PortfoliosLab logoPortfoliosLab logo
FLO5.L vs. SUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLO5.L vs. SUSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Floating Rate Bond UCITS ETF (FLO5.L) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FLO5.L is traded in GBp, while SUSD.L is traded in GBP. To make them comparable, the SUSD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLO5.L achieves a -0.05% return, which is significantly lower than SUSD.L's 1.34% return.


FLO5.L

1D
0.03%
1M
-0.74%
YTD
-0.05%
6M
-0.55%
1Y
1.25%
3Y*
-2.38%
5Y*
1.22%
10Y*

SUSD.L

1D
0.05%
1M
1.28%
YTD
1.34%
6M
0.97%
1Y
5.41%
3Y*
2.52%
5Y*
4.04%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLO5.L vs. SUSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
-0.05%-6.83%1.88%-4.56%11.92%1.15%-4.18%-2.07%4.95%0.57%
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
1.34%-1.69%7.18%-0.46%9.68%1.10%-0.39%1.34%7.32%0.49%

Correlation

The correlation between FLO5.L and SUSD.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.95

The correlation between FLO5.L and SUSD.L has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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

FLO5.L vs. SUSD.L — Risk / Return Rank

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

FLO5.L
FLO5.L Risk / Return Rank: 1111
Overall Rank
FLO5.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FLO5.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
FLO5.L Omega Ratio Rank: 1111
Omega Ratio Rank
FLO5.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLO5.L Martin Ratio Rank: 1111
Martin Ratio Rank

SUSD.L
SUSD.L Risk / Return Rank: 2525
Overall Rank
SUSD.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SUSD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SUSD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SUSD.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUSD.L Martin Ratio Rank: 2525
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.

FLO5.L vs. SUSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Floating Rate Bond UCITS ETF (FLO5.L) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.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.


FLO5.LSUSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.04

1.15

-0.12

Calmar ratioReturn relative to maximum drawdown

0.19

1.26

-1.08

Martin ratioReturn relative to average drawdown

0.38

3.31

-2.93

FLO5.L vs. SUSD.L - Sharpe Ratio Comparison

The current FLO5.L Sharpe Ratio is 0.17, which is lower than the SUSD.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FLO5.L and SUSD.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


FLO5.LSUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.87

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.49

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.40

-0.38

Drawdowns

FLO5.L vs. SUSD.L - Drawdown Comparison

The maximum FLO5.L drawdown since its inception was -20.77%, which is greater than SUSD.L's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for FLO5.L and SUSD.L.


Loading charts...

Drawdown Indicators


FLO5.LSUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-15.18%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-4.27%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-13.32%

-9.03%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-15.18%

-5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-15.18%

Current Drawdown

Current decline from peak

-19.14%

-3.84%

-15.30%

Average Drawdown

Average peak-to-trough decline

-9.77%

-5.84%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

1.63%

+1.67%

Volatility

FLO5.L vs. SUSD.L - Volatility Comparison

iShares USD Floating Rate Bond UCITS ETF (FLO5.L) has a higher volatility of 2.80% compared to SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) at 1.75%. This indicates that FLO5.L's price experiences larger fluctuations and is considered to be riskier than SUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLO5.LSUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.75%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

4.50%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

6.19%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

8.17%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.16%

9.23%

-0.07%

FLO5.L vs. SUSD.L - Expense Ratio Comparison

FLO5.L has a 0.10% expense ratio, which is lower than SUSD.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLO5.L vs. SUSD.L - Dividend Comparison

FLO5.L's dividend yield for the trailing twelve months is around 0.05%, less than SUSD.L's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
0.05%0.05%0.06%0.06%0.01%0.01%0.02%0.03%0.02%0.00%0.00%0.00%
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.60%4.91%4.20%3.11%1.14%1.80%2.77%2.57%1.66%1.74%1.28%1.00%

Frequently Asked Questions


With a correlation of 0.95, FLO5.L and SUSD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FLO5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLO5.L is cheaper with a 0.10% expense ratio, compared with 0.12% for SUSD.L.

FLO5.L tracks Bloomberg US Corp Bond TR USD, while SUSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for FLO5.L and 0.12% for SUSD.L.

Portfolio Optimizer

Find the right allocation for FLO5.L and SUSD.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