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SUSD.L vs. UC81.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSD.L vs. UC81.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSD.L is traded in GBP, while UC81.L is traded in GBp. To make them comparable, the UC81.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUSD.L achieves a 1.34% return, which is significantly higher than UC81.L's 0.48% return. Both investments have delivered pretty close results over the past 10 years, with SUSD.L having a 3.36% annualized return and UC81.L not far behind at 3.31%.


SUSD.L

1D
0.05%
1M
1.52%
YTD
1.34%
6M
0.80%
1Y
5.70%
3Y*
2.52%
5Y*
4.04%
10Y*
3.36%

UC81.L

1D
0.17%
1M
1.13%
YTD
0.48%
6M
0.19%
1Y
5.34%
3Y*
2.64%
5Y*
3.20%
10Y*
3.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSD.L vs. UC81.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
1.34%-1.69%7.18%-0.46%9.68%1.10%-0.39%1.34%7.32%-7.71%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
0.48%-0.20%6.44%0.38%4.76%0.32%1.51%4.23%6.12%-6.53%

Correlation

The correlation between SUSD.L and UC81.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2014

0.96

The correlation between SUSD.L and UC81.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

SUSD.L vs. UC81.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: 2525
Overall Rank
SUSD.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SUSD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SUSD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SUSD.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUSD.L Martin Ratio Rank: 2525
Martin Ratio Rank

UC81.L
UC81.L Risk / Return Rank: 2626
Overall Rank
UC81.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
UC81.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
UC81.L Omega Ratio Rank: 2525
Omega Ratio Rank
UC81.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
UC81.L Martin Ratio Rank: 2525
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. UC81.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.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.LUC81.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.26

1.24

+0.02

Martin ratioReturn relative to average drawdown

3.31

3.19

+0.12

SUSD.L vs. UC81.L - Sharpe Ratio Comparison

The current SUSD.L Sharpe Ratio is 0.87, which is comparable to the UC81.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SUSD.L and UC81.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


SUSD.LUC81.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.91

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.41

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.36

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.43

-0.03

Drawdowns

SUSD.L vs. UC81.L - Drawdown Comparison

The maximum SUSD.L drawdown since its inception was -15.18%, roughly equal to the maximum UC81.L drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for SUSD.L and UC81.L.


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Drawdown Indicators


SUSD.LUC81.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.18%

-14.94%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

-4.29%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-9.03%

-8.01%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-14.31%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-15.18%

-14.94%

-0.24%

Current Drawdown

Current decline from peak

-3.84%

-2.57%

-1.27%

Average Drawdown

Average peak-to-trough decline

-5.84%

-5.56%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.67%

-0.04%

Volatility

SUSD.L vs. UC81.L - Volatility Comparison

SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) has a higher volatility of 1.75% compared to UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) at 1.51%. This indicates that SUSD.L's price experiences larger fluctuations and is considered to be riskier than UC81.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.LUC81.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

1.51%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

4.27%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

5.82%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.17%

7.78%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.23%

9.16%

+0.07%

SUSD.L vs. UC81.L - Expense Ratio Comparison

SUSD.L has a 0.12% expense ratio, which is lower than UC81.L's 0.18% 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%.


Dividends

SUSD.L vs. UC81.L - Dividend Comparison

SUSD.L's dividend yield for the trailing twelve months is around 4.60%, less than UC81.L's 4.67% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.67%5.59%4.77%3.28%1.36%1.58%2.75%2.90%2.20%2.16%1.86%0.84%

Frequently Asked Questions


With a correlation of 0.96, SUSD.L and UC81.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SUSD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSD.L is cheaper with a 0.12% expense ratio, compared with 0.18% for UC81.L.

Both ETFs track Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: State Street and UBS. Their fees differ too: 0.12% for SUSD.L and 0.18% for UC81.L.

Portfolio Optimizer

Find the right allocation for SUSD.L and UC81.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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