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IGBE.L vs. SEUC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGBE.L vs. SEUC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) and SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGBE.L is traded in GBp, while SEUC.L is traded in EUR. To make them comparable, the SEUC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGBE.L achieves a -0.20% return, which is significantly lower than SEUC.L's -0.19% return.


IGBE.L

1D
0.05%
1M
1.80%
YTD
-0.20%
6M
0.18%
1Y
4.79%
3Y*
6.33%
5Y*
-0.35%
10Y*

SEUC.L

1D
0.17%
1M
0.58%
YTD
-0.19%
6M
-0.27%
1Y
4.67%
3Y*
3.87%
5Y*
1.74%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGBE.L vs. SEUC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
-0.20%7.23%2.45%9.16%-18.23%-3.62%6.31%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
-0.23%8.55%-0.52%2.10%1.44%-6.18%6.29%

Correlation

The correlation between IGBE.L and SEUC.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.11

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

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

0.10

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Return for Risk

IGBE.L vs. SEUC.L — Risk / Return Rank

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

IGBE.L
IGBE.L Risk / Return Rank: 2727
Overall Rank
IGBE.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGBE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGBE.L Omega Ratio Rank: 2626
Omega Ratio Rank
IGBE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IGBE.L Martin Ratio Rank: 2828
Martin Ratio Rank

SEUC.L
SEUC.L Risk / Return Rank: 5757
Overall Rank
SEUC.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 6969
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 5454
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.

IGBE.L vs. SEUC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) and SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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.


IGBE.LSEUC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.24

2.06

-0.83

Martin ratioReturn relative to average drawdown

3.81

4.57

-0.76

IGBE.L vs. SEUC.L - Sharpe Ratio Comparison

The current IGBE.L Sharpe Ratio is 0.95, which is comparable to the SEUC.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IGBE.L and SEUC.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


IGBE.LSEUC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.14

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.32

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.15

-0.15

Drawdowns

IGBE.L vs. SEUC.L - Drawdown Comparison

The maximum IGBE.L drawdown since its inception was -30.19%, which is greater than SEUC.L's maximum drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for IGBE.L and SEUC.L.


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Drawdown Indicators


IGBE.LSEUC.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.19%

-17.58%

-12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-2.25%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-2.84%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-5.79%

-23.32%

Max Drawdown (10Y)

Largest decline over 10 years

-12.34%

Current Drawdown

Current decline from peak

-6.10%

-1.25%

-4.85%

Average Drawdown

Average peak-to-trough decline

-10.79%

-6.39%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.02%

+0.23%

Volatility

IGBE.L vs. SEUC.L - Volatility Comparison

Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) has a higher volatility of 1.97% compared to SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) at 1.16%. This indicates that IGBE.L's price experiences larger fluctuations and is considered to be riskier than SEUC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGBE.LSEUC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

1.16%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

2.78%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

4.09%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

5.40%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.62%

7.10%

+0.52%

IGBE.L vs. SEUC.L - Expense Ratio Comparison

IGBE.L has a 0.10% expense ratio, which is lower than SEUC.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGBE.L vs. SEUC.L - Dividend Comparison

IGBE.L's dividend yield for the trailing twelve months is around 4.93%, more than SEUC.L's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
4.93%4.81%4.59%3.85%2.47%1.76%1.31%0.00%0.00%0.00%0.00%0.00%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.96%3.05%2.59%1.27%0.19%0.30%0.23%0.17%0.11%0.28%0.50%0.72%

Frequently Asked Questions


IGBE.L and SEUC.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGBE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGBE.L is cheaper with a 0.10% expense ratio, compared with 0.20% for SEUC.L.

IGBE.L tracks Markit iBoxx GBP NonGilts TR, while SEUC.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.10% for IGBE.L and 0.20% for SEUC.L.

Portfolio Optimizer

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