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SEUC.L vs. ISXF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEUC.L vs. ISXF.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 GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEUC.L is traded in EUR, while ISXF.L is traded in GBP. To make them comparable, the ISXF.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEUC.L achieves a 0.55% return, which is significantly higher than ISXF.L's 0.30% return. Over the past 10 years, SEUC.L has outperformed ISXF.L with an annualized return of 0.86%, while ISXF.L has yielded a comparatively lower 0.43% annualized return.


SEUC.L

1D
0.05%
1M
0.35%
YTD
0.55%
6M
0.70%
1Y
1.91%
3Y*
3.72%
5Y*
1.59%
10Y*
0.86%

ISXF.L

1D
0.24%
1M
1.98%
YTD
0.30%
6M
0.79%
1Y
1.85%
3Y*
5.04%
5Y*
-1.54%
10Y*
0.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEUC.L vs. ISXF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
0.55%3.03%4.21%4.17%-3.54%-0.27%0.22%0.79%-0.53%0.06%
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
0.30%1.35%4.63%11.03%-24.09%2.24%2.65%18.35%-3.26%-0.67%

Correlation

The correlation between SEUC.L and ISXF.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.51

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

0.51

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

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2013

0.35

The correlation between SEUC.L and ISXF.L shifts across timeframes, from 0.35 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SEUC.L vs. ISXF.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: 5757
Overall Rank
SEUC.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 6969
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 5454
Martin Ratio Rank

ISXF.L
ISXF.L Risk / Return Rank: 2323
Overall Rank
ISXF.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ISXF.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
ISXF.L Omega Ratio Rank: 2323
Omega Ratio Rank
ISXF.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
ISXF.L Martin Ratio Rank: 2323
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. ISXF.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 GBP Corporate Bond ex-Financials UCITS ETF (ISXF.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.


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

+1.51

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.40

1.05

+0.35

Calmar ratioReturn relative to maximum drawdown

2.28

0.41

+1.87

Martin ratioReturn relative to average drawdown

9.27

1.00

+8.27

SEUC.L vs. ISXF.L - Sharpe Ratio Comparison

The current SEUC.L Sharpe Ratio is 1.77, which is higher than the ISXF.L Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SEUC.L and ISXF.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


SEUC.LISXF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.26

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

-0.16

+1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.04

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.40

+0.07

Drawdowns

SEUC.L vs. ISXF.L - Drawdown Comparison

The maximum SEUC.L drawdown since its inception was -7.82%, smaller than the maximum ISXF.L drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for SEUC.L and ISXF.L.


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Drawdown Indicators


SEUC.LISXF.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.82%

-33.87%

+26.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.83%

-4.47%

+3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-0.83%

-7.92%

+7.09%

Max Drawdown (5Y)

Largest decline over 5 years

-4.90%

-33.87%

+28.97%

Max Drawdown (10Y)

Largest decline over 10 years

-7.82%

-33.87%

+26.05%

Current Drawdown

Current decline from peak

-0.10%

-11.81%

+11.71%

Average Drawdown

Average peak-to-trough decline

-0.65%

-8.13%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

1.85%

-1.64%

Volatility

SEUC.L vs. ISXF.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) is 0.36%, while iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) has a volatility of 2.72%. This indicates that SEUC.L experiences smaller price fluctuations and is considered to be less risky than ISXF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEUC.LISXF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

2.72%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

5.84%

-4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

7.19%

-6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.35%

9.90%

-8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.15%

10.13%

-7.98%

SEUC.L vs. ISXF.L - Expense Ratio Comparison

Both SEUC.L and ISXF.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. ISXF.L - Dividend Comparison

SEUC.L's dividend yield for the trailing twelve months is around 2.96%, less than ISXF.L's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
4.54%4.23%3.97%3.15%2.93%2.31%2.30%2.66%2.87%2.87%3.48%1.95%
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 ISXF.L have a correlation of 0.47, 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 ISXF.L have the same expense ratio: 0.20% per year.

SEUC.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while ISXF.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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