PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SSAC.L vs. IS15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SSAC.L vs. IS15.L

Last updated Jun 4, 2026

SSAC.L (iShares MSCI ACWI UCITS ETF (Acc)) and IS15.L (iShares GBP Corporate Bond 0-5yr UCITS ETF) are both exchange-traded funds - SSAC.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IS15.L is a European Corporate Bonds fund tracking the Markit iBoxx GBP NonGilts 1-5 TR. Both are passively managed. Over the past 10 years, SSAC.L returned 13.64%/yr vs 2.29%/yr for IS15.L. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.

Performance

SSAC.L vs. IS15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SSAC.L is traded in GBp, while IS15.L is traded in GBP. To make them comparable, the IS15.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSAC.L achieves a 11.92% return, which is significantly higher than IS15.L's 0.78% return. Over the past 10 years, SSAC.L has outperformed IS15.L with an annualized return of 13.64%, while IS15.L has yielded a comparatively lower 2.29% annualized return.

SSAC.L

1D
-0.34%
1M
5.84%
YTD
11.92%
6M
12.52%
1Y
30.38%
3Y*
18.28%
5Y*
12.59%
10Y*
13.64%

IS15.L

1D
0.20%
1M
0.86%
YTD
0.78%
6M
1.25%
1Y
4.78%
3Y*
6.15%
5Y*
2.37%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)		11.92%13.95%19.63%16.14%-8.56%20.35%11.80%22.09%-4.79%13.30%
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF		0.78%6.24%4.89%7.16%-6.09%-0.84%3.38%4.54%-0.48%1.76%

Correlation

The correlation between SSAC.L and IS15.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.24

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

0.20

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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2011

0.12

The correlation between SSAC.L and IS15.L shifts across timeframes, from 0.12 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

SSAC.L vs. IS15.L - Sectors Allocation Comparison

Sectors
SSAC.L
IS15.L

Technology

31.1%
5.9%

Financial Services

15.7%
28.6%

Industrials

10.4%
25.2%

Consumer Cyclical

9.1%
17.6%

Communication Services

8.9%
3.9%

Healthcare

8.0%

-

Consumer Defensive

5.0%
8.5%

Energy

4.2%

-

Basic Materials

3.6%
2.8%

Utilities

2.4%
1.5%

Real Estate

1.7%
6.0%

Technology

SSAC.L
31.1%
IS15.L
5.9%

Financial Services

SSAC.L
15.7%
IS15.L
28.6%

Industrials

SSAC.L
10.4%
IS15.L
25.2%

Consumer Cyclical

SSAC.L
9.1%
IS15.L
17.6%

Communication Services

SSAC.L
8.9%
IS15.L
3.9%

Healthcare

SSAC.L
8.0%
IS15.L

-

Consumer Defensive

SSAC.L
5.0%
IS15.L
8.5%

Energy

SSAC.L
4.2%
IS15.L

-

Basic Materials

SSAC.L
3.6%
IS15.L
2.8%

Utilities

SSAC.L
2.4%
IS15.L
1.5%

Real Estate

SSAC.L
1.7%
IS15.L
6.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI ACWI UCITS ETF (Acc)

iShares GBP Corporate Bond 0-5yr UCITS ETF

Often compared with SSAC.L:
SSAC.L vs. ACWISSAC.L vs. VWRP.LSSAC.L vs. ISAC.LSSAC.L vs. SWDA.LSSAC.L vs. IUSQ.DESSAC.L vs. ACWI.LSSAC.L vs. VWRL.AS
Often compared with IS15.L:
IS15.L vs. ERNS.LIS15.L vs. GHYS.LIS15.L vs. SWDA.LIS15.L vs. IGLS.LIS15.L vs. IEAA.LIS15.L vs. SUSS.LIS15.L vs. JRBE.L

Return for Risk

SSAC.L vs. IS15.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSAC.L
SSAC.L Risk / Return Rank: 8585
Overall Rank
SSAC.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SSAC.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SSAC.L Omega Ratio Rank: 8787
Omega Ratio Rank
SSAC.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SSAC.L Martin Ratio Rank: 8484
Martin Ratio Rank
IS15.L
IS15.L Risk / Return Rank: 5656
Overall Rank
IS15.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 6565
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 5555
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.

SSAC.L vs. IS15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.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.

SSAC.LIS15.LDifference
Sharpe ratioReturn per unit of total volatility
2.89
1.85

+1.04

Sortino ratioReturn per unit of downside risk
3.96
2.69

+1.27

Omega ratioGain probability vs. loss probability

1.55

1.40

+0.15

Calmar ratioReturn relative to maximum drawdown

4.31

2.45

+1.86

Martin ratioReturn relative to average drawdown

17.42

9.45

+7.97

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SSAC.L Sharpe Ratio is 2.89, which is higher than the IS15.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SSAC.L and IS15.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

SSAC.LIS15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.85

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.72

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.73

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.88

+0.02

Drawdowns

SSAC.L vs. IS15.L - Drawdown Comparison

The maximum SSAC.L drawdown since its inception was -25.43%, which is greater than IS15.L's maximum drawdown of -12.18%. Use the drawdown chart below to compare losses from any high point for SSAC.L and IS15.L.

Loading charts...

Drawdown Indicators

SSAC.LIS15.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.43%

-12.18%

-13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-1.94%

-5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-17.99%

-1.94%

-16.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.99%

-12.18%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-25.43%

-12.18%

-13.25%

Current Drawdown

Current decline from peak

-0.34%

-0.12%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.50%

-1.12%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.50%

+1.24%

Volatility

SSAC.L vs. IS15.L - Volatility Comparison

iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) has a higher volatility of 2.89% compared to iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) at 1.00%. This indicates that SSAC.L's price experiences larger fluctuations and is considered to be riskier than IS15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SSAC.LIS15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

1.00%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

2.32%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

2.57%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

3.30%

+9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

3.13%

+11.25%

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

Both SSAC.L and IS15.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SSAC.L vs. IS15.L - Dividend Comparison

SSAC.L has not paid dividends to shareholders, while IS15.L's dividend yield for the trailing twelve months is around 4.53%.

PositionTTM20252024202320222021202020192018201720162015
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF		4.53%4.35%4.06%3.05%1.80%1.72%1.81%2.03%2.08%2.15%2.55%2.91%
SSAC.L
iShares MSCI ACWI 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%

Frequently Asked Questions

SSAC.L and IS15.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SSAC.L and IS15.L have the same expense ratio: 0.20% per year.

SSAC.L is categorized as Global Equities, while IS15.L is European Corporate Bonds. SSAC.L tracks MSCI ACWI NR USD, while IS15.L tracks Markit iBoxx GBP NonGilts 1-5 TR.

Portfolio Optimizer

Find the right allocation for SSAC.L and IS15.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