EUCO.L vs. SUSS.L
EUCO.L (SPDR Bloomberg Euro Corporate Bond UCITS ETF) and SUSS.L (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds - EUCO.L tracks the Bloomberg Euro Corp TR EUR while SUSS.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 10 years, EUCO.L returned 1.02%/yr vs 0.91%/yr for SUSS.L. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.12% expense ratio.
Performance
EUCO.L vs. SUSS.L - Performance Comparison
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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%
EUCO.L vs. SUSS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
EUCO.L vs. SUSS.L — Risk / Return Rank
EUCO.L
SUSS.L
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.L | SUSS.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUCO.L | SUSS.L | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| EUCO.L | SUSS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.45% | -0.10% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -1.19% | -2.67% |
Ulcer IndexDepth 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.
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Volatility by Period
| EUCO.L | SUSS.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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