PortfoliosLab logoPortfoliosLab logo
FLRG.L vs. SUOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRG.L vs. SUOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) and iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FLRG.L is traded in EUR, while SUOG.L is traded in GBP. To make them comparable, the SUOG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLRG.L achieves a 0.63% return, which is significantly lower than SUOG.L's 4.04% return.


FLRG.L

1D
-0.04%
1M
-0.62%
6M
0.17%
YTD
0.63%
1Y
1.22%
3Y*
3.27%
5Y*
-2.18%
10Y*

SUOG.L

1D
-0.18%
1M
1.34%
6M
2.92%
YTD
4.04%
1Y
4.92%
3Y*
6.30%
5Y*
1.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRG.L vs. SUOG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLRG.L
Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)
0.63%0.59%2.78%7.71%-18.99%-3.01%5.46%-0.81%
SUOG.L
iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)
4.04%-0.29%10.49%11.21%-16.84%5.93%-2.80%8.46%

Correlation

The correlation between FLRG.L and SUOG.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.53

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2019

0.46

The correlation between FLRG.L and SUOG.L shifts across timeframes, from 0.46 (all time) to 0.56 (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

FLRG.L vs. SUOG.L — Risk / Return Rank

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

FLRG.L
FLRG.L Risk / Return Rank: 1818
Overall Rank
FLRG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FLRG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FLRG.L Omega Ratio Rank: 1616
Omega Ratio Rank
FLRG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
FLRG.L Martin Ratio Rank: 2020
Martin Ratio Rank

SUOG.L
SUOG.L Risk / Return Rank: 3636
Overall Rank
SUOG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SUOG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SUOG.L Omega Ratio Rank: 3636
Omega Ratio Rank
SUOG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SUOG.L Martin Ratio Rank: 4141
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.

FLRG.L vs. SUOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) and iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.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.


FLRG.LSUOG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratioReturn relative to maximum drawdown

0.58

1.80

-1.23

Martin ratioReturn relative to average drawdown

1.62

5.10

-3.48

FLRG.L vs. SUOG.L - Sharpe Ratio Comparison

The current FLRG.L Sharpe Ratio is 0.40, which is lower than the SUOG.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FLRG.L and SUOG.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...

Drawdowns

FLRG.L vs. SUOG.L - Drawdown Comparison

The maximum FLRG.L drawdown since its inception was -23.17%, roughly equal to the maximum SUOG.L drawdown of -24.02%. Use the drawdown chart below to compare losses from any high point for FLRG.L and SUOG.L.


Loading charts...

Drawdown Indicators


FLRG.LSUOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.17%

-24.02%

+0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-2.72%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-3.41%

-6.01%

+2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-19.99%

-2.64%

Current Drawdown

Current decline from peak

-12.19%

-0.47%

-11.72%

Average Drawdown

Average peak-to-trough decline

-10.42%

-5.92%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.96%

-0.07%

Volatility

FLRG.L vs. SUOG.L - Volatility Comparison

The current volatility for Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) is 1.02%, while iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L) has a volatility of 1.29%. This indicates that FLRG.L experiences smaller price fluctuations and is considered to be less risky than SUOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLRG.LSUOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.29%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

3.82%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

5.39%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

7.83%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

9.30%

-4.31%

FLRG.L vs. SUOG.L - Expense Ratio Comparison

FLRG.L has a 0.25% expense ratio, which is higher than SUOG.L's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLRG.L vs. SUOG.L - Dividend Comparison

FLRG.L has not paid dividends to shareholders, while SUOG.L's dividend yield for the trailing twelve months is around 3.22%.


PositionTTM2025202420232022202120202019
FLRG.L
Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUOG.L
iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)
3.22%3.19%3.12%2.48%0.81%0.44%0.55%0.13%

Frequently Asked Questions


FLRG.L and SUOG.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUOG.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUOG.L is cheaper with a 0.16% expense ratio, compared with 0.25% for FLRG.L.

FLRG.L is categorized as Global Bonds, while SUOG.L is European Corporate Bonds. FLRG.L tracks Bloomberg Global Aggregate EUR Green Bond Index, while SUOG.L tracks Bloomberg MSCI Euro Corporate ESG SRI Index. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.25% for FLRG.L and 0.16% for SUOG.L.

Portfolio Optimizer

Find the right allocation for FLRG.L and SUOG.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