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

Performance

SE15.L vs. VECP.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 Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.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, SE15.L achieves a -0.33% return, which is significantly higher than VECP.L's -0.48% return. Over the past 10 years, SE15.L has underperformed VECP.L with an annualized return of 2.18%, while VECP.L has yielded a comparatively higher 2.41% 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%

VECP.L

1D
0.27%
1M
1.02%
YTD
-0.48%
6M
-0.49%
1Y
4.68%
3Y*
4.97%
5Y*
0.73%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SE15.L vs. VECP.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%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-0.48%8.47%0.17%6.15%-7.51%-7.24%8.80%0.94%-0.08%6.20%

Correlation

The correlation between SE15.L and VECP.L is 0.97 - 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

0.97

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

0.95

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2016

0.95

The correlation between SE15.L and VECP.L has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

SE15.L vs. VECP.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

VECP.L
VECP.L Risk / Return Rank: 2626
Overall Rank
VECP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VECP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
VECP.L Omega Ratio Rank: 2525
Omega Ratio Rank
VECP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VECP.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. VECP.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 Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.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.LVECP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratioReturn relative to maximum drawdown

1.55

1.21

+0.34

Martin ratioReturn relative to average drawdown

3.96

3.08

+0.88

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

The current SE15.L Sharpe Ratio is 1.17, which is comparable to the VECP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SE15.L and VECP.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


SE15.LVECP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.97

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.12

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.32

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

Drawdowns

SE15.L vs. VECP.L - Drawdown Comparison

The maximum SE15.L drawdown since its inception was -15.78%, smaller than the maximum VECP.L drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for SE15.L and VECP.L.


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Drawdown Indicators


SE15.LVECP.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.78%

-20.56%

+4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-3.86%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-3.25%

-3.86%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-10.15%

-16.13%

+5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-15.55%

-20.56%

+5.01%

Current Drawdown

Current decline from peak

-1.85%

-3.44%

+1.59%

Average Drawdown

Average peak-to-trough decline

-6.32%

-7.60%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.52%

-0.25%

Volatility

SE15.L vs. VECP.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) is 1.31%, while Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) has a volatility of 1.45%. This indicates that SE15.L experiences smaller price fluctuations and is considered to be less risky than VECP.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.LVECP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.45%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

3.64%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

4.82%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.48%

6.17%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

7.58%

-0.53%

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

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

SE15.L vs. VECP.L - Dividend Comparison

SE15.L's dividend yield for the trailing twelve months is around 3.51%, more than VECP.L's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.42%3.37%4.05%3.45%2.12%0.94%0.99%0.93%1.10%1.23%1.04%0.00%

Frequently Asked Questions


With a correlation of 0.97, SE15.L and VECP.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, VECP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VECP.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SE15.L.

SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while VECP.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for SE15.L and 0.09% for VECP.L.

Portfolio Optimizer

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