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LDCU.L vs. SUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LDCU.L vs. SUSD.L

Last updated Jun 5, 2026

LDCU.L (PIMCO US Low Duration Corporate Bond UCITS ETF Dist) and SUSD.L (SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF) are both Corporate Bonds funds tracking the Bloomberg US Corp 1-3 Yr TR USD, from PIMCO and State Street respectively. Both are passively managed. Over the past 10 years, LDCU.L returned 2.92%/yr vs 2.61%/yr for SUSD.L. At a 0.05 correlation, their price movements are largely independent. LDCU.L charges 0.49%/yr vs 0.12%/yr for SUSD.L.

Performance

LDCU.L vs. SUSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LDCU.L achieves a 0.48% return, which is significantly lower than SUSD.L's 1.09% return. Over the past 10 years, LDCU.L has outperformed SUSD.L with an annualized return of 2.92%, while SUSD.L has yielded a comparatively lower 2.61% annualized return.

LDCU.L

1D
0.15%
1M
0.20%
YTD
0.48%
6M
0.48%
1Y
4.20%
3Y*
5.39%
5Y*
2.29%
10Y*
2.92%

SUSD.L

1D
0.10%
1M
0.42%
YTD
1.09%
6M
1.72%
1Y
4.41%
3Y*
5.16%
5Y*
2.94%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDCU.L vs. SUSD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LDCU.L
PIMCO US Low Duration Corporate Bond UCITS ETF Dist		0.48%6.54%5.24%6.22%-5.40%-0.39%4.57%7.01%1.01%3.32%
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF		1.09%5.73%5.39%4.79%-2.05%0.19%2.66%5.40%1.24%1.08%

Correlation

The correlation between LDCU.L and SUSD.L is -0.03, 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

-0.03

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

0.09

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

0.11

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

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2014

0.05

The correlation between LDCU.L and SUSD.L shifts across timeframes, from -0.03 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

LDCU.L vs. SUSD.L - Sectors Allocation Comparison

Sectors
LDCU.L
SUSD.L

Financial Services

43.6%
30.0%

Technology

7.2%
4.8%

Communication Services

6.7%
2.4%

Consumer Cyclical

4.2%
4.9%

Real Estate

4.1%
2.1%

Utilities

4.0%
3.1%

Industrials

3.9%
3.9%

Healthcare

3.7%
6.0%

Energy

1.3%
2.7%

Consumer Defensive

0.9%
2.9%

Basic Materials

0.3%
0.9%

Financial Services

LDCU.L
43.6%
SUSD.L
30.0%

Technology

LDCU.L
7.2%
SUSD.L
4.8%

Communication Services

LDCU.L
6.7%
SUSD.L
2.4%

Consumer Cyclical

LDCU.L
4.2%
SUSD.L
4.9%

Real Estate

LDCU.L
4.1%
SUSD.L
2.1%

Utilities

LDCU.L
4.0%
SUSD.L
3.1%

Industrials

LDCU.L
3.9%
SUSD.L
3.9%

Healthcare

LDCU.L
3.7%
SUSD.L
6.0%

Energy

LDCU.L
1.3%
SUSD.L
2.7%

Consumer Defensive

LDCU.L
0.9%
SUSD.L
2.9%

Basic Materials

LDCU.L
0.3%
SUSD.L
0.9%

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PIMCO US Low Duration Corporate Bond UCITS ETF Dist

SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF

Often compared with LDCU.L:
LDCU.L vs. EMLP.LLDCU.L vs. PSRW.LLDCU.L vs. JURE.LLDCU.L vs. EMLI.LLDCU.L vs. SUSU.LLDCU.L vs. STIPLDCU.L vs. ERNA.L
Often compared with SUSD.L:
SUSD.L vs. IGSD.LSUSD.L vs. LQDE.LSUSD.L vs. VDPA.LSUSD.L vs. ICBU.LSUSD.L vs. SUSU.LSUSD.L vs. XDGU.LSUSD.L vs. ERNA.L

Return for Risk

LDCU.L vs. SUSD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LDCU.L
LDCU.L Risk / Return Rank: 4242
Overall Rank
LDCU.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LDCU.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
LDCU.L Omega Ratio Rank: 3939
Omega Ratio Rank
LDCU.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
LDCU.L Martin Ratio Rank: 4545
Martin Ratio Rank
SUSD.L
SUSD.L Risk / Return Rank: 2525
Overall Rank
SUSD.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SUSD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SUSD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SUSD.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUSD.L Martin Ratio Rank: 2525
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.

LDCU.L vs. SUSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.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.

LDCU.LSUSD.LDifference
Sharpe ratioReturn per unit of total volatility
1.40
1.05

+0.35

Sortino ratioReturn per unit of downside risk
2.16
1.57

+0.59

Omega ratioGain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratioReturn relative to maximum drawdown

1.99

3.60

-1.61

Martin ratioReturn relative to average drawdown

7.16

12.75

-5.59

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDCU.L vs. SUSD.L - Sharpe Ratio Comparison

The current LDCU.L Sharpe Ratio is 1.40, which is higher than the SUSD.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of LDCU.L and SUSD.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

LDCU.LSUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.05

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.59

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

0.50

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.46

+0.63

Drawdowns

LDCU.L vs. SUSD.L - Drawdown Comparison

The maximum LDCU.L drawdown since its inception was -9.42%, which is greater than SUSD.L's maximum drawdown of -8.01%. Use the drawdown chart below to compare losses from any high point for LDCU.L and SUSD.L.

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Drawdown Indicators

LDCU.LSUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.42%

-8.01%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

-1.22%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-2.10%

-2.07%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-9.42%

-5.41%

-4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-9.42%

-8.01%

-1.41%

Current Drawdown

Current decline from peak

-0.62%

-0.57%

-0.05%

Average Drawdown

Average peak-to-trough decline

-1.27%

-0.84%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.35%

+0.24%

Volatility

LDCU.L vs. SUSD.L - Volatility Comparison

The current volatility for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) is 0.78%, while SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) has a volatility of 1.75%. This indicates that LDCU.L experiences smaller price fluctuations and is considered to be less risky than SUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LDCU.LSUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.75%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

3.48%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

4.19%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.10%

5.03%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.69%

5.26%

-2.57%

LDCU.L vs. SUSD.L - Expense Ratio Comparison

LDCU.L has a 0.49% expense ratio, which is higher than SUSD.L's 0.12% expense ratio.

Dividends

LDCU.L vs. SUSD.L - Dividend Comparison

LDCU.L's dividend yield for the trailing twelve months is around 4.48%, less than SUSD.L's 4.60% yield.

PositionTTM20252024202320222021202020192018201720162015
LDCU.L
PIMCO US Low Duration Corporate Bond UCITS ETF Dist		4.48%4.42%4.40%3.45%1.93%1.77%2.17%2.96%2.75%2.26%2.37%2.13%
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF		4.60%4.91%4.20%3.11%1.14%1.80%2.77%2.57%1.66%1.74%1.28%1.00%

Frequently Asked Questions

LDCU.L and SUSD.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSD.L is cheaper with a 0.12% expense ratio, compared with 0.49% for LDCU.L.

Both ETFs track Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: PIMCO and State Street. Their fees differ too: 0.49% for LDCU.L and 0.12% for SUSD.L.

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