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SUSD.L vs. SLXX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUSD.L vs. SLXX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) and iShares Core £ Corp Bond UCITS ETF (SLXX.L). The values are adjusted to include any dividend payments, if applicable.

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SUSD.L vs. SLXX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
1.49%-1.69%7.18%-0.46%9.68%1.10%-0.39%1.34%7.32%-7.71%
SLXX.L
iShares Core £ Corp Bond UCITS ETF
-2.00%6.50%1.60%8.54%-18.36%-4.01%9.03%11.30%-2.77%4.24%

Returns By Period

In the year-to-date period, SUSD.L achieves a 1.49% return, which is significantly higher than SLXX.L's -2.00% return. Over the past 10 years, SUSD.L has outperformed SLXX.L with an annualized return of 3.21%, while SLXX.L has yielded a comparatively lower 1.92% annualized return.


SUSD.L

1D
-0.77%
1M
0.22%
YTD
1.49%
6M
2.83%
1Y
1.40%
3Y*
2.63%
5Y*
3.62%
10Y*
3.21%

SLXX.L

1D
0.22%
1M
-2.81%
YTD
-2.00%
6M
0.59%
1Y
4.50%
3Y*
4.18%
5Y*
-1.07%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUSD.L vs. SLXX.L - Expense Ratio Comparison

SUSD.L has a 0.12% expense ratio, which is lower than SLXX.L's 0.20% expense ratio. Despite the difference, 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

SUSD.L vs. SLXX.L — Risk / Return Rank

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

SUSD.L
SUSD.L Risk / Return Rank: 1515
Overall Rank
SUSD.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SUSD.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
SUSD.L Omega Ratio Rank: 1414
Omega Ratio Rank
SUSD.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
SUSD.L Martin Ratio Rank: 1515
Martin Ratio Rank

SLXX.L
SLXX.L Risk / Return Rank: 4242
Overall Rank
SLXX.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SLXX.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
SLXX.L Omega Ratio Rank: 4040
Omega Ratio Rank
SLXX.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
SLXX.L Martin Ratio Rank: 4646
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.

SUSD.L vs. SLXX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) and iShares Core £ Corp Bond UCITS ETF (SLXX.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.


SUSD.LSLXX.LDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.90

-0.69

Sortino ratio

Return per unit of downside risk

0.35

1.24

-0.89

Omega ratio

Gain probability vs. loss probability

1.04

1.17

-0.13

Calmar ratio

Return relative to maximum drawdown

0.28

1.06

-0.78

Martin ratio

Return relative to average drawdown

0.53

4.59

-4.06

SUSD.L vs. SLXX.L - Sharpe Ratio Comparison

The current SUSD.L Sharpe Ratio is 0.21, which is lower than the SLXX.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SUSD.L and SLXX.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


SUSD.LSLXX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.90

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

-0.13

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.24

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.43

-0.02

Correlation

The correlation between SUSD.L and SLXX.L is 0.05, 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

SUSD.L vs. SLXX.L - Dividend Comparison

SUSD.L's dividend yield for the trailing twelve months is around 4.60%, less than SLXX.L's 5.03% yield.


TTM20252024202320222021202020192018201720162015
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.60%4.91%4.20%3.11%1.14%1.80%2.77%2.57%1.66%1.74%1.28%1.00%
SLXX.L
iShares Core £ Corp Bond UCITS ETF
5.03%4.82%4.68%4.06%2.75%2.06%2.12%2.44%2.71%2.73%2.99%3.39%

Drawdowns

SUSD.L vs. SLXX.L - Drawdown Comparison

The maximum SUSD.L drawdown since its inception was -15.18%, smaller than the maximum SLXX.L drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for SUSD.L and SLXX.L.


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Drawdown Indicators


SUSD.LSLXX.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.18%

-30.27%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-4.25%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-29.34%

+14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-15.18%

-30.27%

+15.09%

Current Drawdown

Current decline from peak

-3.69%

-9.88%

+6.19%

Average Drawdown

Average peak-to-trough decline

-5.86%

-5.58%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

0.98%

+2.25%

Volatility

SUSD.L vs. SLXX.L - Volatility Comparison

The current volatility for SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) is 2.06%, while iShares Core £ Corp Bond UCITS ETF (SLXX.L) has a volatility of 2.93%. This indicates that SUSD.L experiences smaller price fluctuations and is considered to be less risky than SLXX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSD.LSLXX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.93%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.31%

3.73%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

6.73%

5.24%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

7.95%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.25%

8.04%

+1.21%