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

Performance

IS15.L vs. SUOE.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 ESG UCITS ETF (Dist) (SUOE.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 SUOE.L is traded in EUR. To make them comparable, the SUOE.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 0.68% return, which is significantly higher than SUOE.L's -0.37% return.


IS15.L

1D
-0.04%
1M
0.65%
YTD
0.68%
6M
1.18%
1Y
4.47%
3Y*
6.18%
5Y*
2.34%
10Y*
2.28%

SUOE.L

1D
-0.14%
1M
0.28%
YTD
-0.37%
6M
-0.56%
1Y
4.69%
3Y*
4.60%
5Y*
0.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
0.68%6.24%4.89%7.16%-6.09%-0.84%3.38%4.54%-0.35%
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
-0.37%8.56%-0.60%5.06%-8.58%-7.09%8.31%0.04%1.35%

Correlation

The correlation between IS15.L and SUOE.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.38

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.32

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Return for Risk

IS15.L vs. SUOE.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: 5656
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 6767
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 5555
Martin Ratio Rank

SUOE.L
SUOE.L Risk / Return Rank: 2121
Overall Rank
SUOE.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SUOE.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
SUOE.L Omega Ratio Rank: 2222
Omega Ratio Rank
SUOE.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SUOE.L Martin Ratio Rank: 2323
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. SUOE.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 ESG UCITS ETF (Dist) (SUOE.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.LSUOE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.36

1.15

+0.21

Calmar ratioReturn relative to maximum drawdown

2.30

1.23

+1.07

Martin ratioReturn relative to average drawdown

8.85

3.17

+5.68

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

The current IS15.L Sharpe Ratio is 1.73, which is higher than the SUOE.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IS15.L and SUOE.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.LSUOE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.90

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.02

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.09

+0.91

Drawdowns

IS15.L vs. SUOE.L - Drawdown Comparison

The maximum IS15.L drawdown since its inception was -12.18%, smaller than the maximum SUOE.L drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for IS15.L and SUOE.L.


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Drawdown Indicators


IS15.LSUOE.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.18%

-21.13%

+8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-3.79%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-1.94%

-3.79%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-12.18%

-16.52%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-12.18%

Current Drawdown

Current decline from peak

-0.22%

-6.31%

+6.09%

Average Drawdown

Average peak-to-trough decline

-1.12%

-9.49%

+8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

1.48%

-0.98%

Volatility

IS15.L vs. SUOE.L - Volatility Comparison

The current volatility for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) is 0.98%, while iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) has a volatility of 1.72%. This indicates that IS15.L experiences smaller price fluctuations and is considered to be less risky than SUOE.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.LSUOE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.72%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

3.82%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

5.19%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

6.59%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

7.29%

-4.16%

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

IS15.L has a 0.20% expense ratio, which is higher than SUOE.L's 0.15% 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

IS15.L vs. SUOE.L - Dividend Comparison

IS15.L's dividend yield for the trailing twelve months is around 4.54%, more than SUOE.L's 3.28% 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%
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
3.28%3.23%3.19%2.52%0.82%0.47%0.57%0.77%0.30%0.00%0.00%0.00%

Frequently Asked Questions


IS15.L and SUOE.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUOE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUOE.L is cheaper with a 0.15% expense ratio, compared with 0.20% for IS15.L.

IS15.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while SUOE.L tracks Bloomberg Euro Corp TR EUR. Their fees differ too: 0.20% for IS15.L and 0.15% for SUOE.L.

Portfolio Optimizer

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