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CBSE.L vs. SUKC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBSE.L vs. SUKC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBSE.L is traded in GBp, while SUKC.L is traded in GBP. To make them comparable, the SUKC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBSE.L achieves a -0.05% return, which is significantly lower than SUKC.L's 1.35% return.


CBSE.L

1D
0.20%
1M
0.42%
YTD
-0.05%
6M
0.24%
1Y
3.59%
3Y*
5.42%
5Y*
0.03%
10Y*

SUKC.L

1D
-0.10%
1M
0.58%
YTD
1.35%
6M
1.72%
1Y
4.59%
3Y*
6.73%
5Y*
2.57%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBSE.L vs. SUKC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
-0.05%8.60%-0.01%5.96%-10.95%-7.70%8.93%2.37%-1.04%-7.75%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
1.35%6.37%4.84%7.17%-5.78%-0.79%3.08%4.66%-0.45%1.83%

Correlation

The correlation between CBSE.L and SUKC.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.25

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2017

0.31

Over the past year, the correlation between CBSE.L and SUKC.L has dropped to 0.10 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

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Return for Risk

CBSE.L vs. SUKC.L — Risk / Return Rank

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

CBSE.L
CBSE.L Risk / Return Rank: 2020
Overall Rank
CBSE.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CBSE.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
CBSE.L Omega Ratio Rank: 1919
Omega Ratio Rank
CBSE.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
CBSE.L Martin Ratio Rank: 1919
Martin Ratio Rank

SUKC.L
SUKC.L Risk / Return Rank: 3131
Overall Rank
SUKC.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 2222
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 3737
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.

CBSE.L vs. SUKC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.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.


CBSE.LSUKC.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratioReturn relative to maximum drawdown

0.87

2.21

-1.34

Martin ratioReturn relative to average drawdown

2.13

5.26

-3.13

CBSE.L vs. SUKC.L - Sharpe Ratio Comparison

The current CBSE.L Sharpe Ratio is 0.75, which is comparable to the SUKC.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CBSE.L and SUKC.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

CBSE.L vs. SUKC.L - Drawdown Comparison

The maximum CBSE.L drawdown since its inception was -24.02%, which is greater than SUKC.L's maximum drawdown of -11.60%. Use the drawdown chart below to compare losses from any high point for CBSE.L and SUKC.L.


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Drawdown Indicators


CBSE.LSUKC.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.02%

-11.60%

-12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-2.07%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.12%

-2.07%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-11.60%

-7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-11.60%

Current Drawdown

Current decline from peak

-7.32%

-0.10%

-7.22%

Average Drawdown

Average peak-to-trough decline

-11.05%

-1.30%

-9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

0.87%

+0.81%

Volatility

CBSE.L vs. SUKC.L - Volatility Comparison

UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis (CBSE.L) has a higher volatility of 1.26% compared to SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) at 1.03%. This indicates that CBSE.L's price experiences larger fluctuations and is considered to be riskier than SUKC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBSE.LSUKC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.03%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.76%

3.74%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

6.09%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

4.55%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.69%

4.52%

+4.17%

CBSE.L vs. SUKC.L - Expense Ratio Comparison

Both CBSE.L and SUKC.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

CBSE.L vs. SUKC.L - Dividend Comparison

CBSE.L's dividend yield for the trailing twelve months is around 3.49%, less than SUKC.L's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
CBSE.L
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) A-dis
3.49%3.72%3.18%1.80%0.58%0.59%0.61%1.03%1.42%0.48%0.00%0.00%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
4.66%4.61%4.41%3.05%1.76%1.77%1.97%1.93%1.88%2.43%2.40%2.55%

Frequently Asked Questions


CBSE.L and SUKC.L have a correlation of 0.10, 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.

CBSE.L and SUKC.L have the same expense ratio: 0.20% per year.

CBSE.L tracks Bloomberg Euro Corp TR EUR, while SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR. They also come from different issuers: UBS and State Street.

Portfolio Optimizer

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