SGSU.L vs. FVUG.L
SGSU.L (iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist)) and FVUG.L (Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)) are both exchange-traded funds - SGSU.L is a Short-Term Bond fund tracking the Bloomberg MSCI US Corporate 0-3 ESG SRI Index (USD), while FVUG.L is a Green Bonds fund tracking the Bloomberg Global Aggregate EUR Green Bond Index. Both are passively managed. Over the past 5 years, SGSU.L returned 2.53%/yr vs -2.37%/yr for FVUG.L. At a 0.20 correlation, their price movements are largely independent. SGSU.L charges 0.14%/yr vs 0.25%/yr for FVUG.L.
Performance
SGSU.L vs. FVUG.L - Performance Comparison
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Returns By Period
In the year-to-date period, SGSU.L achieves a 1.47% return, which is significantly higher than FVUG.L's -2.11% return.
SGSU.L
- 1D
- -0.21%
- 1M
- -0.00%
- 6M
- 1.25%
- YTD
- 1.47%
- 1Y
- 3.87%
- 3Y*
- 4.82%
- 5Y*
- 2.53%
- 10Y*
- —
FVUG.L
- 1D
- 0.34%
- 1M
- -2.44%
- 6M
- -1.83%
- YTD
- -2.11%
- 1Y
- -0.54%
- 3Y*
- 2.65%
- 5Y*
- -2.37%
- 10Y*
- —
SGSU.L vs. FVUG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SGSU.L iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) | 1.47% | 5.12% | 5.16% | 4.29% | -2.66% | -0.43% | 2.44% | 0.80% |
FVUG.L Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) | -2.11% | 5.85% | -1.90% | 5.64% | -14.50% | -9.35% | 11.32% | -4.47% |
Correlation
The correlation between SGSU.L and FVUG.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019 | 0.20 |
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Return for Risk
SGSU.L vs. FVUG.L — Risk / Return Rank
SGSU.L
FVUG.L
SGSU.L vs. FVUG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.L) and Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.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.
| SGSU.L | FVUG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +3.73 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 0.99 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 9.26 | -0.12 | +9.38 |
| Martin ratioReturn relative to average drawdown | 28.87 | -0.28 | +29.15 |
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Drawdowns
SGSU.L vs. FVUG.L - Drawdown Comparison
The maximum SGSU.L drawdown since its inception was -8.45%, smaller than the maximum FVUG.L drawdown of -27.48%. Use the drawdown chart below to compare losses from any high point for SGSU.L and FVUG.L.
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Drawdown Indicators
| SGSU.L | FVUG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.45% | -27.48% | +19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -0.42% | -4.51% | +4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -0.62% | -5.06% | +4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -4.83% | -22.03% | +17.20% |
Current DrawdownCurrent decline from peak | -0.21% | -18.61% | +18.40% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -15.96% | +15.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.13% | 1.92% | -1.79% |
Volatility
SGSU.L vs. FVUG.L - Volatility Comparison
The current volatility for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.L) is 0.48%, while Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.L) has a volatility of 1.40%. This indicates that SGSU.L experiences smaller price fluctuations and is considered to be less risky than FVUG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGSU.L | FVUG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 1.40% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 1.22% | 3.88% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.73% | 4.97% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.14% | 6.81% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.02% | 9.03% | -6.01% |
SGSU.L vs. FVUG.L - Expense Ratio Comparison
SGSU.L has a 0.14% expense ratio, which is lower than FVUG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SGSU.L vs. FVUG.L - Dividend Comparison
SGSU.L's dividend yield for the trailing twelve months is around 4.47%, while FVUG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
FVUG.L Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGSU.L iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) | 4.47% | 4.60% | 4.62% | 3.98% | 1.67% | 0.79% | 3.43% |
Frequently Asked Questions
SGSU.L and FVUG.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGSU.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGSU.L is cheaper with a 0.14% expense ratio, compared with 0.25% for FVUG.L.
SGSU.L is categorized as Short-Term Bond, while FVUG.L is Green Bonds. SGSU.L tracks Bloomberg MSCI US Corporate 0-3 ESG SRI Index (USD), while FVUG.L tracks Bloomberg Global Aggregate EUR Green Bond Index. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.14% for SGSU.L and 0.25% for FVUG.L.
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