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

Performance

SUKC.L vs. PRIC.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 Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.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 PRIC.L is traded in GBp. To make them comparable, the PRIC.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 PRIC.L's -0.37% 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%

PRIC.L

1D
0.29%
1M
1.02%
YTD
-0.37%
6M
-2.92%
1Y
2.15%
3Y*
2.44%
5Y*
-1.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%2.99%
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
-0.37%5.75%-2.51%3.51%-10.37%-8.76%6.60%2.97%

Correlation

The correlation between SUKC.L and PRIC.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.22

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.29

The correlation between SUKC.L and PRIC.L shifts across timeframes, from 0.09 (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. PRIC.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

PRIC.L
PRIC.L Risk / Return Rank: 1414
Overall Rank
PRIC.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRIC.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRIC.L Omega Ratio Rank: 1414
Omega Ratio Rank
PRIC.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRIC.L Martin Ratio Rank: 1313
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. PRIC.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 Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.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.LPRIC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.00

1.08

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.06

0.36

-0.43

Martin ratioReturn relative to average drawdown

-0.12

0.73

-0.85

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

The current SUKC.L Sharpe Ratio is -0.03, which is lower than the PRIC.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SUKC.L and PRIC.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.LPRIC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.40

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.26

+0.58

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

+0.58

Drawdowns

SUKC.L vs. PRIC.L - Drawdown Comparison

The maximum SUKC.L drawdown since its inception was -11.63%, smaller than the maximum PRIC.L drawdown of -24.61%. Use the drawdown chart below to compare losses from any high point for SUKC.L and PRIC.L.


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Drawdown Indicators


SUKC.LPRIC.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.63%

-24.61%

+12.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-5.89%

+2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

-5.89%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-11.63%

-18.42%

+6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-11.63%

Current Drawdown

Current decline from peak

-2.11%

-16.60%

+14.49%

Average Drawdown

Average peak-to-trough decline

-1.41%

-14.39%

+12.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.95%

-0.93%

Volatility

SUKC.L vs. PRIC.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) is 1.17%, while Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) has a volatility of 1.49%. This indicates that SUKC.L experiences smaller price fluctuations and is considered to be less risky than PRIC.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.LPRIC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.49%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

4.33%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

6.88%

5.31%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

6.49%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

7.35%

-2.72%

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

SUKC.L has a 0.20% expense ratio, which is higher than PRIC.L's 0.05% 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

SUKC.L vs. PRIC.L - Dividend Comparison

SUKC.L has not paid dividends to shareholders, while PRIC.L's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM20252024202320222021202020192018201720162015
PRIC.L
Amundi Prime Euro Corporates UCITS ETF DR (D)
0.03%0.03%0.03%0.02%0.01%0.01%0.01%0.01%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 PRIC.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIC.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIC.L is cheaper with a 0.05% expense ratio, compared with 0.20% for SUKC.L.

SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while PRIC.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for SUKC.L and 0.05% for PRIC.L.

Portfolio Optimizer

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