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

Performance

SLXX.L vs. USDC.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 L&G USD Corporate Bond Screened UCITS ETF USD Distributing (USDC.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 USDC.L is traded in USD. To make them comparable, the USDC.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 -0.11% return, which is significantly higher than USDC.L's -2.21% return.


SLXX.L

1D
0.00%
1M
-0.55%
6M
-0.92%
YTD
-0.11%
1Y
4.02%
3Y*
5.99%
5Y*
-1.16%
10Y*
1.19%

USDC.L

1D
0.40%
1M
-0.97%
6M
-0.52%
YTD
-2.21%
1Y
1.76%
3Y*
3.34%
5Y*
0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SLXX.L
iShares Core £ Corp Bond UCITS ETF
-0.11%6.50%1.60%8.54%-18.36%-2.96%
USDC.L
L&G USD Corporate Bond Screened UCITS ETF USD Distributing
-2.21%-0.23%4.93%2.93%-3.67%-0.05%

Correlation

The correlation between SLXX.L and USDC.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.30

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2021

0.30

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Return for Risk

SLXX.L vs. USDC.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: 2323
Sortino Ratio Rank
SLXX.L Omega Ratio Rank: 2323
Omega Ratio Rank
SLXX.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
SLXX.L Martin Ratio Rank: 2727
Martin Ratio Rank

USDC.L
USDC.L Risk / Return Rank: 1515
Overall Rank
USDC.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USDC.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
USDC.L Omega Ratio Rank: 1616
Omega Ratio Rank
USDC.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
USDC.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.

SLXX.L vs. USDC.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 L&G USD Corporate Bond Screened UCITS ETF USD Distributing (USDC.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.


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

+0.49

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.13

1.04

+0.09

Calmar ratioReturn relative to maximum drawdown

0.94

0.24

+0.70

Martin ratioReturn relative to average drawdown

2.86

0.52

+2.34

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

The current SLXX.L Sharpe Ratio is 0.71, which is higher than the USDC.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SLXX.L and USDC.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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Drawdowns

SLXX.L vs. USDC.L - Drawdown Comparison

The maximum SLXX.L drawdown since its inception was -30.27%, which is greater than USDC.L's maximum drawdown of -13.86%. Use the drawdown chart below to compare losses from any high point for SLXX.L and USDC.L.


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Drawdown Indicators


SLXX.LUSDC.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.27%

-13.86%

-16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-7.37%

+3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-8.93%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-13.86%

-15.48%

Max Drawdown (10Y)

Largest decline over 10 years

-30.27%

Current Drawdown

Current decline from peak

-8.14%

-4.86%

-3.28%

Average Drawdown

Average peak-to-trough decline

-6.01%

-5.59%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

3.39%

-1.99%

Volatility

SLXX.L vs. USDC.L - Volatility Comparison

The current volatility for iShares Core £ Corp Bond UCITS ETF (SLXX.L) is 1.49%, while L&G USD Corporate Bond Screened UCITS ETF USD Distributing (USDC.L) has a volatility of 2.10%. This indicates that SLXX.L experiences smaller price fluctuations and is considered to be less risky than USDC.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.LUSDC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

2.10%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

5.82%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

7.83%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

9.02%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.05%

8.90%

-0.85%

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

SLXX.L has a 0.20% expense ratio, which is higher than USDC.L's 0.09% 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. USDC.L - Dividend Comparison

SLXX.L's dividend yield for the trailing twelve months is around 5.04%, more than USDC.L's 4.82% yield.


PositionTTM20252024202320222021202020192018201720162015
SLXX.L
iShares Core £ Corp Bond UCITS ETF
5.04%4.82%4.68%4.06%2.75%2.06%2.12%2.44%2.71%2.73%2.99%3.39%
USDC.L
L&G USD Corporate Bond Screened UCITS ETF USD Distributing
4.82%4.47%4.08%3.24%2.36%0.78%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SLXX.L and USDC.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USDC.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USDC.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SLXX.L.

SLXX.L tracks Markit iBoxx GBP Liquid Corporates Large Cap Index, while USDC.L tracks L&G USD Corporate Bond Screened UCITS ETF USD Distributing. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for SLXX.L and 0.09% for USDC.L.

Portfolio Optimizer

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