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

Performance

IS15.L vs. VECA.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 Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.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 0.68% return, which is significantly higher than VECA.L's -0.73% 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%

VECA.L

1D
-0.30%
1M
0.09%
YTD
-0.73%
6M
-0.69%
1Y
4.65%
3Y*
4.56%
5Y*
0.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
0.68%6.24%4.89%7.16%-6.09%-0.84%3.38%3.48%
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
-0.73%8.38%-0.40%5.48%-8.55%-7.48%8.32%-10.97%

Correlation

The correlation between IS15.L and VECA.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.42

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

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.35

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Return for Risk

IS15.L vs. VECA.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

VECA.L
VECA.L Risk / Return Rank: 2727
Overall Rank
VECA.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VECA.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
VECA.L Omega Ratio Rank: 2727
Omega Ratio Rank
VECA.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
VECA.L Martin Ratio Rank: 2525
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. VECA.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 Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.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.LVECA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.36

1.17

+0.20

Calmar ratioReturn relative to maximum drawdown

2.30

1.19

+1.11

Martin ratioReturn relative to average drawdown

8.85

3.04

+5.81

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

The current IS15.L Sharpe Ratio is 1.73, which is higher than the VECA.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IS15.L and VECA.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.LVECA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.97

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.03

+0.68

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

-0.13

+1.14

Drawdowns

IS15.L vs. VECA.L - Drawdown Comparison

The maximum IS15.L drawdown since its inception was -12.18%, smaller than the maximum VECA.L drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for IS15.L and VECA.L.


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Drawdown Indicators


IS15.LVECA.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.18%

-22.59%

+10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-3.90%

+1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-1.94%

-3.90%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-12.18%

-16.71%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-12.18%

Current Drawdown

Current decline from peak

-0.22%

-7.79%

+7.57%

Average Drawdown

Average peak-to-trough decline

-1.12%

-12.04%

+10.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

1.53%

-1.03%

Volatility

IS15.L vs. VECA.L - Volatility Comparison

The current volatility for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) is 0.98%, while Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) has a volatility of 1.38%. This indicates that IS15.L experiences smaller price fluctuations and is considered to be less risky than VECA.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.LVECA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.38%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

3.64%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

4.79%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

6.17%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.13%

8.41%

-5.28%

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

IS15.L has a 0.20% expense ratio, which is higher than VECA.L's 0.09% 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. VECA.L - Dividend Comparison

IS15.L's dividend yield for the trailing twelve months is around 4.54%, while VECA.L has not paid dividends to shareholders.


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%
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS15.L and VECA.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VECA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VECA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IS15.L.

IS15.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while VECA.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IS15.L and 0.09% for VECA.L.

Portfolio Optimizer

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