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

Performance

UKCO.L vs. IE15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg Sterling Corporate Bond UCITS ETF (UKCO.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

UKCO.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, UKCO.L achieves a -0.09% return, which is significantly higher than IE15.L's -3.61% return. Over the past 10 years, UKCO.L has outperformed IE15.L with an annualized return of 1.28%, while IE15.L has yielded a comparatively lower 0.87% annualized return.


UKCO.L

1D
0.18%
1M
-0.97%
6M
-1.05%
YTD
-0.09%
1Y
3.80%
3Y*
5.89%
5Y*
-1.17%
10Y*
1.28%

IE15.L

1D
0.08%
1M
-1.95%
6M
-1.79%
YTD
-3.61%
1Y
-1.93%
3Y*
3.08%
5Y*
0.52%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UKCO.L
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
-0.09%6.81%1.66%8.84%-19.34%-3.36%8.76%11.27%-2.43%4.28%
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
-3.61%8.96%-0.40%3.66%-3.03%-6.25%6.78%-3.20%0.33%5.17%

Correlation

The correlation between UKCO.L and IE15.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.24

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

0.26

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

0.24

Correlation (All Time)
Calculated using the full available price history since May 17, 2012

0.23

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Return for Risk

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

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

UKCO.L
UKCO.L Risk / Return Rank: 2424
Overall Rank
UKCO.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
UKCO.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
UKCO.L Omega Ratio Rank: 2222
Omega Ratio Rank
UKCO.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
UKCO.L Martin Ratio Rank: 2626
Martin Ratio Rank

IE15.L
IE15.L Risk / Return Rank: 88
Overall Rank
IE15.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IE15.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IE15.L Omega Ratio Rank: 88
Omega Ratio Rank
IE15.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IE15.L Martin Ratio Rank: 99
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Sterling Corporate Bond UCITS ETF (UKCO.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.


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

+1.09

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.12

0.93

+0.19

Calmar ratioReturn relative to maximum drawdown

0.90

-0.39

+1.29

Martin ratioReturn relative to average drawdown

2.52

-0.82

+3.33

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

The current UKCO.L Sharpe Ratio is 0.66, which is higher than the IE15.L Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of UKCO.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

UKCO.L vs. IE15.L - Drawdown Comparison

The maximum UKCO.L drawdown since its inception was -30.78%, 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 UKCO.L and IE15.L.


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Drawdown Indicators


UKCO.LIE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-16.54%

-14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-4.93%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-4.19%

-4.93%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-9.97%

-19.92%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

-15.62%

-15.16%

Current Drawdown

Current decline from peak

-8.24%

-4.74%

-3.50%

Average Drawdown

Average peak-to-trough decline

-6.38%

-6.69%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

2.36%

-0.85%

Volatility

UKCO.L vs. IE15.L - Volatility Comparison

SPDR Bloomberg Sterling Corporate Bond UCITS ETF (UKCO.L) has a higher volatility of 1.53% compared to iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) at 1.19%. This indicates that UKCO.L's price experiences larger fluctuations and is considered to be riskier 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


UKCO.LIE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.19%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

3.19%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

4.47%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

5.52%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

6.85%

+1.37%

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

Both UKCO.L and IE15.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

UKCO.L vs. IE15.L - Dividend Comparison

UKCO.L's dividend yield for the trailing twelve months is around 4.61%, more than IE15.L's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IE15.L
iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)
1.51%2.92%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%
UKCO.L
SPDR Bloomberg Sterling Corporate Bond UCITS ETF
4.61%4.39%4.11%3.30%2.79%2.28%2.40%2.51%2.69%3.09%3.17%3.50%

Frequently Asked Questions


UKCO.L and IE15.L have a correlation of 0.27, 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.

UKCO.L and IE15.L have the same expense ratio: 0.20% per year.

UKCO.L is categorized as European Corporate Bonds, while IE15.L is Short-Term Bond. UKCO.L tracks Markit iBoxx GBP NonGilts TR, while IE15.L tracks BBG Euro Corp 1-5 Yrs (EUR). They also come from different issuers: State Street and iShares.

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