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

Performance

SUSD.L vs. XDGU.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 Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSD.L vs. XDGU.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%
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

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

XDGU.L
XDGU.L Risk / Return Rank: 3232
Overall Rank
XDGU.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XDGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
XDGU.L Omega Ratio Rank: 2828
Omega Ratio Rank
XDGU.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XDGU.L Martin Ratio Rank: 3434
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. 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.LXDGU.LDifference
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

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

The current SUSD.L Sharpe Ratio is 0.87, which is comparable to the XDGU.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SUSD.L and XDGU.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.LXDGU.LDifference

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.LXDGU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.84%

-7.39%

+3.55%

Average Drawdown

Average peak-to-trough decline

-5.84%

-7.85%

+2.01%

Ulcer Index

Depth 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.LXDGU.LDifference

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.


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%
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.

Portfolio Optimizer

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