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LCRP.L vs. SUSU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCRP.L vs. SUSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LCRP.L is traded in GBP, while SUSU.L is traded in USD. To make them comparable, the SUSU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


LCRP.L

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.82%
1Y
6.35%
3Y*
1.41%
5Y*
-0.92%
10Y*
1.61%

SUSU.L

1D
0.02%
1M
1.18%
YTD
1.44%
6M
0.78%
1Y
5.19%
3Y*
2.51%
5Y*
3.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCRP.L vs. SUSU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCRP.L
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
0.00%-1.12%0.56%4.59%-16.57%-0.11%10.05%16.19%-1.88%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
1.44%-2.01%7.23%-0.02%9.51%0.75%0.19%0.28%-1.07%

Correlation

The correlation between LCRP.L and SUSU.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.30

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

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.41

The correlation between LCRP.L and SUSU.L shifts across timeframes, from 0.22 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LCRP.L vs. SUSU.L — Risk / Return Rank

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

LCRP.L
LCRP.L Risk / Return Rank: 3131
Overall Rank
LCRP.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LCRP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
LCRP.L Omega Ratio Rank: 4141
Omega Ratio Rank
LCRP.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
LCRP.L Martin Ratio Rank: 1919
Martin Ratio Rank

SUSU.L
SUSU.L Risk / Return Rank: 9393
Overall Rank
SUSU.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9393
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9595
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.

LCRP.L vs. SUSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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.


LCRP.LSUSU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

1.44

1.02

+0.42

Martin ratioReturn relative to average drawdown

2.05

2.91

-0.86

LCRP.L vs. SUSU.L - Sharpe Ratio Comparison

The current LCRP.L Sharpe Ratio is 1.14, which is higher than the SUSU.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of LCRP.L and SUSU.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


LCRP.LSUSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.79

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.47

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.25

-0.03

Drawdowns

LCRP.L vs. SUSU.L - Drawdown Comparison

The maximum LCRP.L drawdown since its inception was -28.37%, which is greater than SUSU.L's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for LCRP.L and SUSU.L.


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Drawdown Indicators


LCRP.LSUSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-15.77%

-12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-5.06%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-11.82%

-9.14%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-15.77%

-10.40%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-18.73%

-4.57%

-14.16%

Average Drawdown

Average peak-to-trough decline

-12.80%

-6.97%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

1.78%

+1.59%

Volatility

LCRP.L vs. SUSU.L - Volatility Comparison

The current volatility for SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) is 0.00%, while iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) has a volatility of 1.87%. This indicates that LCRP.L experiences smaller price fluctuations and is considered to be less risky than SUSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCRP.LSUSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.87%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

5.03%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

6.55%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.04%

8.35%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.86%

8.59%

+4.27%

LCRP.L vs. SUSU.L - Expense Ratio Comparison

Both LCRP.L and SUSU.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LCRP.L vs. SUSU.L - Dividend Comparison

LCRP.L's dividend yield for the trailing twelve months is around 2.75%, less than SUSU.L's 4.49% yield.


PositionTTM2025202420232022202120202019
LCRP.L
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
2.75%5.64%5.14%4.64%4.37%3.29%3.49%0.00%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
4.49%4.60%4.71%4.01%1.59%0.82%2.24%2.90%

Frequently Asked Questions


LCRP.L and SUSU.L have a correlation of 0.22, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LCRP.L and SUSU.L have the same expense ratio: 0.12% per year.

LCRP.L tracks Bloomberg US Corp Bond TR USD, while SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: State Street and iShares.

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