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

Performance

IRCP.L vs. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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 1.43% return, which is significantly higher than SEUC.L's 0.63% return. Over the past 10 years, IRCP.L has outperformed SEUC.L with an annualized return of 1.57%, while SEUC.L has yielded a comparatively lower 0.85% annualized return.


IRCP.L

1D
-0.01%
1M
0.50%
6M
1.32%
YTD
1.43%
1Y
3.03%
3Y*
5.13%
5Y*
2.73%
10Y*
1.57%

SEUC.L

1D
-0.03%
1M
-0.07%
6M
0.50%
YTD
0.63%
1Y
1.53%
3Y*
3.58%
5Y*
1.60%
10Y*
0.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.43%4.21%6.47%5.14%-2.74%-0.24%0.84%4.00%-3.63%1.46%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
0.63%3.03%4.21%4.17%-3.54%-0.27%0.20%0.80%-0.55%0.08%

Correlation

The correlation between IRCP.L and SEUC.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

0.20

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

0.26

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

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2013

0.23

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Return for Risk

IRCP.L vs. SEUC.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: 5858
Overall Rank
IRCP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4848
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8383
Martin Ratio Rank

SEUC.L
SEUC.L Risk / Return Rank: 5858
Overall Rank
SEUC.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 7171
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 5454
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. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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.LSEUC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

2.94

1.83

+1.11

Martin ratioReturn relative to average drawdown

12.04

7.11

+4.93

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

The current IRCP.L Sharpe Ratio is 1.13, which is comparable to the SEUC.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IRCP.L and SEUC.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. SEUC.L - Drawdown Comparison

The maximum IRCP.L drawdown since its inception was -14.44%, which is greater than SEUC.L's maximum drawdown of -7.84%. Use the drawdown chart below to compare losses from any high point for IRCP.L and SEUC.L.


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Drawdown Indicators


IRCP.LSEUC.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-7.84%

-6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-0.83%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-0.83%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-7.06%

-4.88%

-2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-14.44%

-7.84%

-6.60%

Current Drawdown

Current decline from peak

-0.19%

-0.30%

+0.11%

Average Drawdown

Average peak-to-trough decline

-1.31%

-0.64%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.21%

+0.04%

Volatility

IRCP.L vs. SEUC.L - Volatility Comparison

iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) has a higher volatility of 0.60% compared to SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) at 0.25%. This indicates that IRCP.L's price experiences larger fluctuations and is considered to be riskier than SEUC.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.LSEUC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.25%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

0.96%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

1.07%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

1.39%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

2.16%

+1.63%

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

IRCP.L has a 0.25% expense ratio, which is higher than SEUC.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. SEUC.L - Dividend Comparison

IRCP.L's dividend yield for the trailing twelve months is around 2.58%, less than SEUC.L's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.96%3.05%2.59%1.27%0.19%0.30%0.23%0.17%0.11%0.28%0.50%0.72%

Frequently Asked Questions


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

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

IRCP.L tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while SEUC.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for IRCP.L and 0.20% for SEUC.L.

Portfolio Optimizer

Find the right allocation for IRCP.L and SEUC.L

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