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FLUC.L vs. SUSU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLUC.L vs. SUSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin USD Investment Grade Corporate Bond UCITS ETF (FLUC.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLUC.L achieves a -1.26% return, which is significantly lower than SUSU.L's 1.38% return.


FLUC.L

1D
-1.05%
1M
-1.47%
6M
-1.26%
YTD
-1.26%
1Y
3.65%
3Y*
4.32%
5Y*
-0.47%
10Y*

SUSU.L

1D
0.20%
1M
0.20%
6M
1.38%
YTD
1.38%
1Y
4.12%
3Y*
5.21%
5Y*
2.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUC.L vs. SUSU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF
-1.26%7.46%2.08%7.77%-15.53%-2.24%9.76%14.52%0.36%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
1.38%5.55%5.45%5.18%-2.19%-0.16%3.27%4.16%-0.40%

Correlation

The correlation between FLUC.L and SUSU.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

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

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.32

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Return for Risk

FLUC.L vs. SUSU.L — Risk / Return Rank

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

FLUC.L
FLUC.L Risk / Return Rank: 2626
Overall Rank
FLUC.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLUC.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLUC.L Omega Ratio Rank: 2121
Omega Ratio Rank
FLUC.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
FLUC.L Martin Ratio Rank: 3232
Martin Ratio Rank

SUSU.L
SUSU.L Risk / Return Rank: 9292
Overall Rank
SUSU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9595
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9595
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.

FLUC.L vs. SUSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin USD Investment Grade Corporate Bond UCITS ETF (FLUC.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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.


FLUC.LSUSU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.13

1.58

-0.45

Calmar ratioReturn relative to maximum drawdown

1.38

6.92

-5.54

Martin ratioReturn relative to average drawdown

3.77

24.22

-20.45

FLUC.L vs. SUSU.L - Sharpe Ratio Comparison

The current FLUC.L Sharpe Ratio is 0.71, which is lower than the SUSU.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of FLUC.L and SUSU.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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Drawdowns

FLUC.L vs. SUSU.L - Drawdown Comparison

The maximum FLUC.L drawdown since its inception was -22.30%, which is greater than SUSU.L's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for FLUC.L and SUSU.L.


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Drawdown Indicators


FLUC.LSUSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-8.32%

-13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-0.59%

-2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-1.38%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-4.67%

-17.45%

Current Drawdown

Current decline from peak

-3.60%

0.00%

-3.60%

Average Drawdown

Average peak-to-trough decline

-6.53%

-0.63%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.17%

+0.78%

Volatility

FLUC.L vs. SUSU.L - Volatility Comparison

Franklin USD Investment Grade Corporate Bond UCITS ETF (FLUC.L) has a higher volatility of 1.70% compared to iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) at 0.40%. This indicates that FLUC.L's price experiences larger fluctuations and is considered to be riskier than SUSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLUC.LSUSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

0.40%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

1.50%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

1.91%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.78%

3.14%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

3.43%

+3.66%

FLUC.L vs. SUSU.L - Expense Ratio Comparison

FLUC.L has a 0.35% expense ratio, which is higher than SUSU.L's 0.12% expense ratio.


Dividends

FLUC.L vs. SUSU.L - Dividend Comparison

FLUC.L's dividend yield for the trailing twelve months is around 4.26%, less than SUSU.L's 4.47% yield.


PositionTTM20252024202320222021202020192018
FLUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF
4.26%4.01%4.26%3.38%2.76%2.17%2.29%3.37%1.61%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
4.47%4.60%4.71%4.01%1.59%0.82%2.24%2.90%0.00%

Frequently Asked Questions


FLUC.L and SUSU.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.35% for FLUC.L.

FLUC.L tracks Franklin USD Investment Grade Corporate Bond UCITS ETF, while SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.35% for FLUC.L and 0.12% for SUSU.L.

Portfolio Optimizer

Find the right allocation for FLUC.L and SUSU.L

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