PortfoliosLab logoPortfoliosLab logo
ISXF.L vs. SUKC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISXF.L vs. SUKC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ISXF.L achieves a 0.58% return, which is significantly lower than SUKC.L's 1.35% return. Over the past 10 years, ISXF.L has underperformed SUKC.L with an annualized return of 1.43%, while SUKC.L has yielded a comparatively higher 2.42% annualized return.


ISXF.L

1D
-0.20%
1M
1.34%
YTD
0.58%
6M
0.99%
1Y
4.33%
3Y*
5.79%
5Y*
-1.36%
10Y*
1.43%

SUKC.L

1D
-0.10%
1M
0.58%
YTD
1.35%
6M
1.72%
1Y
4.59%
3Y*
6.73%
5Y*
2.57%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISXF.L vs. SUKC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
0.58%6.93%-0.18%8.72%-19.96%-4.00%8.54%11.26%-2.05%3.41%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
1.35%6.37%4.84%7.17%-5.78%-0.79%3.08%4.66%-0.45%1.76%

Correlation

The correlation between ISXF.L and SUKC.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.56

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

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2014

0.59

The correlation between ISXF.L and SUKC.L shifts across timeframes, from 0.44 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISXF.L vs. SUKC.L — Risk / Return Rank

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

ISXF.L
ISXF.L Risk / Return Rank: 2121
Overall Rank
ISXF.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ISXF.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
ISXF.L Omega Ratio Rank: 2121
Omega Ratio Rank
ISXF.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
ISXF.L Martin Ratio Rank: 2121
Martin Ratio Rank

SUKC.L
SUKC.L Risk / Return Rank: 3131
Overall Rank
SUKC.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 2222
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 3737
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.

ISXF.L vs. SUKC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.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.


ISXF.LSUKC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

0.91

2.21

-1.30

Martin ratioReturn relative to average drawdown

2.52

5.26

-2.74

ISXF.L vs. SUKC.L - Sharpe Ratio Comparison

The current ISXF.L Sharpe Ratio is 0.74, which is comparable to the SUKC.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ISXF.L and SUKC.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.


Loading charts...

Drawdowns

ISXF.L vs. SUKC.L - Drawdown Comparison

The maximum ISXF.L drawdown since its inception was -32.38%, which is greater than SUKC.L's maximum drawdown of -11.60%. Use the drawdown chart below to compare losses from any high point for ISXF.L and SUKC.L.


Loading charts...

Drawdown Indicators


ISXF.LSUKC.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.38%

-11.60%

-20.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.73%

-2.07%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

-2.07%

-2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-11.60%

-19.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.38%

-11.60%

-20.78%

Current Drawdown

Current decline from peak

-10.62%

-0.10%

-10.52%

Average Drawdown

Average peak-to-trough decline

-6.76%

-1.30%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.87%

+0.85%

Volatility

ISXF.L vs. SUKC.L - Volatility Comparison

iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) has a higher volatility of 1.45% compared to SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) at 1.03%. This indicates that ISXF.L's price experiences larger fluctuations and is considered to be riskier than SUKC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISXF.LSUKC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.03%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.14%

3.74%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

6.09%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

4.55%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.28%

4.52%

+2.76%

ISXF.L vs. SUKC.L - Expense Ratio Comparison

Both ISXF.L and SUKC.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ISXF.L vs. SUKC.L - Dividend Comparison

ISXF.L's dividend yield for the trailing twelve months is around 4.49%, less than SUKC.L's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
4.49%4.23%3.97%3.15%2.93%2.31%2.30%2.66%2.87%2.87%3.48%1.95%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
4.66%4.61%4.41%3.05%1.76%1.77%1.97%1.93%1.88%2.43%2.40%2.55%

Frequently Asked Questions


ISXF.L and SUKC.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ISXF.L and SUKC.L have the same expense ratio: 0.20% per year.

ISXF.L tracks Markit iBoxx GBP NonGilts TR, while SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

Find the right allocation for ISXF.L and SUKC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer