FVUG.L vs. SGSU.L
FVUG.L (Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)) and SGSU.L (iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist)) are both Global Bonds funds - FVUG.L tracks the Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) while SGSU.L tracks the iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist). Both are passively managed. Over the past 5 years, FVUG.L returned -2.41%/yr vs 2.57%/yr for SGSU.L. At a 0.20 correlation, their price movements are largely independent. FVUG.L charges 0.25%/yr vs 0.17%/yr for SGSU.L.
Performance
FVUG.L vs. SGSU.L - Performance Comparison
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Returns By Period
In the year-to-date period, FVUG.L achieves a -2.28% return, which is significantly lower than SGSU.L's 1.67% return.
FVUG.L
- 1D
- -0.71%
- 1M
- -2.23%
- 6M
- -2.05%
- YTD
- -2.28%
- 1Y
- -0.85%
- 3Y*
- 2.92%
- 5Y*
- -2.41%
- 10Y*
- —
SGSU.L
- 1D
- 0.20%
- 1M
- 0.41%
- 6M
- 1.46%
- YTD
- 1.67%
- 1Y
- 3.86%
- 3Y*
- 4.96%
- 5Y*
- 2.57%
- 10Y*
- —
FVUG.L vs. SGSU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FVUG.L Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) | -2.28% | 5.85% | -1.90% | 5.64% | -14.50% | -9.35% | 11.32% | -4.47% |
SGSU.L iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) | 1.67% | 5.12% | 5.16% | 4.29% | -2.66% | -0.43% | 2.44% | 0.80% |
Correlation
The correlation between FVUG.L and SGSU.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019 | 0.20 |
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Return for Risk
FVUG.L vs. SGSU.L — Risk / Return Rank
FVUG.L
SGSU.L
FVUG.L vs. SGSU.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) (FVUG.L) and iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.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.
| FVUG.L | SGSU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.71 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 9.24 | -9.44 |
| Martin ratioReturn relative to average drawdown | -0.45 | 28.95 | -29.40 |
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Drawdowns
FVUG.L vs. SGSU.L - Drawdown Comparison
The maximum FVUG.L drawdown since its inception was -27.48%, which is greater than SGSU.L's maximum drawdown of -8.45%. Use the drawdown chart below to compare losses from any high point for FVUG.L and SGSU.L.
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Drawdown Indicators
| FVUG.L | SGSU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.48% | -8.45% | -19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -4.35% | -0.42% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -0.62% | -4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -4.83% | -17.20% |
Current DrawdownCurrent decline from peak | -18.75% | -0.01% | -18.74% |
Average DrawdownAverage peak-to-trough decline | -15.96% | -0.84% | -15.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 0.13% | +1.75% |
Volatility
FVUG.L vs. SGSU.L - Volatility Comparison
Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.L) has a higher volatility of 1.38% compared to iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.L) at 0.48%. This indicates that FVUG.L's price experiences larger fluctuations and is considered to be riskier than SGSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FVUG.L | SGSU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 0.48% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 1.20% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.96% | 1.72% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.81% | 2.14% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 3.02% | +6.02% |
FVUG.L vs. SGSU.L - Expense Ratio Comparison
FVUG.L has a 0.25% expense ratio, which is higher than SGSU.L's 0.17% 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
FVUG.L vs. SGSU.L - Dividend Comparison
FVUG.L has not paid dividends to shareholders, while SGSU.L's dividend yield for the trailing twelve months is around 4.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
FVUG.L Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGSU.L iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) | 4.46% | 4.60% | 4.62% | 3.98% | 1.67% | 0.79% | 3.43% |
Frequently Asked Questions
FVUG.L and SGSU.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGSU.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGSU.L is cheaper with a 0.17% expense ratio, compared with 0.25% for FVUG.L.
FVUG.L tracks Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc), while SGSU.L tracks iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist). They also come from different issuers: Franklin and iShares. Their fees differ too: 0.25% for FVUG.L and 0.17% for SGSU.L.
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