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IS15.L vs. IRCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS15.L vs. IRCP.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 Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS15.L is traded in GBP, while IRCP.L is traded in EUR. To make them comparable, the IRCP.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 1.21% return, which is significantly higher than IRCP.L's -1.09% return. Over the past 10 years, IS15.L has outperformed IRCP.L with an annualized return of 2.25%, while IRCP.L has yielded a comparatively lower 1.68% annualized return.


IS15.L

1D
0.21%
1M
0.07%
6M
0.86%
YTD
1.21%
1Y
4.04%
3Y*
6.32%
5Y*
2.44%
10Y*
2.25%

IRCP.L

1D
0.11%
1M
-1.28%
6M
-0.66%
YTD
-1.09%
1Y
1.33%
3Y*
4.68%
5Y*
2.55%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS15.L vs. IRCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
1.21%6.24%4.89%7.16%-6.09%-0.84%3.38%4.54%-0.48%1.76%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
-1.09%9.79%1.63%3.04%2.28%-6.16%6.54%-1.90%-2.68%5.79%

Correlation

The correlation between IS15.L and IRCP.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.14

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

0.09

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

0.11

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

0.12

The correlation between IS15.L and IRCP.L shifts across timeframes, from 0.09 (5 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IS15.L vs. IRCP.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: 5858
Overall Rank
IS15.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 6666
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 5959
Martin Ratio Rank

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
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. IRCP.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 Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.LIRCP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.31

1.05

+0.26

Calmar ratioReturn relative to maximum drawdown

2.08

0.52

+1.55

Martin ratioReturn relative to average drawdown

7.90

1.51

+6.39

IS15.L vs. IRCP.L - Sharpe Ratio Comparison

The current IS15.L Sharpe Ratio is 1.50, which is higher than the IRCP.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of IS15.L and IRCP.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

IS15.L vs. IRCP.L - Drawdown Comparison

The maximum IS15.L drawdown since its inception was -12.18%, smaller than the maximum IRCP.L drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for IS15.L and IRCP.L.


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Drawdown Indicators


IS15.LIRCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.18%

-19.15%

+6.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-2.55%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.94%

-2.55%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-12.18%

-8.09%

-4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-12.18%

-12.86%

+0.68%

Current Drawdown

Current decline from peak

-0.23%

-2.16%

+1.93%

Average Drawdown

Average peak-to-trough decline

-1.12%

-5.61%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

0.88%

-0.37%

Volatility

IS15.L vs. IRCP.L - Volatility Comparison

The current volatility for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) is 0.82%, while iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) has a volatility of 1.09%. This indicates that IS15.L experiences smaller price fluctuations and is considered to be less risky than IRCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS15.LIRCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

1.09%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

3.51%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

4.65%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

6.05%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

7.09%

-3.96%

IS15.L vs. IRCP.L - Expense Ratio Comparison

IS15.L has a 0.20% expense ratio, which is lower than IRCP.L's 0.25% 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%.


Dividends

IS15.L vs. IRCP.L - Dividend Comparison

IS15.L's dividend yield for the trailing twelve months is around 4.51%, more than IRCP.L's 2.58% 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%
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
4.51%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 IRCP.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS15.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS15.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IRCP.L.

IS15.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while IRCP.L tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Their fees differ too: 0.20% for IS15.L and 0.25% for IRCP.L.

Portfolio Optimizer

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