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SUKC.L vs. TI5G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUKC.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). The values are adjusted to include any dividend payments, if applicable.

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SUKC.L vs. TI5G.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
-2.41%3.90%4.82%7.17%-5.78%-0.79%3.08%4.66%0.14%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
1.04%5.70%4.60%3.62%-3.69%5.28%4.05%3.05%-0.77%

Returns By Period

In the year-to-date period, SUKC.L achieves a -2.41% return, which is significantly lower than TI5G.L's 1.04% return.


SUKC.L

1D
0.24%
1M
0.17%
YTD
-2.41%
6M
-0.92%
1Y
0.49%
3Y*
3.91%
5Y*
1.38%
10Y*
1.86%

TI5G.L

1D
-0.05%
1M
0.14%
YTD
1.04%
6M
1.23%
1Y
3.73%
3Y*
4.24%
5Y*
3.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUKC.L vs. TI5G.L - Expense Ratio Comparison

SUKC.L has a 0.20% expense ratio, which is higher than TI5G.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%.


Return for Risk

SUKC.L vs. TI5G.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: 1111
Overall Rank
SUKC.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 1111
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 99
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 99
Martin Ratio Rank

TI5G.L
TI5G.L Risk / Return Rank: 6060
Overall Rank
TI5G.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5757
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 5858
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. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.LTI5G.LDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.11

-1.05

Sortino ratio

Return per unit of downside risk

0.13

1.52

-1.39

Omega ratio

Gain probability vs. loss probability

1.02

1.22

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.07

2.11

-2.18

Martin ratio

Return relative to average drawdown

-0.16

6.84

-7.00

SUKC.L vs. TI5G.L - Sharpe Ratio Comparison

The current SUKC.L Sharpe Ratio is 0.06, which is lower than the TI5G.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SUKC.L and TI5G.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.


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Sharpe Ratios by Period


SUKC.LTI5G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.11

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.98

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.86

-0.38

Correlation

The correlation between SUKC.L and TI5G.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SUKC.L vs. TI5G.L - Dividend Comparison

SUKC.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.91%.


TTM20252024202320222021202020192018201720162015
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%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
5.91%5.98%6.83%5.19%0.32%0.34%3.06%3.28%2.36%0.00%0.00%0.00%

Drawdowns

SUKC.L vs. TI5G.L - Drawdown Comparison

The maximum SUKC.L drawdown since its inception was -11.63%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for SUKC.L and TI5G.L.


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Drawdown Indicators


SUKC.LTI5G.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.63%

-5.63%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-1.55%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-11.63%

-5.63%

-6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-11.63%

Current Drawdown

Current decline from peak

-3.04%

-0.41%

-2.63%

Average Drawdown

Average peak-to-trough decline

-1.39%

-1.04%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.48%

+1.24%

Volatility

SUKC.L vs. TI5G.L - Volatility Comparison

SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) has a higher volatility of 2.02% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.90%. This indicates that SUKC.L's price experiences larger fluctuations and is considered to be riskier than TI5G.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.LTI5G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

0.90%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

1.68%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

7.45%

3.35%

+4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

3.07%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.61%

3.25%

+1.36%