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SUKC.L vs. IEAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUKC.L vs. IEAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SUKC.L achieves a -1.46% return, which is significantly lower than IEAA.L's -0.18% return.


SUKC.L

1D
0.21%
1M
1.11%
YTD
-1.46%
6M
-1.58%
1Y
-0.24%
3Y*
4.56%
5Y*
1.49%
10Y*
1.84%

IEAA.L

1D
0.25%
1M
1.01%
YTD
-0.18%
6M
-0.54%
1Y
4.72%
3Y*
4.74%
5Y*
0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUKC.L vs. IEAA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
-1.46%3.90%4.82%7.17%-5.78%-0.79%3.08%4.66%-0.43%0.64%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-0.18%8.62%-0.44%5.36%-8.93%-6.97%8.50%0.21%-0.51%1.42%

Correlation

The correlation between SUKC.L and IEAA.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.25

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

0.26

The correlation between SUKC.L and IEAA.L shifts across timeframes, from 0.13 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SUKC.L vs. IEAA.L — Risk / Return Rank

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

SUKC.L
SUKC.L Risk / Return Rank: 88
Overall Rank
SUKC.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 88
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 88
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 88
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 99
Martin Ratio Rank

IEAA.L
IEAA.L Risk / Return Rank: 2020
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2020
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2222
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.

SUKC.L vs. IEAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.


SUKC.LIEAA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.00

1.17

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.06

1.25

-1.32

Martin ratioReturn relative to average drawdown

-0.12

3.22

-3.34

SUKC.L vs. IEAA.L - Sharpe Ratio Comparison

The current SUKC.L Sharpe Ratio is -0.03, which is lower than the IEAA.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SUKC.L and IEAA.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


SUKC.LIEAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.96

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.04

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.09

+0.39

Drawdowns

SUKC.L vs. IEAA.L - Drawdown Comparison

The maximum SUKC.L drawdown since its inception was -11.63%, smaller than the maximum IEAA.L drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for SUKC.L and IEAA.L.


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Drawdown Indicators


SUKC.LIEAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.63%

-21.43%

+9.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-3.75%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

-3.75%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-11.63%

-16.80%

+5.17%

Max Drawdown (10Y)

Largest decline over 10 years

-11.63%

Current Drawdown

Current decline from peak

-2.11%

-5.98%

+3.87%

Average Drawdown

Average peak-to-trough decline

-1.41%

-8.94%

+7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.46%

+0.56%

Volatility

SUKC.L vs. IEAA.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) is 1.17%, while iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) has a volatility of 1.67%. This indicates that SUKC.L experiences smaller price fluctuations and is considered to be less risky than IEAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUKC.LIEAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.67%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

3.74%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.88%

4.90%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

6.31%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

6.91%

-2.28%

SUKC.L vs. IEAA.L - Expense Ratio Comparison

Both SUKC.L and IEAA.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

SUKC.L vs. IEAA.L - Dividend Comparison

Neither SUKC.L nor IEAA.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
0.00%2.29%4.41%3.05%1.76%1.77%1.97%1.93%1.88%2.44%2.40%2.55%

Frequently Asked Questions


SUKC.L and IEAA.L have a correlation of 0.13, 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.

SUKC.L and IEAA.L have the same expense ratio: 0.20% per year.

SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while IEAA.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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