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

Performance

FRUC.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 (FRUC.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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Different Trading Currencies

FRUC.L is traded in GBP, while SUSU.L is traded in USD. To make them comparable, the SUSU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRUC.L achieves a 0.15% return, which is significantly lower than SUSU.L's 1.44% return.


FRUC.L

1D
0.17%
1M
1.65%
YTD
0.15%
6M
-0.05%
1Y
6.26%
3Y*
2.25%
5Y*
1.25%
10Y*

SUSU.L

1D
0.02%
1M
1.18%
YTD
1.44%
6M
0.78%
1Y
5.19%
3Y*
2.51%
5Y*
3.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
FRUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF
0.15%0.24%3.75%1.75%-5.43%-1.01%6.06%10.92%-1.53%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
1.44%-2.01%7.23%-0.02%9.51%0.75%0.19%0.28%-1.07%

Correlation

The correlation between FRUC.L and SUSU.L is 0.62, 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

0.62

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

0.60

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

0.60

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.63

The correlation between FRUC.L and SUSU.L has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

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Return for Risk

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

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

FRUC.L
FRUC.L Risk / Return Rank: 2727
Overall Rank
FRUC.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FRUC.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
FRUC.L Omega Ratio Rank: 2727
Omega Ratio Rank
FRUC.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
FRUC.L Martin Ratio Rank: 2525
Martin Ratio Rank

SUSU.L
SUSU.L Risk / Return Rank: 9393
Overall Rank
SUSU.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9393
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9393
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.

FRUC.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 (FRUC.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.


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

+0.22

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratioReturn relative to maximum drawdown

1.34

1.02

+0.32

Martin ratioReturn relative to average drawdown

3.21

2.91

+0.30

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

The current FRUC.L Sharpe Ratio is 1.01, which is comparable to the SUSU.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FRUC.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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Sharpe Ratios by Period


FRUC.LSUSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.79

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.47

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.25

0.00

Drawdowns

FRUC.L vs. SUSU.L - Drawdown Comparison

The maximum FRUC.L drawdown since its inception was -17.34%, which is greater than SUSU.L's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for FRUC.L and SUSU.L.


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Drawdown Indicators


FRUC.LSUSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.34%

-15.77%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.65%

-5.06%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-8.76%

-9.14%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

-15.77%

+2.51%

Current Drawdown

Current decline from peak

-7.39%

-4.57%

-2.82%

Average Drawdown

Average peak-to-trough decline

-8.18%

-6.97%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.78%

+0.17%

Volatility

FRUC.L vs. SUSU.L - Volatility Comparison

The current volatility for Franklin USD Investment Grade Corporate Bond UCITS ETF (FRUC.L) is 1.66%, while iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) has a volatility of 1.87%. This indicates that FRUC.L experiences smaller price fluctuations and is considered to be less risky 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


FRUC.LSUSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.87%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.57%

5.03%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.20%

6.55%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

8.35%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.61%

8.59%

+1.02%

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

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


Dividends

FRUC.L vs. SUSU.L - Dividend Comparison

FRUC.L's dividend yield for the trailing twelve months is around 4.01%, less than SUSU.L's 4.49% yield.


PositionTTM20252024202320222021202020192018
FRUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF
4.01%4.02%4.19%3.44%2.71%2.13%2.42%3.45%1.64%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
4.49%4.60%4.71%4.01%1.59%0.82%2.24%2.90%0.00%

Frequently Asked Questions


FRUC.L and SUSU.L have a correlation of 0.62, 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 FRUC.L.

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

Portfolio Optimizer

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