SUSD.L vs. XDGU.L
SUSD.L (SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF) and XDGU.L (Xtrackers USD Corporate Bonds UCITS ETF 1D) are both Corporate Bonds funds - SUSD.L tracks the Bloomberg US Corp 1-3 Yr TR USD while XDGU.L tracks the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 10 years, SUSD.L returned 3.36%/yr vs 3.39%/yr for XDGU.L. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.
Performance
SUSD.L vs. XDGU.L - Performance Comparison
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Different Trading Currencies
SUSD.L is traded in GBP, while XDGU.L is traded in USD. To make them comparable, the XDGU.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 XDGU.L's 0.57% return. Both investments have delivered pretty close results over the past 10 years, with SUSD.L having a 3.36% annualized return and XDGU.L not far ahead at 3.39%.
SUSD.L
- 1D
- 0.05%
- 1M
- 1.28%
- YTD
- 1.34%
- 6M
- 0.97%
- 1Y
- 5.41%
- 3Y*
- 2.52%
- 5Y*
- 4.04%
- 10Y*
- 3.36%
XDGU.L
- 1D
- 0.14%
- 1M
- 1.43%
- YTD
- 0.57%
- 6M
- -0.23%
- 1Y
- 6.76%
- 3Y*
- 2.50%
- 5Y*
- 1.19%
- 10Y*
- 3.39%
SUSD.L vs. XDGU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D | 0.57% | 0.28% | 3.29% | 3.62% | -7.87% | -0.83% | 7.47% | 13.63% | 1.76% | -2.18% |
Correlation
The correlation between SUSD.L and XDGU.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2015 | 0.58 |
The correlation between SUSD.L and XDGU.L shifts across timeframes, from 0.43 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SUSD.L vs. XDGU.L — Risk / Return Rank
SUSD.L
XDGU.L
SUSD.L vs. XDGU.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 Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.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.L | XDGU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.29 | -0.03 |
| Martin ratioReturn relative to average drawdown | 3.31 | 3.13 | +0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUSD.L | XDGU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.94 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.12 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.31 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.39 | +0.01 |
Drawdowns
SUSD.L vs. XDGU.L - Drawdown Comparison
The maximum SUSD.L drawdown since its inception was -15.18%, smaller than the maximum XDGU.L drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for SUSD.L and XDGU.L.
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Drawdown Indicators
| SUSD.L | XDGU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.18% | -18.73% | +3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -4.27% | -5.21% | +0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -9.03% | -9.17% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -15.18% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -15.18% | -18.73% | +3.55% |
Current DrawdownCurrent decline from peak | -3.84% | -7.39% | +3.55% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -7.85% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.15% | -0.52% |
Volatility
SUSD.L vs. XDGU.L - Volatility Comparison
The current volatility for SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) is 1.75%, while Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) has a volatility of 2.19%. This indicates that SUSD.L experiences smaller price fluctuations and is considered to be less risky than XDGU.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.L | XDGU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 2.19% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 5.79% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 7.20% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.17% | 10.00% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.23% | 11.03% | -1.80% |
SUSD.L vs. XDGU.L - Expense Ratio Comparison
Both SUSD.L and XDGU.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SUSD.L vs. XDGU.L - Dividend Comparison
SUSD.L's dividend yield for the trailing twelve months is around 4.60%, less than XDGU.L's 4.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D | 4.75% | 4.59% | 5.63% | 4.06% | 4.07% | 5.93% | 3.74% | 2.98% | 2.97% | 3.09% | 0.29% | 0.00% |
Frequently Asked Questions
SUSD.L and XDGU.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SUSD.L and XDGU.L have the same expense ratio: 0.12% per year.
SUSD.L tracks Bloomberg US Corp 1-3 Yr TR USD, while XDGU.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: State Street and Xtrackers.
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