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SUOP.L vs. IE15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUOP.L vs. IE15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Corp Bond ESG SRI UCITS ETF GBP Hedged Inc (SUOP.L) and iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUOP.L is traded in GBP, while IE15.L is traded in EUR. To make them comparable, the IE15.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUOP.L achieves a -0.26% return, which is significantly higher than IE15.L's -3.66% return.


SUOP.L

1D
0.04%
1M
-0.69%
6M
-0.26%
YTD
-0.26%
1Y
4.22%
3Y*
4.41%
5Y*
-0.62%
10Y*

IE15.L

1D
0.00%
1M
-1.99%
6M
-3.22%
YTD
-3.66%
1Y
-2.15%
3Y*
3.27%
5Y*
0.50%
10Y*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUOP.L vs. IE15.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SUOP.L
iShares $ Corp Bond ESG SRI UCITS ETF GBP Hedged Inc
-0.26%7.21%2.00%6.65%-15.85%1.60%
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
-3.66%8.96%-0.40%3.66%-3.03%-2.45%

Correlation

The correlation between SUOP.L and IE15.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 21, 2021

0.24

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Return for Risk

SUOP.L vs. IE15.L — Risk / Return Rank

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

SUOP.L
SUOP.L Risk / Return Rank: 3131
Overall Rank
SUOP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SUOP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
SUOP.L Omega Ratio Rank: 3030
Omega Ratio Rank
SUOP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SUOP.L Martin Ratio Rank: 3333
Martin Ratio Rank

IE15.L
IE15.L Risk / Return Rank: 88
Overall Rank
IE15.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IE15.L Sortino Ratio Rank: 77
Sortino Ratio Rank
IE15.L Omega Ratio Rank: 77
Omega Ratio Rank
IE15.L Calmar Ratio Rank: 88
Calmar Ratio Rank
IE15.L Martin Ratio Rank: 88
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.

SUOP.L vs. IE15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond ESG SRI UCITS ETF GBP Hedged Inc (SUOP.L) and iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.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.


SUOP.LIE15.LDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.17

0.92

+0.26

Calmar ratioReturn relative to maximum drawdown

1.48

-0.49

+1.98

Martin ratioReturn relative to average drawdown

4.02

-1.01

+5.03

SUOP.L vs. IE15.L - Sharpe Ratio Comparison

The current SUOP.L Sharpe Ratio is 0.92, which is higher than the IE15.L Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SUOP.L and IE15.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

SUOP.L vs. IE15.L - Drawdown Comparison

The maximum SUOP.L drawdown since its inception was -22.17%, which is greater than IE15.L's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for SUOP.L and IE15.L.


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Drawdown Indicators


SUOP.LIE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.17%

-16.54%

-5.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-4.79%

+1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-6.01%

-4.79%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-9.97%

-12.20%

Max Drawdown (10Y)

Largest decline over 10 years

-15.62%

Current Drawdown

Current decline from peak

-4.01%

-4.79%

+0.78%

Average Drawdown

Average peak-to-trough decline

-9.80%

-6.69%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.34%

-1.29%

Volatility

SUOP.L vs. IE15.L - Volatility Comparison

The current volatility for iShares $ Corp Bond ESG SRI UCITS ETF GBP Hedged Inc (SUOP.L) is 1.02%, while iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) has a volatility of 1.15%. This indicates that SUOP.L experiences smaller price fluctuations and is considered to be less risky than IE15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUOP.LIE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.15%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.16%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

4.45%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

5.52%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.81%

6.85%

-0.04%

SUOP.L vs. IE15.L - Expense Ratio Comparison

SUOP.L has a 1.00% expense ratio, which is higher than IE15.L's 0.20% expense ratio.


Dividends

SUOP.L vs. IE15.L - Dividend Comparison

SUOP.L's dividend yield for the trailing twelve months is around 4.92%, more than IE15.L's 3.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
3.00%2.92%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%
SUOP.L
iShares $ Corp Bond ESG SRI UCITS ETF GBP Hedged Inc
4.92%4.74%4.68%4.13%4.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUOP.L and IE15.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IE15.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IE15.L is cheaper with a 0.20% expense ratio, compared with 1.00% for SUOP.L.

SUOP.L tracks iShares $ Corp Bond ESG SRI UCITS ETF GBP Hedged Inc, while IE15.L tracks iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist). Their fees differ too: 1.00% for SUOP.L and 0.20% for IE15.L.

Portfolio Optimizer

Find the right allocation for SUOP.L and IE15.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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