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CE31.L vs. USSC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE31.L vs. USSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE31.L is traded in GBp, while USSC.L is traded in USD. To make them comparable, the USSC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE31.L achieves a -0.69% return, which is significantly lower than USSC.L's 14.21% return. Over the past 10 years, CE31.L has underperformed USSC.L with an annualized return of 1.34%, while USSC.L has yielded a comparatively higher 12.72% annualized return.


CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%

USSC.L

1D
0.73%
1M
2.58%
YTD
14.21%
6M
13.60%
1Y
38.05%
3Y*
16.77%
5Y*
10.83%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. USSC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%
USSC.L
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
14.21%6.56%10.22%17.02%0.54%36.50%5.57%18.50%-10.28%0.29%

Correlation

The correlation between CE31.L and USSC.L is -0.01, 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

-0.01

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

-0.02

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

-0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2015

0.01

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Return for Risk

CE31.L vs. USSC.L — Risk / Return Rank

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
Martin Ratio Rank

USSC.L
USSC.L Risk / Return Rank: 7575
Overall Rank
USSC.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
USSC.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
USSC.L Omega Ratio Rank: 6666
Omega Ratio Rank
USSC.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
USSC.L Martin Ratio Rank: 7676
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.

CE31.L vs. USSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.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.


CE31.LUSSC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.15

1.42

-0.27

Calmar ratioReturn relative to maximum drawdown

1.40

5.31

-3.91

Martin ratioReturn relative to average drawdown

3.13

17.68

-14.55

CE31.L vs. USSC.L - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is lower than the USSC.L Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CE31.L and USSC.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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Sharpe Ratios by Period


CE31.LUSSC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.41

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.53

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.57

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.53

-0.45

Drawdowns

CE31.L vs. USSC.L - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum USSC.L drawdown of -43.40%. Use the drawdown chart below to compare losses from any high point for CE31.L and USSC.L.


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Drawdown Indicators


CE31.LUSSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-43.40%

+25.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-7.13%

+4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-28.91%

+25.86%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-28.91%

+22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

-43.40%

+30.26%

Current Drawdown

Current decline from peak

-3.78%

0.00%

-3.78%

Average Drawdown

Average peak-to-trough decline

-7.24%

-7.95%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.15%

-0.98%

Volatility

CE31.L vs. USSC.L - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.27%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) has a volatility of 3.69%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than USSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE31.LUSSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

3.69%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

10.24%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

15.72%

-11.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

20.60%

-15.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

22.18%

-15.11%

CE31.L vs. USSC.L - Expense Ratio Comparison

CE31.L has a 0.15% expense ratio, which is lower than USSC.L's 0.30% expense ratio.


Dividends

CE31.L vs. USSC.L - Dividend Comparison

Neither CE31.L nor USSC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CE31.L and USSC.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CE31.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CE31.L is cheaper with a 0.15% expense ratio, compared with 0.30% for USSC.L.

CE31.L is categorized as European Government Bonds, while USSC.L is Small Cap Value Equities. CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while USSC.L tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for CE31.L and 0.30% for USSC.L.

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