SUSD.L vs. XYLD.L
SUSD.L (SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF) and XYLD.L (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) are both Corporate Bonds funds - SUSD.L tracks the Bloomberg US Corp 1-3 Yr TR USD while XYLD.L tracks the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 5 years, SUSD.L returned 4.04%/yr vs 2.97%/yr for XYLD.L. A 0.72 correlation means they provide meaningful diversification when combined. SUSD.L charges 0.12%/yr vs 0.16%/yr for XYLD.L.
Performance
SUSD.L vs. XYLD.L - Performance Comparison
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Different Trading Currencies
SUSD.L is traded in GBP, while XYLD.L is traded in USD. To make them comparable, the XYLD.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 XYLD.L's 1.12% return.
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%
XYLD.L
- 1D
- 0.13%
- 1M
- 1.16%
- YTD
- 1.12%
- 6M
- 0.44%
- 1Y
- 5.17%
- 3Y*
- 2.55%
- 5Y*
- 2.97%
- 10Y*
- —
SUSD.L vs. XYLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 11.01% |
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 1.09% | -1.37% | 6.73% | 0.47% | 2.15% | 1.31% | 7.05% | 12.73% | 7.59% |
Correlation
The correlation between SUSD.L and XYLD.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2018 | 0.72 |
The correlation between SUSD.L and XYLD.L has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
SUSD.L vs. XYLD.L — Risk / Return Rank
SUSD.L
XYLD.L
SUSD.L vs. XYLD.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 Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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 | XYLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.02 | +0.24 |
| Martin ratioReturn relative to average drawdown | 3.31 | 2.88 | +0.43 |
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 | XYLD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.81 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.36 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.49 | -0.08 |
Drawdowns
SUSD.L vs. XYLD.L - Drawdown Comparison
The maximum SUSD.L drawdown since its inception was -15.18%, roughly equal to the maximum XYLD.L drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for SUSD.L and XYLD.L.
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Drawdown Indicators
| SUSD.L | XYLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.18% | -15.48% | +0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.27% | -5.03% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -9.03% | -8.74% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -15.48% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -15.18% | — | — |
Current DrawdownCurrent decline from peak | -3.84% | -4.15% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.22% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.79% | -0.16% |
Volatility
SUSD.L vs. XYLD.L - Volatility Comparison
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) has a higher volatility of 1.75% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) at 1.51%. This indicates that SUSD.L's price experiences larger fluctuations and is considered to be riskier than XYLD.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 | XYLD.L | Difference | |
|---|---|---|---|
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% | 4.86% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 6.35% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.17% | 8.28% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.23% | 9.30% | -0.07% |
SUSD.L vs. XYLD.L - Expense Ratio Comparison
SUSD.L has a 0.12% expense ratio, which is lower than XYLD.L's 0.16% 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. XYLD.L - Dividend Comparison
SUSD.L's dividend yield for the trailing twelve months is around 4.60%, more than XYLD.L's 3.76% 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% |
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 3.76% | 3.61% | 3.34% | 2.88% | 6.03% | 3.88% | 3.78% | 2.92% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SUSD.L and XYLD.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.16% for XYLD.L.
SUSD.L tracks Bloomberg US Corp 1-3 Yr TR USD, while XYLD.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.12% for SUSD.L and 0.16% for XYLD.L.
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