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SLXX.L vs. FLO5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLXX.L vs. FLO5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core £ Corp Bond UCITS ETF (SLXX.L) and iShares USD Floating Rate Bond UCITS ETF (FLO5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SLXX.L is traded in GBP, while FLO5.L is traded in GBp. To make them comparable, the FLO5.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SLXX.L achieves a -0.09% return, which is significantly lower than FLO5.L's -0.05% return.


SLXX.L

1D
0.21%
1M
2.07%
YTD
-0.09%
6M
0.15%
1Y
4.74%
3Y*
5.83%
5Y*
-0.77%
10Y*
1.80%

FLO5.L

1D
0.03%
1M
-0.74%
YTD
-0.05%
6M
-0.55%
1Y
1.25%
3Y*
-2.38%
5Y*
1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLXX.L vs. FLO5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLXX.L
iShares Core £ Corp Bond UCITS ETF
-0.09%6.50%1.60%8.54%-18.36%-4.01%9.03%11.30%-2.77%2.25%
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
-0.05%-6.83%1.88%-4.56%11.92%1.15%-4.18%-2.07%4.95%0.57%

Correlation

The correlation between SLXX.L and FLO5.L is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.35

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

-0.21

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

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

-0.03

Over the past year, the inverse relationship between SLXX.L and FLO5.L has strengthened: their correlation has moved from -0.03 to -0.35, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

SLXX.L vs. FLO5.L — Risk / Return Rank

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

SLXX.L
SLXX.L Risk / Return Rank: 2424
Overall Rank
SLXX.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SLXX.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
SLXX.L Omega Ratio Rank: 2424
Omega Ratio Rank
SLXX.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SLXX.L Martin Ratio Rank: 2626
Martin Ratio Rank

FLO5.L
FLO5.L Risk / Return Rank: 1111
Overall Rank
FLO5.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FLO5.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
FLO5.L Omega Ratio Rank: 1111
Omega Ratio Rank
FLO5.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLO5.L Martin Ratio Rank: 1111
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.

SLXX.L vs. FLO5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core £ Corp Bond UCITS ETF (SLXX.L) and iShares USD Floating Rate Bond UCITS ETF (FLO5.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.


SLXX.LFLO5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.16

1.04

+0.12

Calmar ratioReturn relative to maximum drawdown

1.11

0.19

+0.92

Martin ratioReturn relative to average drawdown

3.47

0.38

+3.09

SLXX.L vs. FLO5.L - Sharpe Ratio Comparison

The current SLXX.L Sharpe Ratio is 0.85, which is higher than the FLO5.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of SLXX.L and FLO5.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


SLXX.LFLO5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.17

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.13

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.02

+0.42

Drawdowns

SLXX.L vs. FLO5.L - Drawdown Comparison

The maximum SLXX.L drawdown since its inception was -30.27%, which is greater than FLO5.L's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for SLXX.L and FLO5.L.


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Drawdown Indicators


SLXX.LFLO5.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.27%

-20.77%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-6.65%

+2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-13.32%

+9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-20.77%

-8.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.27%

Current Drawdown

Current decline from peak

-8.12%

-19.14%

+11.02%

Average Drawdown

Average peak-to-trough decline

-5.61%

-9.77%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

3.30%

-1.93%

Volatility

SLXX.L vs. FLO5.L - Volatility Comparison

The current volatility for iShares Core £ Corp Bond UCITS ETF (SLXX.L) is 2.11%, while iShares USD Floating Rate Bond UCITS ETF (FLO5.L) has a volatility of 2.80%. This indicates that SLXX.L experiences smaller price fluctuations and is considered to be less risky than FLO5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLXX.LFLO5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

2.80%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

5.01%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

7.27%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

9.03%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.08%

9.16%

-1.08%

SLXX.L vs. FLO5.L - Expense Ratio Comparison

SLXX.L has a 0.20% expense ratio, which is higher than FLO5.L's 0.10% 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

SLXX.L vs. FLO5.L - Dividend Comparison

SLXX.L's dividend yield for the trailing twelve months is around 4.93%, more than FLO5.L's 0.05% yield.


PositionTTM20252024202320222021202020192018201720162015
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
0.05%0.05%0.06%0.06%0.01%0.01%0.02%0.03%0.02%0.00%0.00%0.00%
SLXX.L
iShares Core £ Corp Bond UCITS ETF
4.93%4.82%4.68%4.06%2.75%2.06%2.12%2.44%2.71%2.73%2.99%3.39%

Frequently Asked Questions


SLXX.L and FLO5.L have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLO5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLO5.L is cheaper with a 0.10% expense ratio, compared with 0.20% for SLXX.L.

SLXX.L tracks Markit iBoxx GBP Liquid Corporates Large Cap Index, while FLO5.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.20% for SLXX.L and 0.10% for FLO5.L.

Portfolio Optimizer

Find the right allocation for SLXX.L and FLO5.L

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