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SEAG.L vs. IRCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEAG.L vs. IRCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEAG.L is traded in GBP, while IRCP.L is traded in EUR. To make them comparable, the IRCP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEAG.L achieves a -4.08% return, which is significantly lower than IRCP.L's -1.35% return. Over the past 10 years, SEAG.L has underperformed IRCP.L with an annualized return of -0.32%, while IRCP.L has yielded a comparatively higher 1.73% annualized return.


SEAG.L

1D
-0.78%
1M
-2.48%
6M
-3.84%
YTD
-4.08%
1Y
-2.58%
3Y*
2.05%
5Y*
-2.46%
10Y*
-0.32%

IRCP.L

1D
0.00%
1M
-1.86%
6M
-0.68%
YTD
-1.35%
1Y
0.73%
3Y*
4.72%
5Y*
2.50%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEAG.L vs. IRCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
-4.08%6.32%-2.34%4.78%-12.37%-9.36%9.60%0.66%1.09%3.78%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
-1.35%9.79%1.63%3.04%2.28%-6.16%6.54%-1.90%-2.68%5.79%

Correlation

The correlation between SEAG.L and IRCP.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.47

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

0.45

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

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2012

0.66

The correlation between SEAG.L and IRCP.L shifts across timeframes, from 0.45 (5 years) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SEAG.L vs. IRCP.L — Risk / Return Rank

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

SEAG.L
SEAG.L Risk / Return Rank: 88
Overall Rank
SEAG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SEAG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
SEAG.L Omega Ratio Rank: 77
Omega Ratio Rank
SEAG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
SEAG.L Martin Ratio Rank: 88
Martin Ratio Rank

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
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.

SEAG.L vs. IRCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SEAG.LIRCP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

0.99

1.03

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.15

0.32

-0.47

Martin ratioReturn relative to average drawdown

-0.22

0.87

-1.09

SEAG.L vs. IRCP.L - Sharpe Ratio Comparison

The current SEAG.L Sharpe Ratio is -0.13, which is lower than the IRCP.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of SEAG.L and IRCP.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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Drawdowns

SEAG.L vs. IRCP.L - Drawdown Comparison

The maximum SEAG.L drawdown since its inception was -24.92%, which is greater than IRCP.L's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for SEAG.L and IRCP.L.


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Drawdown Indicators


SEAG.LIRCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-19.15%

-5.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-2.41%

-14.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-2.41%

-14.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-8.09%

-11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

-12.86%

-12.06%

Current Drawdown

Current decline from peak

-18.96%

-2.41%

-16.55%

Average Drawdown

Average peak-to-trough decline

-11.78%

-5.61%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

0.87%

+11.06%

Volatility

SEAG.L vs. IRCP.L - Volatility Comparison

iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) has a higher volatility of 1.45% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) at 1.05%. This indicates that SEAG.L's price experiences larger fluctuations and is considered to be riskier than IRCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEAG.LIRCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.05%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

3.47%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

4.62%

+15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

6.05%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.65%

7.09%

+2.56%

SEAG.L vs. IRCP.L - Expense Ratio Comparison

SEAG.L has a 0.16% expense ratio, which is lower than IRCP.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SEAG.L vs. IRCP.L - Dividend Comparison

SEAG.L's dividend yield for the trailing twelve months is around 1.22%, less than IRCP.L's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
1.22%2.28%1.97%1.15%0.59%0.49%0.61%0.93%1.04%1.13%1.22%0.72%

Frequently Asked Questions


SEAG.L and IRCP.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEAG.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEAG.L is cheaper with a 0.16% expense ratio, compared with 0.25% for IRCP.L.

SEAG.L tracks iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist), while IRCP.L tracks iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist). Their fees differ too: 0.16% for SEAG.L and 0.25% for IRCP.L.

Portfolio Optimizer

Find the right allocation for SEAG.L and IRCP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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