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 0.30, compared to the broader market0.002.004.000.301.50
The chart of Sortino ratio for IEBC.L, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.0012.000.492.11
The chart of Omega ratio for IEBC.L, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.28
The chart of Calmar ratio for IEBC.L, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.112.15
The chart of Martin ratio for IEBC.L, currently valued at 0.67, compared to the broader market0.0020.0040.0060.0080.00100.000.678.41
IEBC.L
VWCE.DE

The current IEBC.L Sharpe Ratio is 0.67, which is lower than the VWCE.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IEBC.L and VWCE.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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.30
1.50
IEBC.L
VWCE.DE

Dividends

IEBC.L vs. VWCE.DE - Dividend Comparison

IEBC.L's dividend yield for the trailing twelve months is around 4.17%, while VWCE.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IEBC.L
iShares Core Euro Corporate Bond UCITS ETF (Dist)
4.17%4.10%2.89%0.94%0.97%0.93%1.30%1.09%1.72%1.94%1.22%2.85%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
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. VWCE.DE - Drawdown Comparison

The maximum IEBC.L drawdown since its inception was -21.31%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for IEBC.L and VWCE.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.27%
0
IEBC.L
VWCE.DE

Volatility

IEBC.L vs. VWCE.DE - Volatility Comparison

The current volatility for iShares Core Euro Corporate Bond UCITS ETF (Dist) (IEBC.L) is 2.05%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 2.65%. This indicates that IEBC.L experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.05%
2.65%
IEBC.L
VWCE.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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