HDLV.L vs. SUSC
HDLV.L (Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist) and SUSC (iShares ESG Aware USD Corporate Bond ETF) are both exchange-traded funds - HDLV.L is a S&P 500 fund tracking the S&P 500 Low Volatility High Dividend Index, while SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index. Both are passively managed. Over the past 5 years, HDLV.L returned 5.80%/yr vs 0.31%/yr for SUSC. At a 0.10 correlation, their price movements are largely independent. HDLV.L charges 0.30%/yr vs 0.18%/yr for SUSC.
Performance
HDLV.L vs. SUSC - Performance Comparison
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Returns By Period
In the year-to-date period, HDLV.L achieves a 8.12% return, which is significantly higher than SUSC's 0.72% return.
HDLV.L
- 1D
- -0.62%
- 1M
- 4.80%
- YTD
- 8.12%
- 6M
- 8.21%
- 1Y
- 11.72%
- 3Y*
- 11.03%
- 5Y*
- 5.80%
- 10Y*
- 6.87%
SUSC
- 1D
- 0.03%
- 1M
- 1.23%
- YTD
- 0.72%
- 6M
- 1.11%
- 1Y
- 5.58%
- 3Y*
- 5.11%
- 5Y*
- 0.31%
- 10Y*
- —
HDLV.L vs. SUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDLV.L Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist | 8.12% | 3.58% | 16.39% | 1.20% | 0.44% | 24.81% | -10.91% | 18.81% | -7.12% | 6.94% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.72% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
Correlation
The correlation between HDLV.L and SUSC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.10 |
The correlation between HDLV.L and SUSC shifts across timeframes, from 0.10 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
HDLV.L vs. SUSC — Risk / Return Rank
HDLV.L
SUSC
HDLV.L vs. SUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) and iShares ESG Aware USD Corporate Bond ETF (SUSC). 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.
| HDLV.L | SUSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.95 | -0.32 |
| Martin ratioReturn relative to average drawdown | 3.75 | 5.94 | -2.19 |
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Drawdowns
HDLV.L vs. SUSC - Drawdown Comparison
The maximum HDLV.L drawdown since its inception was -41.00%, which is greater than SUSC's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for HDLV.L and SUSC.
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Drawdown Indicators
| HDLV.L | SUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.00% | -22.42% | -18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -2.87% | -4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -14.56% | -6.57% | -7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -20.04% | -22.42% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | — | — |
Current DrawdownCurrent decline from peak | -1.77% | -1.11% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -5.87% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 0.94% | +2.18% |
Volatility
HDLV.L vs. SUSC - Volatility Comparison
Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) has a higher volatility of 3.62% compared to iShares ESG Aware USD Corporate Bond ETF (SUSC) at 1.46%. This indicates that HDLV.L's price experiences larger fluctuations and is considered to be riskier than SUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDLV.L | SUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 1.46% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 3.30% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.77% | 4.36% | +6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 7.19% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 7.62% | +8.55% |
HDLV.L vs. SUSC - Expense Ratio Comparison
HDLV.L has a 0.30% expense ratio, which is higher than SUSC's 0.18% expense ratio.
Dividends
HDLV.L vs. SUSC - Dividend Comparison
HDLV.L's dividend yield for the trailing twelve months is around 3.58%, less than SUSC's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDLV.L Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist | 3.58% | 3.91% | 3.54% | 4.04% | 3.56% | 3.37% | 4.35% | 3.69% | 3.79% | 3.07% | 3.07% | 1.89% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.48% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% | 0.00% | 0.00% |
Frequently Asked Questions
HDLV.L and SUSC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSC is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSC is cheaper with a 0.18% expense ratio, compared with 0.30% for HDLV.L.
HDLV.L is categorized as S&P 500, while SUSC is Corporate Bonds. HDLV.L tracks S&P 500 Low Volatility High Dividend Index, while SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for HDLV.L and 0.18% for SUSC.
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