SE15.L vs. SUSS.L
SE15.L (iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)) and SUSS.L (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds from iShares tracking the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 10 years, SE15.L returned 2.18%/yr vs 1.87%/yr for SUSS.L. With a 0.95 correlation, they move nearly in lockstep. SE15.L charges 0.20%/yr vs 0.12%/yr for SUSS.L.
Performance
SE15.L vs. SUSS.L - Performance Comparison
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Different Trading Currencies
SE15.L is traded in GBP, while SUSS.L is traded in GBp. To make them comparable, the SUSS.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with SE15.L having a -0.33% return and SUSS.L slightly lower at -0.34%. Over the past 10 years, SE15.L has outperformed SUSS.L with an annualized return of 2.18%, while SUSS.L has yielded a comparatively lower 1.87% annualized return.
SE15.L
- 1D
- 0.22%
- 1M
- 0.73%
- YTD
- -0.33%
- 6M
- -0.28%
- 1Y
- 5.05%
- 3Y*
- 4.84%
- 5Y*
- 1.50%
- 10Y*
- 2.18%
SUSS.L
- 1D
- 0.20%
- 1M
- 0.67%
- YTD
- -0.34%
- 6M
- -0.17%
- 1Y
- 4.72%
- 3Y*
- 3.86%
- 5Y*
- 1.74%
- 10Y*
- 1.87%
SE15.L vs. SUSS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SE15.L iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | -0.33% | 9.40% | 0.01% | 4.04% | -2.64% | -6.64% | 6.70% | -2.39% | 0.34% | 4.51% |
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | -0.34% | 8.41% | -0.49% | 2.14% | 1.81% | -6.73% | 5.98% | -4.20% | 0.44% | 3.57% |
Correlation
The correlation between SE15.L and SUSS.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2016 | 0.95 |
The correlation between SE15.L and SUSS.L has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
SE15.L vs. SUSS.L — Risk / Return Rank
SE15.L
SUSS.L
SE15.L vs. SUSS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.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.
| SE15.L | SUSS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.94 | -0.39 |
| Martin ratioReturn relative to average drawdown | 3.96 | 4.52 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SE15.L | SUSS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.15 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.32 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.27 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.32 | -0.07 |
Drawdowns
SE15.L vs. SUSS.L - Drawdown Comparison
The maximum SE15.L drawdown since its inception was -15.78%, which is greater than SUSS.L's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for SE15.L and SUSS.L.
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Drawdown Indicators
| SE15.L | SUSS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.78% | -12.27% | -3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -2.43% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -3.25% | -2.74% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -10.15% | -5.87% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -15.55% | -12.27% | -3.28% |
Current DrawdownCurrent decline from peak | -1.85% | -1.37% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -5.61% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.04% | +0.23% |
Volatility
SE15.L vs. SUSS.L - Volatility Comparison
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) have volatilities of 1.31% and 1.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SE15.L | SUSS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 1.27% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 2.76% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 4.11% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.48% | 5.42% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 7.05% | 0.00% |
SE15.L vs. SUSS.L - Expense Ratio Comparison
SE15.L has a 0.20% expense ratio, which is higher than SUSS.L's 0.12% 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
SE15.L vs. SUSS.L - Dividend Comparison
SE15.L's dividend yield for the trailing twelve months is around 3.51%, more than SUSS.L's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SE15.L iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 3.51% | 3.34% | 3.02% | 1.62% | 0.58% | 0.68% | 0.66% | 0.73% | 0.69% | 0.77% | 1.05% | 0.77% |
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 2.94% | 2.99% | 3.00% | 1.95% | 0.31% | 0.13% | 0.23% | 0.28% | 0.13% | 0.12% | 0.17% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, SE15.L and SUSS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SUSS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSS.L is cheaper with a 0.12% expense ratio, compared with 0.20% for SE15.L.
Both ETFs track Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Their fees differ too: 0.20% for SE15.L and 0.12% for SUSS.L.
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