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SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) Sharpe Ratio: 1.81

ETF · Currency in EUR · Last updated Jun 26, 2026

SEUC.L is a passive ETF by State Street tracking the investment results of the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. SEUC.L launched on Aug 27, 2013 and has a 0.20% expense ratio.

SEUC.L's Sharpe Ratio of 1.81 indicates that for each unit of volatility, it generates 1.81 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SEUC.L Sharpe Ratio Rank

SEUC.L Sharpe Ratio Rank: 62.262
Above Average

SEUC.L ranks above 62.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

SEUC.L Sharpe Ratio Market Positioning

The chart shows SEUC.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.84+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF's Sharpe Ratio with other ETFs in the European Corporate Bonds category across multiple time periods, showing how SEUC.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SEUC.LSPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF1.81
IS15.LiShares GBP Corporate Bond 0-5yr UCITS ETF1.69
GBP5.LL&G ESG GBP Corporate Bond 0-5 Year UCITS ETF1.31
IGBE.LInvesco GBP Corporate Bond ESG UCITS ETF Dist0.92
XBLC.LXtrackers II EUR Corporate Bond UCITS ETF 1C0.82
UKCO.LSPDR Bloomberg Sterling Corporate Bond UCITS ETF0.80
EUCO.LSPDR Bloomberg Euro Corporate Bond UCITS ETF0.78
J15R.LJPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF0.78
IBCX.LiShares Euro Corporate Bond Large Cap UCITS ETF0.78
SUKC.LSPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF0.75

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SEUC.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SEUC.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SEUC.L fit in your portfolio?

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