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IS15.L vs. SE15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS15.L vs. SE15.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 EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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, IS15.L achieves a 0.59% return, which is significantly higher than SE15.L's -0.33% return. Both investments have delivered pretty close results over the past 10 years, with IS15.L having a 2.28% annualized return and SE15.L not far behind at 2.18%.


IS15.L

1D
-0.19%
1M
0.56%
YTD
0.59%
6M
1.09%
1Y
4.39%
3Y*
6.08%
5Y*
2.33%
10Y*
2.28%

SE15.L

1D
0.22%
1M
0.31%
YTD
-0.33%
6M
-0.23%
1Y
5.26%
3Y*
4.84%
5Y*
1.50%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS15.L vs. SE15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
0.59%6.24%4.89%7.16%-6.09%-0.84%3.38%4.54%-0.48%1.76%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.33%9.40%0.01%4.04%-2.64%-6.64%6.70%-2.39%0.34%4.51%

Correlation

The correlation between IS15.L and SE15.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.30

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

0.29

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.19

The correlation between IS15.L and SE15.L shifts across timeframes, from 0.19 (all time) to 0.29 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS15.L vs. SE15.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: 5454
Overall Rank
IS15.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 6363
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 5353
Martin Ratio Rank

SE15.L
SE15.L Risk / Return Rank: 3131
Overall Rank
SE15.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SE15.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SE15.L Omega Ratio Rank: 3030
Omega Ratio Rank
SE15.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SE15.L Martin Ratio Rank: 2828
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. SE15.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 EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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.


IS15.LSE15.LDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.38

1.20

+0.17

Calmar ratioReturn relative to maximum drawdown

2.36

1.55

+0.81

Martin ratioReturn relative to average drawdown

9.07

3.96

+5.11

IS15.L vs. SE15.L - Sharpe Ratio Comparison

The current IS15.L Sharpe Ratio is 1.77, which is higher than the SE15.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IS15.L and SE15.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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Sharpe Ratios by Period


IS15.LSE15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.17

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.27

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.31

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.25

+0.63

Drawdowns

IS15.L vs. SE15.L - Drawdown Comparison

The maximum IS15.L drawdown since its inception was -12.18%, smaller than the maximum SE15.L drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for IS15.L and SE15.L.


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Drawdown Indicators


IS15.LSE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.18%

-15.78%

+3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-3.25%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-1.94%

-3.25%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-12.18%

-10.15%

-2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-12.18%

-15.55%

+3.37%

Current Drawdown

Current decline from peak

-0.30%

-1.85%

+1.55%

Average Drawdown

Average peak-to-trough decline

-1.12%

-6.32%

+5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

1.27%

-0.77%

Volatility

IS15.L vs. SE15.L - Volatility Comparison

The current volatility for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) is 1.02%, while iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) has a volatility of 1.31%. This indicates that IS15.L experiences smaller price fluctuations and is considered to be less risky than SE15.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.LSE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.31%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

3.13%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

4.32%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

5.48%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

7.05%

-3.92%

IS15.L vs. SE15.L - Expense Ratio Comparison

Both IS15.L and SE15.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. SE15.L - Dividend Comparison

IS15.L's dividend yield for the trailing twelve months is around 4.54%, more than SE15.L's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
4.54%4.35%4.06%3.05%1.80%1.72%1.81%2.03%2.08%2.15%2.55%2.91%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.51%3.34%3.02%1.62%0.58%0.68%0.66%0.73%0.69%0.77%1.05%0.77%

Frequently Asked Questions


IS15.L and SE15.L have a correlation of 0.26, 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 SE15.L have the same expense ratio: 0.20% per year.

IS15.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR.

Portfolio Optimizer

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