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SUOE.L vs. EFRN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUOE.L vs. EFRN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SUOE.L

1D
0.15%
1M
0.35%
YTD
0.57%
6M
0.57%
1Y
2.19%
3Y*
4.51%
5Y*
0.03%
10Y*

EFRN.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUOE.L vs. EFRN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
0.57%2.96%4.25%7.30%-13.15%-1.22%2.57%6.04%-0.65%
EFRN.L
iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)
0.00%2.41%4.35%3.98%-0.12%-0.18%0.03%1.08%-0.78%

Correlation

The correlation between SUOE.L and EFRN.L is 0.05, 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

0.05

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

0.06

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2018

0.06

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Return for Risk

SUOE.L vs. EFRN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUOE.L
SUOE.L Risk / Return Rank: 1919
Overall Rank
SUOE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SUOE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
SUOE.L Omega Ratio Rank: 1919
Omega Ratio Rank
SUOE.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
SUOE.L Martin Ratio Rank: 2121
Martin Ratio Rank

EFRN.L
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.

SUOE.L vs. EFRN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG UCITS ETF (Dist) (SUOE.L) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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.


SUOE.LEFRN.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.69

Martin ratioReturn relative to average drawdown

2.44

SUOE.L vs. EFRN.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SUOE.LEFRN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

Drawdowns

SUOE.L vs. EFRN.L - Drawdown Comparison


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Drawdown Indicators


SUOE.LEFRN.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

Current Drawdown

Current decline from peak

-1.09%

Average Drawdown

Average peak-to-trough decline

-4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

SUOE.L vs. EFRN.L - Volatility Comparison


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Volatility by Period


SUOE.LEFRN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

SUOE.L vs. EFRN.L - Expense Ratio Comparison

SUOE.L has a 0.15% expense ratio, which is higher than EFRN.L's 0.10% 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

SUOE.L vs. EFRN.L - Dividend Comparison

SUOE.L's dividend yield for the trailing twelve months is around 3.27%, while EFRN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EFRN.L
iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)
0.00%1.59%4.22%2.93%0.00%0.00%0.00%0.00%0.00%
SUOE.L
iShares EUR Corporate Bond ESG UCITS ETF (Dist)
3.27%3.23%3.18%2.52%0.83%0.47%0.57%0.77%0.30%

Frequently Asked Questions


SUOE.L and EFRN.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EFRN.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EFRN.L is cheaper with a 0.10% expense ratio, compared with 0.15% for SUOE.L.

SUOE.L tracks Bloomberg Euro Corp TR EUR, while EFRN.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Their fees differ too: 0.15% for SUOE.L and 0.10% for EFRN.L.

Portfolio Optimizer

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