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IRCP.L vs. IE15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRCP.L vs. IE15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) and iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.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, IRCP.L achieves a 1.46% return, which is significantly higher than IE15.L's -1.14% return. Over the past 10 years, IRCP.L has outperformed IE15.L with an annualized return of 1.58%, while IE15.L has yielded a comparatively lower 0.76% annualized return.


IRCP.L

1D
0.04%
1M
0.05%
6M
1.47%
YTD
1.46%
1Y
3.00%
3Y*
5.19%
5Y*
2.73%
10Y*
1.58%

IE15.L

1D
-0.18%
1M
-0.30%
6M
-1.34%
YTD
-1.14%
1Y
-0.17%
3Y*
3.65%
5Y*
0.69%
10Y*
0.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRCP.L vs. IE15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.46%4.21%6.47%5.14%-2.74%-0.24%0.84%4.00%-3.63%1.46%
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
-1.14%3.42%4.34%5.77%-7.79%-0.34%1.06%2.63%-0.65%0.86%

Correlation

The correlation between IRCP.L and IE15.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.16

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

0.23

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2012

0.24

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Return for Risk

IRCP.L vs. IE15.L — Risk / Return Rank

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

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
Martin Ratio Rank

IE15.L
IE15.L Risk / Return Rank: 88
Overall Rank
IE15.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IE15.L Sortino Ratio Rank: 77
Sortino Ratio Rank
IE15.L Omega Ratio Rank: 77
Omega Ratio Rank
IE15.L Calmar Ratio Rank: 88
Calmar Ratio Rank
IE15.L Martin Ratio Rank: 88
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.

IRCP.L vs. IE15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) and iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IRCP.LIE15.LDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.24

0.98

+0.27

Calmar ratioReturn relative to maximum drawdown

3.04

-0.10

+3.14

Martin ratioReturn relative to average drawdown

12.47

-0.25

+12.71

IRCP.L vs. IE15.L - Sharpe Ratio Comparison

The current IRCP.L Sharpe Ratio is 1.17, which is higher than the IE15.L Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IRCP.L and IE15.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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Drawdowns

IRCP.L vs. IE15.L - Drawdown Comparison

The maximum IRCP.L drawdown since its inception was -14.44%, which is greater than IE15.L's maximum drawdown of -10.14%. Use the drawdown chart below to compare losses from any high point for IRCP.L and IE15.L.


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Drawdown Indicators


IRCP.LIE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-10.14%

-4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-2.86%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-2.86%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-7.09%

-10.14%

+3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-14.44%

-10.14%

-4.30%

Current Drawdown

Current decline from peak

-0.16%

-1.39%

+1.23%

Average Drawdown

Average peak-to-trough decline

-1.31%

-1.46%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

1.16%

-0.91%

Volatility

IRCP.L vs. IE15.L - Volatility Comparison

iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) has a higher volatility of 0.63% compared to iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) at 0.59%. This indicates that IRCP.L's price experiences larger fluctuations and is considered to be riskier than IE15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRCP.LIE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.59%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

1.85%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

2.50%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

2.75%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

3.32%

+0.47%

IRCP.L vs. IE15.L - Expense Ratio Comparison

IRCP.L has a 0.25% expense ratio, which is higher than IE15.L's 0.20% 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%.


Dividends

IRCP.L vs. IE15.L - Dividend Comparison

IRCP.L's dividend yield for the trailing twelve months is around 2.58%, less than IE15.L's 3.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
3.00%2.92%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


IRCP.L and IE15.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IE15.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IE15.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IRCP.L.

IRCP.L tracks iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist), while IE15.L tracks iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist). Their fees differ too: 0.25% for IRCP.L and 0.20% for IE15.L.

Portfolio Optimizer

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