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

LDCU.L vs. SUSU.L

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L).

LDCU.L and SUSU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDCU.L is a passively managed fund by PIMCO that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Nov 17, 2014. SUSU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Dec 12, 2018. Both LDCU.L and SUSU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

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

2026 (YTD)2025202420232022202120202019
LDCU.L
PIMCO US Low Duration Corporate Bond UCITS ETF Dist		-0.30%6.54%5.24%6.22%-5.40%-0.39%4.57%6.69%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)		0.26%5.50%5.36%5.27%-2.12%-0.20%3.33%4.08%

Returns By Period

In the year-to-date period, LDCU.L achieves a -0.30% return, which is significantly lower than SUSU.L's 0.26% return.

LDCU.L

1D
0.25%
1M
-1.15%
YTD
-0.30%
6M
0.67%
1Y
4.27%
3Y*
5.24%
5Y*
2.29%
10Y*
2.96%

SUSU.L

1D
-0.06%
1M
-0.22%
YTD
0.26%
6M
1.43%
1Y
4.21%
3Y*
5.16%
5Y*
2.75%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIMCO US Low Duration Corporate Bond UCITS ETF Dist

iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)

Often compared with LDCU.L:
LDCU.L vs. EMLP.LLDCU.L vs. PSRW.LLDCU.L vs. JURE.LLDCU.L vs. STIPLDCU.L vs. ERNA.LLDCU.L vs. STHY.LLDCU.L vs. EMLI.L
Often compared with SUSU.L:
SUSU.L vs. SUSD.LSUSU.L vs. VSCA.LSUSU.L vs. ICBU.LSUSU.L vs. VDPA.LSUSU.L vs. FLOA.LSUSU.L vs. SLXX.LSUSU.L vs. ERNA.L

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

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

LDCU.L
PIMCO US Low Duration Corporate Bond UCITS ETF Dist
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)

Return for Risk

LDCU.L vs. SUSU.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: 6868
Overall Rank
LDCU.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LDCU.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
LDCU.L Omega Ratio Rank: 6161
Omega Ratio Rank
LDCU.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
LDCU.L Martin Ratio Rank: 6666
Martin Ratio Rank
SUSU.L
SUSU.L Risk / Return Rank: 9494
Overall Rank
SUSU.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9696
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9797
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. SUSU.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 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.

LDCU.LSUSU.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

2.26

-0.94

Sortino ratio

Return per unit of downside risk

1.97

3.20

-1.23

Omega ratio

Gain probability vs. loss probability

1.24

1.53

-0.29

Calmar ratio

Return relative to maximum drawdown

1.99

3.27

-1.28

Martin ratio

Return relative to average drawdown

7.49

20.20

-12.71

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. SUSU.L - Sharpe Ratio Comparison

The current LDCU.L Sharpe Ratio is 1.32, which is lower than the SUSU.L Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of LDCU.L and SUSU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

LDCU.LSUSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.26

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.97

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.86

+0.21

Correlation

The correlation between LDCU.L and SUSU.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LDCU.L vs. SUSU.L - Dividend Comparison

LDCU.L's dividend yield for the trailing twelve months is around 4.52%, less than SUSU.L's 4.59% yield.

TTM20252024202320222021202020192018201720162015
LDCU.L
PIMCO US Low Duration Corporate Bond UCITS ETF Dist		4.52%4.42%4.40%3.45%1.93%1.77%2.17%2.96%2.75%2.26%2.37%2.13%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)		4.59%4.60%4.71%4.01%1.59%0.82%2.24%2.91%0.00%0.00%0.00%0.00%

Drawdowns

LDCU.L vs. SUSU.L - Drawdown Comparison

The maximum LDCU.L drawdown since its inception was -9.42%, which is greater than SUSU.L's maximum drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for LDCU.L and SUSU.L.

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Drawdown Indicators

LDCU.LSUSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.42%

-8.31%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

-1.36%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-9.42%

-4.60%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-9.42%

—

—

Current Drawdown

Current decline from peak

-1.39%

-0.38%

-1.01%

Average Drawdown

Average peak-to-trough decline

-1.28%

-0.71%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.22%

+0.34%

Volatility

LDCU.L vs. SUSU.L - Volatility Comparison

PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) has a higher volatility of 0.86% compared to iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) at 0.69%. This indicates that LDCU.L's price experiences larger fluctuations and is considered to be riskier 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

LDCU.LSUSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.69%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

1.04%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

1.89%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

2.85%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.68%

3.95%

-1.27%