PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) Sharpe Ratio: 1.34

SUSS.L's Sharpe Ratio of 1.34 indicates that for each unit of volatility, it generates 1.34 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 4, 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.

SUSS.L Sharpe Ratio Rank

SUSS.L Sharpe Ratio Rank: 72.172
Above Average

SUSS.L ranks above 72.1% 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

SUSS.L Sharpe Ratio Market Positioning

The chart shows SUSS.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%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.81+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)'s Sharpe Ratio with other ETFs in the European Corporate Bonds category across multiple time periods, showing how SUSS.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 Apr 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SEUC.LSPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF2.04
IS15.LiShares GBP Corporate Bond 0-5yr UCITS ETF1.68
GBP5.LL&G ESG GBP Corporate Bond 0-5 Year UCITS ETF1.52
SE15.LiShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)1.43
IEBC.LiShares Core Euro Corporate Bond UCITS ETF (Dist)1.43
J15R.LJPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF1.36
JRBE.LJPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF1.35
CBSE.LUBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis1.34
SUSS.LiShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)1.34
VECA.LVanguard EUR Corporate Bond UCITS ETF Accumulating1.33

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SUSS.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 SUSS.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...

Explore SUSS.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SUSS.L Sortino Ratio