PortfoliosLab logoPortfoliosLab logo
SE15.L vs. CE31.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SE15.L vs. CE31.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SE15.L is traded in GBP, while CE31.L is traded in GBp. To make them comparable, the CE31.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SE15.L achieves a -0.33% return, which is significantly higher than CE31.L's -0.69% return. Over the past 10 years, SE15.L has outperformed CE31.L with an annualized return of 2.18%, while CE31.L has yielded a comparatively lower 1.34% annualized return.


SE15.L

1D
0.22%
1M
0.73%
YTD
-0.33%
6M
-0.28%
1Y
5.05%
3Y*
4.84%
5Y*
1.50%
10Y*
2.18%

CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SE15.L vs. CE31.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%

Correlation

The correlation between SE15.L and CE31.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2013

0.96

The correlation between SE15.L and CE31.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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

SE15.L vs. CE31.L — Risk / Return Rank

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

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
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.

SE15.L vs. CE31.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.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.


SE15.LCE31.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratioReturn relative to maximum drawdown

1.55

1.40

+0.15

Martin ratioReturn relative to average drawdown

3.96

3.13

+0.83

SE15.L vs. CE31.L - Sharpe Ratio Comparison

The current SE15.L Sharpe Ratio is 1.17, which is higher than the CE31.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SE15.L and CE31.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...

Sharpe Ratios by Period


SE15.LCE31.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.88

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.18

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.19

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.08

+0.17

Drawdowns

SE15.L vs. CE31.L - Drawdown Comparison

The maximum SE15.L drawdown since its inception was -15.78%, smaller than the maximum CE31.L drawdown of -18.33%. Use the drawdown chart below to compare losses from any high point for SE15.L and CE31.L.


Loading charts...

Drawdown Indicators


SE15.LCE31.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-18.33%

+2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.62%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-3.25%

-3.05%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-10.15%

-5.98%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-15.55%

-13.14%

-2.41%

Current Drawdown

Current decline from peak

-1.85%

-3.78%

+1.93%

Average Drawdown

Average peak-to-trough decline

-6.32%

-7.24%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.17%

+0.10%

Volatility

SE15.L vs. CE31.L - Volatility Comparison

iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) have volatilities of 1.31% and 1.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SE15.LCE31.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.27%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

2.87%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

4.18%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.48%

5.29%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

7.07%

-0.02%

SE15.L vs. CE31.L - Expense Ratio Comparison

SE15.L has a 0.20% expense ratio, which is higher than CE31.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

SE15.L vs. CE31.L - Dividend Comparison

SE15.L's dividend yield for the trailing twelve months is around 3.51%, while CE31.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 0.96, SE15.L and CE31.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CE31.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CE31.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SE15.L.

SE15.L is categorized as European Corporate Bonds, while CE31.L is European Government Bonds. SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR. Their fees differ too: 0.20% for SE15.L and 0.15% for CE31.L.

Portfolio Optimizer

Find the right allocation for SE15.L and CE31.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