PortfoliosLab logoPortfoliosLab logo
IS15.L vs. 0UCF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS15.L vs. 0UCF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IS15.L is traded in GBP, while 0UCF.L is traded in EUR. To make them comparable, the 0UCF.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS15.L achieves a 1.00% return, which is significantly higher than 0UCF.L's -2.23% return. Over the past 10 years, IS15.L has outperformed 0UCF.L with an annualized return of 2.24%, while 0UCF.L has yielded a comparatively lower 1.22% annualized return.


IS15.L

1D
-0.05%
1M
-0.08%
6M
0.70%
YTD
1.00%
1Y
3.87%
3Y*
6.31%
5Y*
2.40%
10Y*
2.24%

0UCF.L

1D
-0.72%
1M
-2.28%
6M
-1.88%
YTD
-2.23%
1Y
-0.95%
3Y*
4.62%
5Y*
0.12%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS15.L vs. 0UCF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
1.00%6.24%4.89%7.16%-6.09%-0.84%3.38%4.54%-0.48%1.76%
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
-2.23%8.59%0.74%5.78%-8.69%-5.69%7.39%-0.69%-0.81%7.38%

Correlation

The correlation between IS15.L and 0UCF.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.12

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

0.04

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 9, 2013

0.13

The correlation between IS15.L and 0UCF.L shifts across timeframes, from 0.04 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

IS15.L vs. 0UCF.L — Risk / Return Rank

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

IS15.L
IS15.L Risk / Return Rank: 5353
Overall Rank
IS15.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 5959
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 5555
Martin Ratio Rank

0UCF.L
0UCF.L Risk / Return Rank: 1515
Overall Rank
0UCF.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
0UCF.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
0UCF.L Omega Ratio Rank: 1515
Omega Ratio Rank
0UCF.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
0UCF.L Martin Ratio Rank: 1616
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.

IS15.L vs. 0UCF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.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.


IS15.L0UCF.LDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.29

0.98

+0.32

Calmar ratioReturn relative to maximum drawdown

1.99

-0.25

+2.23

Martin ratioReturn relative to average drawdown

7.57

-0.57

+8.15

IS15.L vs. 0UCF.L - Sharpe Ratio Comparison

The current IS15.L Sharpe Ratio is 1.44, which is higher than the 0UCF.L Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of IS15.L and 0UCF.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.


Loading charts...

Drawdowns

IS15.L vs. 0UCF.L - Drawdown Comparison

The maximum IS15.L drawdown since its inception was -12.18%, smaller than the maximum 0UCF.L drawdown of -21.00%. Use the drawdown chart below to compare losses from any high point for IS15.L and 0UCF.L.


Loading charts...

Drawdown Indicators


IS15.L0UCF.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.18%

-21.00%

+8.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-3.88%

+1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-1.94%

-3.88%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-12.18%

-15.52%

+3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-12.18%

-21.00%

+8.82%

Current Drawdown

Current decline from peak

-0.44%

-7.10%

+6.66%

Average Drawdown

Average peak-to-trough decline

-1.12%

-7.79%

+6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

1.65%

-1.14%

Volatility

IS15.L vs. 0UCF.L - Volatility Comparison

The current volatility for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) is 0.80%, while iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a volatility of 1.56%. This indicates that IS15.L experiences smaller price fluctuations and is considered to be less risky than 0UCF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS15.L0UCF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

1.56%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

4.28%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

5.77%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

7.29%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

7.76%

-4.63%

IS15.L vs. 0UCF.L - Expense Ratio Comparison

Both IS15.L and 0UCF.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

IS15.L vs. 0UCF.L - Dividend Comparison

IS15.L's dividend yield for the trailing twelve months is around 4.52%, more than 0UCF.L's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
3.18%3.08%2.94%2.42%1.00%0.75%0.98%0.55%1.10%1.12%1.52%1.70%
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
4.52%4.35%4.06%3.05%1.80%1.72%1.81%2.03%2.08%2.15%2.55%2.91%

Frequently Asked Questions


IS15.L and 0UCF.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IS15.L and 0UCF.L have the same expense ratio: 0.20% per year.

IS15.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while 0UCF.L tracks Bloomberg Euro-Aggregate: Financials Index.

Portfolio Optimizer

Find the right allocation for IS15.L and 0UCF.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer