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AT1.L vs. SUSU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AT1.L vs. SUSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco USD AT1 CoCo Bond UCITS ETF Acc (AT1.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AT1.L achieves a 1.86% return, which is significantly higher than SUSU.L's 1.38% return.


AT1.L

1D
0.18%
1M
-0.12%
6M
1.66%
YTD
1.86%
1Y
7.19%
3Y*
10.80%
5Y*
2.84%
10Y*

SUSU.L

1D
0.20%
1M
0.20%
6M
1.38%
YTD
1.38%
1Y
4.12%
3Y*
5.21%
5Y*
2.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AT1.L vs. SUSU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AT1.L
Invesco USD AT1 CoCo Bond UCITS ETF Acc
1.86%11.12%10.24%2.35%-9.50%3.30%8.76%18.10%0.96%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
1.38%5.55%5.45%5.18%-2.19%-0.16%3.27%4.16%-0.40%

Correlation

The correlation between AT1.L and SUSU.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.12

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

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.12

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Return for Risk

AT1.L vs. SUSU.L — Risk / Return Rank

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

AT1.L
AT1.L Risk / Return Rank: 4848
Overall Rank
AT1.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AT1.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
AT1.L Omega Ratio Rank: 4646
Omega Ratio Rank
AT1.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
AT1.L Martin Ratio Rank: 6161
Martin Ratio Rank

SUSU.L
SUSU.L Risk / Return Rank: 9292
Overall Rank
SUSU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9595
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9595
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.

AT1.L vs. SUSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco USD AT1 CoCo Bond UCITS ETF Acc (AT1.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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.


AT1.LSUSU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.25

1.58

-0.34

Calmar ratioReturn relative to maximum drawdown

2.09

6.92

-4.82

Martin ratioReturn relative to average drawdown

8.50

24.22

-15.73

AT1.L vs. SUSU.L - Sharpe Ratio Comparison

The current AT1.L Sharpe Ratio is 1.23, which is lower than the SUSU.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of AT1.L and SUSU.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

AT1.L vs. SUSU.L - Drawdown Comparison

The maximum AT1.L drawdown since its inception was -28.14%, which is greater than SUSU.L's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for AT1.L and SUSU.L.


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Drawdown Indicators


AT1.LSUSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.14%

-8.32%

-19.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.51%

-0.59%

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.26%

-1.38%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.13%

-4.67%

-20.46%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-4.57%

-0.63%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.17%

+0.70%

Volatility

AT1.L vs. SUSU.L - Volatility Comparison

Invesco USD AT1 CoCo Bond UCITS ETF Acc (AT1.L) has a higher volatility of 1.27% compared to iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) at 0.40%. This indicates that AT1.L's price experiences larger fluctuations and is considered to be riskier than SUSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AT1.LSUSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.40%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

5.39%

1.50%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.96%

1.91%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.48%

3.14%

+6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.18%

3.43%

+7.75%

AT1.L vs. SUSU.L - Expense Ratio Comparison

AT1.L has a 0.39% expense ratio, which is higher than SUSU.L's 0.12% expense ratio.


Dividends

AT1.L vs. SUSU.L - Dividend Comparison

AT1.L has not paid dividends to shareholders, while SUSU.L's dividend yield for the trailing twelve months is around 4.47%.


PositionTTM2025202420232022202120202019
AT1.L
Invesco USD AT1 CoCo Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
4.47%4.60%4.71%4.01%1.59%0.82%2.24%2.90%

Frequently Asked Questions


AT1.L and SUSU.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.39% for AT1.L.

AT1.L is categorized as Preferred Stock/Convertible Bonds, while SUSU.L is Corporate Bonds. AT1.L tracks iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap) Index, while SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for AT1.L and 0.12% for SUSU.L.

Portfolio Optimizer

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