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SUA0.DE vs. EUCO.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SUA0.DE and EUCO.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

SUA0.DE vs. EUCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) and SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%SeptemberOctoberNovemberDecember2025February
-4.81%
-4.25%
SUA0.DE
EUCO.L

Key characteristics

Sharpe Ratio

SUA0.DE:

2.04

EUCO.L:

2.15

Sortino Ratio

SUA0.DE:

3.12

EUCO.L:

3.44

Omega Ratio

SUA0.DE:

1.37

EUCO.L:

1.41

Calmar Ratio

SUA0.DE:

3.40

EUCO.L:

0.73

Martin Ratio

SUA0.DE:

11.63

EUCO.L:

15.86

Ulcer Index

SUA0.DE:

0.53%

EUCO.L:

0.67%

Daily Std Dev

SUA0.DE:

3.00%

EUCO.L:

4.57%

Max Drawdown

SUA0.DE:

-9.07%

EUCO.L:

-17.53%

Current Drawdown

SUA0.DE:

-0.29%

EUCO.L:

-4.45%

Returns By Period

In the year-to-date period, SUA0.DE achieves a 0.60% return, which is significantly higher than EUCO.L's 0.35% return.


SUA0.DE

YTD

0.60%

1M

0.78%

6M

2.44%

1Y

5.82%

5Y*

N/A

10Y*

N/A

EUCO.L

YTD

0.35%

1M

0.65%

6M

2.26%

1Y

5.90%

5Y*

-0.76%

10Y*

1.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SUA0.DE vs. EUCO.L - Expense Ratio Comparison

SUA0.DE has a 0.15% expense ratio, which is higher than EUCO.L's 0.12% 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%.


SUA0.DE
iShares EUR Corporate Bond ESG UCITS ETF EUR Acc
Expense ratio chart for SUA0.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for EUCO.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SUA0.DE vs. EUCO.L — Risk-Adjusted Performance Rank

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

SUA0.DE
The Risk-Adjusted Performance Rank of SUA0.DE is 8484
Overall Rank
The Sharpe Ratio Rank of SUA0.DE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SUA0.DE is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SUA0.DE is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SUA0.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SUA0.DE is 8181
Martin Ratio Rank

EUCO.L
The Risk-Adjusted Performance Rank of EUCO.L is 7777
Overall Rank
The Sharpe Ratio Rank of EUCO.L is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of EUCO.L is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EUCO.L is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EUCO.L is 3232
Calmar Ratio Rank
The Martin Ratio Rank of EUCO.L is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SUA0.DE vs. EUCO.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) and SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.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.


Sharpe ratio
The chart of Sharpe ratio for SUA0.DE, currently valued at 0.23, compared to the broader market0.002.004.000.230.33
The chart of Sortino ratio for SUA0.DE, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.000.380.55
The chart of Omega ratio for SUA0.DE, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.09
The chart of Calmar ratio for SUA0.DE, currently valued at 0.19, compared to the broader market0.005.0010.0015.000.190.29
The chart of Martin ratio for SUA0.DE, currently valued at 0.48, compared to the broader market0.0020.0040.0060.0080.00100.000.480.78
SUA0.DE
EUCO.L

The current SUA0.DE Sharpe Ratio is 2.04, which is comparable to the EUCO.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SUA0.DE and EUCO.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.23
0.33
SUA0.DE
EUCO.L

Dividends

SUA0.DE vs. EUCO.L - Dividend Comparison

SUA0.DE has not paid dividends to shareholders, while EUCO.L's dividend yield for the trailing twelve months is around 3.26%.


TTM2024202320222021202020192018201720162015
SUA0.DE
iShares EUR Corporate Bond ESG UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUCO.L
SPDR Bloomberg Euro Corporate Bond UCITS ETF
3.26%3.07%2.12%0.96%0.89%0.86%1.38%0.89%1.21%1.36%1.71%

Drawdowns

SUA0.DE vs. EUCO.L - Drawdown Comparison

The maximum SUA0.DE drawdown since its inception was -9.07%, smaller than the maximum EUCO.L drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for SUA0.DE and EUCO.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.96%
-5.28%
SUA0.DE
EUCO.L

Volatility

SUA0.DE vs. EUCO.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) is 1.31%, while SPDR Bloomberg Euro Corporate Bond UCITS ETF (EUCO.L) has a volatility of 1.84%. This indicates that SUA0.DE experiences smaller price fluctuations and is considered to be less risky than EUCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.31%
1.84%
SUA0.DE
EUCO.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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