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SUKC.L vs. IS15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUKC.L vs. IS15.L

Last updated Jun 6, 2026

SUKC.L (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) and IS15.L (iShares GBP Corporate Bond 0-5yr UCITS ETF) are both European Corporate Bonds funds tracking the Markit iBoxx GBP NonGilts 1-5 TR, from State Street and iShares respectively. Both are passively managed. Over the past 10 years, SUKC.L returned 2.32%/yr vs 2.28%/yr for IS15.L. At a 0.50 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.

Performance

SUKC.L vs. IS15.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 GBP Corporate Bond 0-5yr UCITS ETF (IS15.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUKC.L achieves a 0.86% return, which is significantly higher than IS15.L's 0.68% return. Both investments have delivered pretty close results over the past 10 years, with SUKC.L having a 2.32% annualized return and IS15.L not far behind at 2.28%.

SUKC.L

1D
0.03%
1M
0.48%
YTD
0.86%
6M
1.34%
1Y
4.59%
3Y*
6.16%
5Y*
2.45%
10Y*
2.32%

IS15.L

1D
-0.04%
1M
0.65%
YTD
0.68%
6M
1.18%
1Y
4.47%
3Y*
6.18%
5Y*
2.34%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUKC.L vs. IS15.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF		0.86%6.37%4.84%7.17%-5.78%-0.79%3.08%4.66%-0.45%1.76%
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF		0.68%6.24%4.89%7.16%-6.09%-0.84%3.38%4.54%-0.48%1.76%

Correlation

The correlation between SUKC.L and IS15.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.47

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2014

0.50

Over the past year, the correlation between SUKC.L and IS15.L has dropped to 0.29 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

SUKC.L vs. IS15.L - Sectors Allocation Comparison

Sectors
SUKC.L
IS15.L

Financial Services

36.3%
28.6%

Consumer Cyclical

3.8%
17.6%

Communication Services

3.5%
3.9%

Real Estate

3.2%
6.0%

Consumer Defensive

2.0%
8.5%

Industrials

1.3%
25.2%

Healthcare

1.2%

-

Utilities

1.0%
1.5%

Technology

0.4%
5.9%

Basic Materials

0.3%
2.8%

Energy

0.2%

-

Financial Services

SUKC.L
36.3%
IS15.L
28.6%

Consumer Cyclical

SUKC.L
3.8%
IS15.L
17.6%

Communication Services

SUKC.L
3.5%
IS15.L
3.9%

Real Estate

SUKC.L
3.2%
IS15.L
6.0%

Consumer Defensive

SUKC.L
2.0%
IS15.L
8.5%

Industrials

SUKC.L
1.3%
IS15.L
25.2%

Healthcare

SUKC.L
1.2%
IS15.L

-

Utilities

SUKC.L
1.0%
IS15.L
1.5%

Technology

SUKC.L
0.4%
IS15.L
5.9%

Basic Materials

SUKC.L
0.3%
IS15.L
2.8%

Energy

SUKC.L
0.2%
IS15.L

-

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SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF

iShares GBP Corporate Bond 0-5yr UCITS ETF

Often compared with SUKC.L:
SUKC.L vs. TI5G.LSUKC.L vs. IGCB.LSUKC.L vs. SWDA.LSUKC.L vs. XBLC.LSUKC.L vs. GBP5.LSUKC.L vs. UDVD.LSUKC.L vs. ACWI.L
Often compared with IS15.L:
IS15.L vs. ERNS.LIS15.L vs. GHYS.LIS15.L vs. SWDA.LIS15.L vs. IGLS.LIS15.L vs. IEAA.LIS15.L vs. SUSS.LIS15.L vs. SSAC.L

Return for Risk

SUKC.L vs. IS15.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: 3131
Overall Rank
SUKC.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 2424
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 3737
Martin Ratio Rank
IS15.L
IS15.L Risk / Return Rank: 5858
Overall Rank
IS15.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 6767
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 5555
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. IS15.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 GBP Corporate Bond 0-5yr UCITS ETF (IS15.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.LIS15.LDifference
Sharpe ratioReturn per unit of total volatility
0.74
1.73

-0.99

Sortino ratioReturn per unit of downside risk
1.07
2.51

-1.44

Omega ratioGain probability vs. loss probability

1.15

1.36

-0.22

Calmar ratioReturn relative to maximum drawdown

2.21

2.30

-0.09

Martin ratioReturn relative to average drawdown

5.23

8.85

-3.62

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUKC.L vs. IS15.L - Sharpe Ratio Comparison

The current SUKC.L Sharpe Ratio is 0.74, which is lower than the IS15.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SUKC.L and IS15.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.LIS15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.73

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.71

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.73

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.00

-0.41

Drawdowns

SUKC.L vs. IS15.L - Drawdown Comparison

The maximum SUKC.L drawdown since its inception was -11.60%, roughly equal to the maximum IS15.L drawdown of -12.18%. Use the drawdown chart below to compare losses from any high point for SUKC.L and IS15.L.

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Drawdown Indicators

SUKC.LIS15.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.60%

-12.18%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-1.94%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-2.07%

-1.94%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-11.60%

-12.18%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-11.60%

-12.18%

+0.58%

Current Drawdown

Current decline from peak

-0.14%

-0.22%

+0.08%

Average Drawdown

Average peak-to-trough decline

-1.31%

-1.12%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.50%

+0.38%

Volatility

SUKC.L vs. IS15.L - Volatility Comparison

SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) and iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) have volatilities of 1.00% and 0.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUKC.LIS15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.98%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

2.33%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.20%

2.58%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.53%

3.30%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

3.13%

+1.39%

SUKC.L vs. IS15.L - Expense Ratio Comparison

Both SUKC.L and IS15.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. IS15.L - Dividend Comparison

SUKC.L's dividend yield for the trailing twelve months is around 4.69%, more than IS15.L's 4.54% yield.

PositionTTM20252024202320222021202020192018201720162015
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF		4.54%4.35%4.06%3.05%1.80%1.72%1.81%2.03%2.08%2.15%2.55%2.91%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF		4.69%4.61%4.41%3.05%1.76%1.77%1.97%1.93%1.88%2.43%2.40%2.55%

Frequently Asked Questions

SUKC.L and IS15.L have a correlation of 0.29, 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 IS15.L have the same expense ratio: 0.20% per year.

Both ETFs track Markit iBoxx GBP NonGilts 1-5 TR. They also come from different issuers: State Street and iShares.

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