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IGLO.L vs. SUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLO.L vs. SUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Government Bond UCITS (IGLO.L) and iShares ESG Aware USD Corporate Bond ETF (SUSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLO.L achieves a -1.54% return, which is significantly lower than SUSC's 0.69% return.


IGLO.L

1D
0.58%
1M
0.10%
YTD
-1.54%
6M
-0.59%
1Y
-0.32%
3Y*
1.50%
5Y*
-3.38%
10Y*
-0.86%

SUSC

1D
-0.11%
1M
0.60%
YTD
0.69%
6M
1.16%
1Y
5.55%
3Y*
5.35%
5Y*
0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLO.L vs. SUSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLO.L
iShares Global Government Bond UCITS
-1.54%7.14%-3.65%4.00%-17.69%-6.89%9.37%5.54%-0.30%1.65%
SUSC
iShares ESG Aware USD Corporate Bond ETF
0.69%7.57%1.91%8.58%-15.95%-1.57%9.57%14.43%-3.13%1.74%

Correlation

The correlation between IGLO.L and SUSC is 0.56, 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

0.56

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

0.64

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2017

0.54

The correlation between IGLO.L and SUSC shifts across timeframes, from 0.54 (all time) to 0.64 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLO.L vs. SUSC — Risk / Return Rank

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

IGLO.L
IGLO.L Risk / Return Rank: 88
Overall Rank
IGLO.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IGLO.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IGLO.L Omega Ratio Rank: 88
Omega Ratio Rank
IGLO.L Calmar Ratio Rank: 88
Calmar Ratio Rank
IGLO.L Martin Ratio Rank: 88
Martin Ratio Rank

SUSC
SUSC Risk / Return Rank: 3737
Overall Rank
SUSC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 3636
Sortino Ratio Rank
SUSC Omega Ratio Rank: 3333
Omega Ratio Rank
SUSC Calmar Ratio Rank: 3939
Calmar Ratio Rank
SUSC Martin Ratio Rank: 3838
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.

IGLO.L vs. SUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.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.


IGLO.LSUSCDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

0.99

1.20

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.13

1.74

-1.87

Martin ratioReturn relative to average drawdown

-0.31

5.32

-5.64

IGLO.L vs. SUSC - Sharpe Ratio Comparison

The current IGLO.L Sharpe Ratio is -0.09, which is lower than the SUSC Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IGLO.L and SUSC, 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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Drawdowns

IGLO.L vs. SUSC - Drawdown Comparison

The maximum IGLO.L drawdown since its inception was -28.01%, which is greater than SUSC's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for IGLO.L and SUSC.


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Drawdown Indicators


IGLO.LSUSCDifference

Max Drawdown

Largest peak-to-trough decline

-28.01%

-22.42%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-2.87%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-7.93%

-6.57%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-22.42%

-3.46%

Max Drawdown (10Y)

Largest decline over 10 years

-28.01%

Current Drawdown

Current decline from peak

-19.01%

-1.15%

-17.86%

Average Drawdown

Average peak-to-trough decline

-9.03%

-5.87%

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

0.94%

+0.81%

Volatility

IGLO.L vs. SUSC - Volatility Comparison

iShares Global Government Bond UCITS (IGLO.L) has a higher volatility of 2.08% compared to iShares ESG Aware USD Corporate Bond ETF (SUSC) at 1.47%. This indicates that IGLO.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


IGLO.LSUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

1.47%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

3.30%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.92%

4.41%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

7.19%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

7.62%

-0.95%

IGLO.L vs. SUSC - Expense Ratio Comparison

IGLO.L has a 0.20% expense ratio, which is higher than SUSC's 0.18% 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

IGLO.L vs. SUSC - Dividend Comparison

IGLO.L's dividend yield for the trailing twelve months is around 3.09%, less than SUSC's 4.48% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLO.L
iShares Global Government Bond UCITS
3.09%2.86%2.51%1.47%0.78%0.63%0.99%1.21%1.07%0.93%1.09%0.60%
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


IGLO.L and SUSC have a correlation of 0.56, 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 0.20% for IGLO.L.

IGLO.L is categorized as Global Bonds, while SUSC is Corporate Bonds. IGLO.L tracks Bloomberg Global Aggregate TR USD, while SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index. Their fees differ too: 0.20% for IGLO.L and 0.18% for SUSC.

Portfolio Optimizer

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