PortfoliosLab logoPortfoliosLab logo
SEUC.L vs. 0UCF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEUC.L vs. 0UCF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SEUC.L achieves a 0.67% return, which is significantly higher than 0UCF.L's 0.50% return. Over the past 10 years, SEUC.L has underperformed 0UCF.L with an annualized return of 0.85%, while 0UCF.L has yielded a comparatively higher 1.09% annualized return.


SEUC.L

1D
0.00%
1M
-0.07%
6M
0.54%
YTD
0.67%
1Y
1.63%
3Y*
3.65%
5Y*
1.61%
10Y*
0.85%

0UCF.L

1D
-0.14%
1M
-0.41%
6M
0.21%
YTD
0.50%
1Y
1.25%
3Y*
5.01%
5Y*
0.34%
10Y*
1.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEUC.L vs. 0UCF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
0.67%3.03%4.21%4.17%-3.54%-0.27%0.20%0.80%-0.55%0.08%
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
0.50%3.07%5.54%7.93%-13.17%0.25%1.64%5.28%-1.78%2.98%

Correlation

The correlation between SEUC.L and 0UCF.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.15

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

0.12

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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2013

0.21

The correlation between SEUC.L and 0UCF.L shifts across timeframes, from 0.12 (5 years) to 0.33 (1 year), 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

SEUC.L vs. 0UCF.L — Risk / Return Rank

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

SEUC.L
SEUC.L Risk / Return Rank: 5959
Overall Rank
SEUC.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 7373
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 5454
Martin Ratio Rank

0UCF.L
0UCF.L Risk / Return Rank: 1515
Overall Rank
0UCF.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
0UCF.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
0UCF.L Omega Ratio Rank: 1515
Omega Ratio Rank
0UCF.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
0UCF.L Martin Ratio Rank: 1616
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.

SEUC.L vs. 0UCF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) and iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.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.


SEUC.L0UCF.LDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.26

Calmar ratioReturn relative to maximum drawdown

1.95

0.42

+1.52

Martin ratioReturn relative to average drawdown

7.63

1.09

+6.54

SEUC.L vs. 0UCF.L - Sharpe Ratio Comparison

The current SEUC.L Sharpe Ratio is 1.52, which is higher than the 0UCF.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SEUC.L and 0UCF.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

SEUC.L vs. 0UCF.L - Drawdown Comparison

The maximum SEUC.L drawdown since its inception was -7.84%, smaller than the maximum 0UCF.L drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for SEUC.L and 0UCF.L.


Loading charts...

Drawdown Indicators


SEUC.L0UCF.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.84%

-16.46%

+8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-0.83%

-2.95%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-0.83%

-2.95%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-4.88%

-16.46%

+11.58%

Max Drawdown (10Y)

Largest decline over 10 years

-7.84%

-16.46%

+8.62%

Current Drawdown

Current decline from peak

-0.27%

-1.01%

+0.74%

Average Drawdown

Average peak-to-trough decline

-0.64%

-2.91%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

1.15%

-0.94%

Volatility

SEUC.L vs. 0UCF.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) is 0.25%, while iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a volatility of 1.05%. This indicates that SEUC.L experiences smaller price fluctuations and is considered to be less risky than 0UCF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SEUC.L0UCF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

1.05%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

3.18%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

1.07%

3.98%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.39%

5.01%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.16%

3.94%

-1.78%

SEUC.L vs. 0UCF.L - Expense Ratio Comparison

Both SEUC.L and 0UCF.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

SEUC.L vs. 0UCF.L - Dividend Comparison

SEUC.L's dividend yield for the trailing twelve months is around 2.96%, less than 0UCF.L's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
3.18%3.08%2.94%2.42%1.00%0.75%0.98%0.55%1.10%1.12%1.52%1.70%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.96%3.05%2.59%1.27%0.19%0.30%0.23%0.17%0.11%0.28%0.50%0.72%

Frequently Asked Questions


SEUC.L and 0UCF.L have a correlation of 0.33, 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.

SEUC.L and 0UCF.L have the same expense ratio: 0.20% per year.

SEUC.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while 0UCF.L tracks Bloomberg Euro-Aggregate: Financials Index. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

Find the right allocation for SEUC.L and 0UCF.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