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

Performance

SE15.L vs. ECRP.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 Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.57%9.40%0.01%4.04%-2.64%-6.64%8.79%
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.74%8.36%-0.55%5.00%-8.32%-8.20%10.39%
Different Trading Currencies

SE15.L is traded in GBP, while ECRP.L is traded in GBp. To make them comparable, the ECRP.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 -0.57% return, which is significantly higher than ECRP.L's -0.74% return.


SE15.L

1D
0.15%
1M
-1.36%
YTD
-0.57%
6M
0.22%
1Y
6.82%
3Y*
4.20%
5Y*
1.65%
10Y*
1.98%

ECRP.L

1D
0.32%
1M
-1.60%
YTD
-0.74%
6M
-0.15%
1Y
6.59%
3Y*
3.89%
5Y*
0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SE15.L has a 0.20% expense ratio, which is higher than ECRP.L's 0.14% 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%.


Return for Risk

SE15.L vs. ECRP.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: 6969
Overall Rank
SE15.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SE15.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SE15.L Omega Ratio Rank: 6666
Omega Ratio Rank
SE15.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
SE15.L Martin Ratio Rank: 5151
Martin Ratio Rank

ECRP.L
ECRP.L Risk / Return Rank: 6262
Overall Rank
ECRP.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 6060
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 4747
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. ECRP.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 Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.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.LECRP.LDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.30

+0.13

Sortino ratio

Return per unit of downside risk

2.18

1.93

+0.25

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

2.07

1.71

+0.36

Martin ratio

Return relative to average drawdown

5.61

5.06

+0.55

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

The current SE15.L Sharpe Ratio is 1.43, which is comparable to the ECRP.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SE15.L and ECRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SE15.LECRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.30

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.03

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.11

+0.13

Correlation

The correlation between SE15.L and ECRP.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SE15.L vs. ECRP.L - Dividend Comparison

SE15.L's dividend yield for the trailing twelve months is around 3.52%, while ECRP.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.52%3.34%3.02%1.62%0.58%0.68%0.66%0.73%0.69%0.77%1.05%0.77%
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SE15.L vs. ECRP.L - Drawdown Comparison

The maximum SE15.L drawdown since its inception was -15.78%, smaller than the maximum ECRP.L drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for SE15.L and ECRP.L.


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Drawdown Indicators


SE15.LECRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-21.22%

+5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.87%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-10.52%

-16.71%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-15.55%

Current Drawdown

Current decline from peak

-2.07%

-6.67%

+4.60%

Average Drawdown

Average peak-to-trough decline

-6.37%

-11.24%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.31%

-0.11%

Volatility

SE15.L vs. ECRP.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) is 1.53%, while Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) has a volatility of 1.94%. This indicates that SE15.L experiences smaller price fluctuations and is considered to be less risky than ECRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SE15.LECRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.94%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

3.48%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

5.06%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

6.42%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.16%

6.94%

+0.22%