PortfoliosLab logoPortfoliosLab logo
EUCO.L vs. SUSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUCO.L vs. SUSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EUCO.L is traded in EUR, while SUSS.L is traded in GBp. To make them comparable, the SUSS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EUCO.L having a 0.53% return and SUSS.L slightly higher at 0.55%. Over the past 10 years, EUCO.L has outperformed SUSS.L with an annualized return of 1.02%, while SUSS.L has yielded a comparatively lower 0.91% annualized return.


EUCO.L

1D
0.09%
1M
0.70%
YTD
0.53%
6M
0.41%
1Y
1.90%
3Y*
4.56%
5Y*
0.01%
10Y*
1.02%

SUSS.L

1D
0.11%
1M
0.48%
YTD
0.55%
6M
0.83%
1Y
1.98%
3Y*
3.70%
5Y*
1.61%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUCO.L vs. SUSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
0.53%2.91%4.46%7.64%-13.67%-1.21%2.64%6.74%-1.39%2.08%
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
0.55%2.75%4.31%4.31%-3.44%-0.67%0.22%1.90%-0.80%-0.52%

Correlation

The correlation between EUCO.L and SUSS.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.28

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

0.30

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2016

0.19

The correlation between EUCO.L and SUSS.L shifts across timeframes, from 0.19 (all time) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUCO.L vs. SUSS.L — Risk / Return Rank

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

EUCO.L
EUCO.L Risk / Return Rank: 1919
Overall Rank
EUCO.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EUCO.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUCO.L Omega Ratio Rank: 1919
Omega Ratio Rank
EUCO.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUCO.L Martin Ratio Rank: 2121
Martin Ratio Rank

SUSS.L
SUSS.L Risk / Return Rank: 3434
Overall Rank
SUSS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SUSS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SUSS.L Omega Ratio Rank: 3131
Omega Ratio Rank
SUSS.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SUSS.L Martin Ratio Rank: 3131
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.

EUCO.L vs. SUSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.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.


EUCO.LSUSS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratioReturn relative to maximum drawdown

0.71

1.72

-1.01

Martin ratioReturn relative to average drawdown

2.45

6.00

-3.54

EUCO.L vs. SUSS.L - Sharpe Ratio Comparison

The current EUCO.L Sharpe Ratio is 0.59, which is comparable to the SUSS.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EUCO.L and SUSS.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.


Loading charts...

Sharpe Ratios by Period


EUCO.LSUSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.84

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.45

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.21

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.20

+0.07

Drawdowns

EUCO.L vs. SUSS.L - Drawdown Comparison

The maximum EUCO.L drawdown since its inception was -17.53%, which is greater than SUSS.L's maximum drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for EUCO.L and SUSS.L.


Loading charts...

Drawdown Indicators


EUCO.LSUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.53%

-8.91%

-8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-1.15%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

-1.16%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.53%

-6.27%

-11.26%

Max Drawdown (10Y)

Largest decline over 10 years

-17.53%

-8.91%

-8.62%

Current Drawdown

Current decline from peak

-1.45%

-0.10%

-1.35%

Average Drawdown

Average peak-to-trough decline

-3.86%

-1.19%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.33%

+0.44%

Volatility

EUCO.L vs. SUSS.L - Volatility Comparison

SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) has a higher volatility of 1.18% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) at 1.00%. This indicates that EUCO.L's price experiences larger fluctuations and is considered to be riskier than SUSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUCO.LSUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.00%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

1.80%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

2.35%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

3.58%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

4.28%

+0.17%

EUCO.L vs. SUSS.L - Expense Ratio Comparison

Both EUCO.L and SUSS.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EUCO.L vs. SUSS.L - Dividend Comparison

EUCO.L's dividend yield for the trailing twelve months is around 3.26%, more than SUSS.L's 2.94% yield.


PositionTTM20252024202320222021202020192018201720162015
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
3.26%3.25%3.07%2.13%0.96%0.89%0.86%1.38%0.89%1.21%1.36%1.71%
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
2.94%2.99%3.00%1.95%0.31%0.13%0.23%0.28%0.13%0.12%0.17%0.00%

Frequently Asked Questions


EUCO.L and SUSS.L have a correlation of 0.26, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUCO.L and SUSS.L have the same expense ratio: 0.12% per year.

EUCO.L tracks Bloomberg Euro Corp TR EUR, while SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

Find the right allocation for EUCO.L and SUSS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer