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

SUKC.L vs. USDV.L

Last updated Jun 5, 2026

SUKC.L (SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both exchange-traded funds - SUKC.L is a European Corporate Bonds fund tracking the Markit iBoxx GBP NonGilts 1-5 TR, while USDV.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, SUKC.L returned 1.84%/yr vs 9.84%/yr for USDV.L. At a 0.07 correlation, their price movements are largely independent. SUKC.L charges 0.20%/yr vs 0.35%/yr for USDV.L.

Performance

SUKC.L vs. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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 -1.46% return, which is significantly lower than USDV.L's 7.22% return. Over the past 10 years, SUKC.L has underperformed USDV.L with an annualized return of 1.84%, while USDV.L has yielded a comparatively higher 9.84% annualized 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%

USDV.L

1D
0.13%
1M
1.76%
YTD
7.22%
6M
7.16%
1Y
14.02%
3Y*
6.93%
5Y*
6.79%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUKC.L vs. USDV.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%1.73%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		7.22%1.15%9.34%-3.52%11.58%26.74%-2.72%19.69%1.49%6.73%

Correlation

The correlation between SUKC.L and USDV.L is 0.02, 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

0.02

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

0.12

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

0.11

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2014

0.07

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

Sectors
SUKC.L
USDV.L

Financial Services

36.3%
11.5%

Consumer Cyclical

3.8%
5.2%

Communication Services

3.5%
3.5%

Real Estate

3.2%
4.6%

Consumer Defensive

2.0%
17.0%

Industrials

1.3%
17.5%

Healthcare

1.2%
6.2%

Utilities

1.0%
14.8%

Technology

0.4%
8.9%

Basic Materials

0.3%
6.4%

Energy

0.2%
4.5%

Financial Services

SUKC.L
36.3%
USDV.L
11.5%

Consumer Cyclical

SUKC.L
3.8%
USDV.L
5.2%

Communication Services

SUKC.L
3.5%
USDV.L
3.5%

Real Estate

SUKC.L
3.2%
USDV.L
4.6%

Consumer Defensive

SUKC.L
2.0%
USDV.L
17.0%

Industrials

SUKC.L
1.3%
USDV.L
17.5%

Healthcare

SUKC.L
1.2%
USDV.L
6.2%

Utilities

SUKC.L
1.0%
USDV.L
14.8%

Technology

SUKC.L
0.4%
USDV.L
8.9%

Basic Materials

SUKC.L
0.3%
USDV.L
6.4%

Energy

SUKC.L
0.2%
USDV.L
4.5%

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SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

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 USDV.L:
USDV.L vs. SCHDUSDV.L vs. UDVD.LUSDV.L vs. SPYUSDV.L vs. VOOUSDV.L vs. XUHY.LUSDV.L vs. QDIVUSDV.L vs. VUAA.L

Return for Risk

SUKC.L vs. USDV.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
USDV.L
USDV.L Risk / Return Rank: 4141
Overall Rank
USDV.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 3939
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 3535
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. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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.LUSDV.LDifference
Sharpe ratioReturn per unit of total volatility
-0.03
1.44

-1.48

Sortino ratioReturn per unit of downside risk
0.00
2.15

-2.15

Omega ratioGain probability vs. loss probability

1.00

1.25

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.06

2.12

-2.18

Martin ratioReturn relative to average drawdown

-0.12

5.42

-5.53

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. USDV.L - Sharpe Ratio Comparison

The current SUKC.L Sharpe Ratio is -0.03, which is lower than the USDV.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SUKC.L and USDV.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.LUSDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

1.44

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.53

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.64

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.84

-0.35

Drawdowns

SUKC.L vs. USDV.L - Drawdown Comparison

The maximum SUKC.L drawdown since its inception was -11.63%, smaller than the maximum USDV.L drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for SUKC.L and USDV.L.

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Drawdown Indicators

SUKC.LUSDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.63%

-27.80%

+16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-6.60%

+2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

-16.30%

+12.55%

Max Drawdown (5Y)

Largest decline over 5 years

-11.63%

-16.30%

+4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-11.63%

-27.80%

+16.17%

Current Drawdown

Current decline from peak

-2.11%

-3.68%

+1.57%

Average Drawdown

Average peak-to-trough decline

-1.41%

-4.14%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.58%

-0.56%

Volatility

SUKC.L vs. USDV.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) is 1.17%, while SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) has a volatility of 2.53%. This indicates that SUKC.L experiences smaller price fluctuations and is considered to be less risky than USDV.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.LUSDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

2.53%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

7.19%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.88%

9.69%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

12.78%

-8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

15.33%

-10.70%

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

SUKC.L has a 0.20% expense ratio, which is lower than USDV.L's 0.35% expense ratio.

Dividends

SUKC.L vs. USDV.L - Dividend Comparison

SUKC.L has not paid dividends to shareholders, while USDV.L's dividend yield for the trailing twelve months is around 2.04%.

PositionTTM20252024202320222021202020192018201720162015
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%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.04%2.20%1.99%2.29%2.11%2.12%2.57%2.65%2.19%3.07%1.65%2.00%

Frequently Asked Questions

SUKC.L and USDV.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUKC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUKC.L is cheaper with a 0.20% expense ratio, compared with 0.35% for USDV.L.

SUKC.L is categorized as European Corporate Bonds, while USDV.L is Large Cap Blend Equities. SUKC.L tracks Markit iBoxx GBP NonGilts 1-5 TR, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. Their fees differ too: 0.20% for SUKC.L and 0.35% for USDV.L.

Portfolio Optimizer

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