IGCB.L vs. SUSS.L
IGCB.L (Invesco GBP Corporate Bond UCITS ETF Dist) and SUSS.L (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds - IGCB.L tracks the Markit iBoxx GBP NonGilts TR while SUSS.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, IGCB.L returned -0.66%/yr vs 1.74%/yr for SUSS.L. At a 0.13 correlation, their price movements are largely independent. IGCB.L charges 0.10%/yr vs 0.12%/yr for SUSS.L.
Performance
IGCB.L vs. SUSS.L - Performance Comparison
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Returns By Period
In the year-to-date period, IGCB.L achieves a -0.24% return, which is significantly higher than SUSS.L's -0.34% return.
IGCB.L
- 1D
- 0.24%
- 1M
- 1.78%
- YTD
- -0.24%
- 6M
- 0.09%
- 1Y
- 4.63%
- 3Y*
- 6.06%
- 5Y*
- -0.66%
- 10Y*
- —
SUSS.L
- 1D
- 0.20%
- 1M
- 0.67%
- YTD
- -0.34%
- 6M
- -0.17%
- 1Y
- 4.72%
- 3Y*
- 3.86%
- 5Y*
- 1.74%
- 10Y*
- 1.87%
IGCB.L vs. SUSS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IGCB.L Invesco GBP Corporate Bond UCITS ETF Dist | -0.24% | 6.83% | 1.93% | 9.20% | -18.57% | -4.00% | 8.69% |
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | -0.34% | 8.41% | -0.49% | 2.14% | 1.81% | -6.73% | 3.62% |
Correlation
The correlation between IGCB.L and SUSS.L is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2020 | 0.13 |
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Return for Risk
IGCB.L vs. SUSS.L — Risk / Return Rank
IGCB.L
SUSS.L
IGCB.L vs. SUSS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.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.
| IGCB.L | SUSS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.94 | -0.78 |
| Martin ratioReturn relative to average drawdown | 3.35 | 4.52 | -1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGCB.L | SUSS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.15 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.32 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.32 | -0.30 |
Drawdowns
IGCB.L vs. SUSS.L - Drawdown Comparison
The maximum IGCB.L drawdown since its inception was -30.44%, which is greater than SUSS.L's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for IGCB.L and SUSS.L.
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Drawdown Indicators
| IGCB.L | SUSS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.44% | -12.27% | -18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -2.43% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -4.00% | -2.74% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.39% | -5.87% | -23.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.27% | — |
Current DrawdownCurrent decline from peak | -7.54% | -1.37% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -5.61% | -5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.04% | +0.34% |
Volatility
IGCB.L vs. SUSS.L - Volatility Comparison
Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) has a higher volatility of 2.17% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) at 1.27%. This indicates that IGCB.L's price experiences larger fluctuations and is considered to be riskier than SUSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGCB.L | SUSS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 1.27% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 4.95% | 2.76% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.93% | 4.11% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.65% | 5.42% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.73% | 7.05% | +0.68% |
IGCB.L vs. SUSS.L - Expense Ratio Comparison
IGCB.L has a 0.10% expense ratio, which is lower than SUSS.L's 0.12% 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
IGCB.L vs. SUSS.L - Dividend Comparison
IGCB.L's dividend yield for the trailing twelve months is around 5.27%, more than SUSS.L's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IGCB.L Invesco GBP Corporate Bond UCITS ETF Dist | 5.27% | 5.18% | 5.18% | 4.26% | 2.54% | 1.74% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 2.94% | 2.99% | 3.00% | 1.95% | 0.31% | 0.13% | 0.23% | 0.28% | 0.13% | 0.12% | 0.17% |
Frequently Asked Questions
IGCB.L and SUSS.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGCB.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGCB.L is cheaper with a 0.10% expense ratio, compared with 0.12% for SUSS.L.
IGCB.L tracks Markit iBoxx GBP NonGilts TR, while SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for IGCB.L and 0.12% for SUSS.L.
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