PortfoliosLab logoPortfoliosLab logo
SUSS.L vs. ECRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSS.L vs. ECRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) and Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SUSS.L achieves a -0.34% return, which is significantly higher than ECRP.L's -0.42% return.


SUSS.L

1D
0.20%
1M
0.67%
YTD
-0.34%
6M
-0.17%
1Y
4.72%
3Y*
3.86%
5Y*
1.74%
10Y*
1.87%

ECRP.L

1D
0.28%
1M
1.04%
YTD
-0.42%
6M
-0.50%
1Y
4.66%
3Y*
4.58%
5Y*
0.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSS.L vs. ECRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
-0.34%8.41%-0.49%2.14%1.81%-6.73%8.55%
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.42%8.36%-0.55%5.00%-8.32%-8.20%10.39%

Correlation

The correlation between SUSS.L and ECRP.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.83

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

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2020

0.73

The correlation between SUSS.L and ECRP.L shifts across timeframes, from 0.73 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SUSS.L vs. ECRP.L — Risk / Return Rank

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

SUSS.L
SUSS.L Risk / Return Rank: 3434
Overall Rank
SUSS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SUSS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SUSS.L Omega Ratio Rank: 3131
Omega Ratio Rank
SUSS.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SUSS.L Martin Ratio Rank: 3131
Martin Ratio Rank

ECRP.L
ECRP.L Risk / Return Rank: 2626
Overall Rank
ECRP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 2525
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 2424
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.

SUSS.L vs. ECRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) and Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.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.


SUSS.LECRP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

1.94

1.20

+0.74

Martin ratioReturn relative to average drawdown

4.52

3.05

+1.47

SUSS.L vs. ECRP.L - Sharpe Ratio Comparison

The current SUSS.L Sharpe Ratio is 1.15, which is comparable to the ECRP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SUSS.L and ECRP.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.


Loading charts...

Sharpe Ratios by Period


SUSS.LECRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.97

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.02

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.12

+0.20

Drawdowns

SUSS.L vs. ECRP.L - Drawdown Comparison

The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum ECRP.L drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for SUSS.L and ECRP.L.


Loading charts...

Drawdown Indicators


SUSS.LECRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

-21.22%

+8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.87%

+1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

-3.87%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-5.87%

-16.71%

+10.84%

Max Drawdown (10Y)

Largest decline over 10 years

-12.27%

Current Drawdown

Current decline from peak

-1.37%

-6.37%

+5.00%

Average Drawdown

Average peak-to-trough decline

-5.61%

-11.10%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.52%

-0.48%

Volatility

SUSS.L vs. ECRP.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) is 1.27%, while Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) has a volatility of 1.50%. This indicates that SUSS.L experiences smaller price fluctuations and is considered to be less risky than ECRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUSS.LECRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.50%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.64%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

4.77%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

6.35%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

6.88%

+0.17%

SUSS.L vs. ECRP.L - Expense Ratio Comparison

SUSS.L has a 0.12% expense ratio, which is lower than ECRP.L's 0.14% 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

SUSS.L vs. ECRP.L - Dividend Comparison

SUSS.L's dividend yield for the trailing twelve months is around 2.94%, while ECRP.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
2.94%2.99%3.00%1.95%0.31%0.13%0.23%0.28%0.13%0.12%0.17%

Frequently Asked Questions


With a correlation of 0.90, SUSS.L and ECRP.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, SUSS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSS.L is cheaper with a 0.12% expense ratio, compared with 0.14% for ECRP.L.

SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while ECRP.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SUSS.L and 0.14% for ECRP.L.

Portfolio Optimizer

Find the right allocation for SUSS.L and ECRP.L

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

Open Portfolio Optimizer