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

Performance

SUKC.L vs. SUOG.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 EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.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 1.21% return, which is significantly lower than SUOG.L's 1.37% return.


SUKC.L

1D
0.00%
1M
-0.10%
6M
0.87%
YTD
1.21%
1Y
4.20%
3Y*
6.28%
5Y*
2.52%
10Y*
2.29%

SUOG.L

1D
0.00%
1M
-0.41%
6M
0.96%
YTD
1.37%
1Y
3.25%
3Y*
5.85%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
1.21%6.37%4.84%7.17%-5.78%-0.79%3.08%0.65%
SUOG.L
iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)
1.37%5.20%5.41%8.90%-12.32%-0.54%2.78%-0.07%

Correlation

The correlation between SUKC.L and SUOG.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.42

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2019

0.45

The correlation between SUKC.L and SUOG.L shifts across timeframes, from 0.36 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SUKC.L vs. SUOG.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: 3333
Overall Rank
SUKC.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 2626
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 4040
Martin Ratio Rank

SUOG.L
SUOG.L Risk / Return Rank: 3636
Overall Rank
SUOG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SUOG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
SUOG.L Omega Ratio Rank: 3636
Omega Ratio Rank
SUOG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SUOG.L Martin Ratio Rank: 4141
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. SUOG.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 EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.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.


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

-0.22

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.14

1.19

-0.04

Calmar ratioReturn relative to maximum drawdown

2.02

1.33

+0.69

Martin ratioReturn relative to average drawdown

4.86

4.95

-0.09

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

The current SUKC.L Sharpe Ratio is 0.71, which is comparable to the SUOG.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SUKC.L and SUOG.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

SUKC.L vs. SUOG.L - Drawdown Comparison

The maximum SUKC.L drawdown since its inception was -11.60%, smaller than the maximum SUOG.L drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for SUKC.L and SUOG.L.


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Drawdown Indicators


SUKC.LSUOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.60%

-16.15%

+4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-2.43%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-2.07%

-2.43%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-11.60%

-16.15%

+4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-11.60%

Current Drawdown

Current decline from peak

-0.37%

-0.82%

+0.45%

Average Drawdown

Average peak-to-trough decline

-1.30%

-4.07%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.65%

+0.21%

Volatility

SUKC.L vs. SUOG.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) is 0.84%, while iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) (SUOG.L) has a volatility of 0.91%. This indicates that SUKC.L experiences smaller price fluctuations and is considered to be less risky than SUOG.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.LSUOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.91%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

2.85%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

3.48%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

4.67%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

5.40%

-0.87%

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

SUKC.L has a 0.20% expense ratio, which is higher than SUOG.L's 0.16% 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. SUOG.L - Dividend Comparison

SUKC.L's dividend yield for the trailing twelve months is around 4.67%, more than SUOG.L's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
4.67%4.61%4.41%3.05%1.76%1.77%1.97%1.93%1.88%2.43%2.40%2.55%
SUOG.L
iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist)
3.22%3.19%3.12%2.48%0.81%0.44%0.55%0.13%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUKC.L and SUOG.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUOG.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUOG.L is cheaper with a 0.16% expense ratio, compared with 0.20% for SUKC.L.

SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while SUOG.L tracks Bloomberg MSCI Euro Corporate ESG SRI Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for SUKC.L and 0.16% for SUOG.L.

Portfolio Optimizer

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