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SUSS.L vs. IEAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSS.L vs. IEAA.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 iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSS.L is traded in GBp, while IEAA.L is traded in EUR. To make them comparable, the IEAA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUSS.L achieves a -0.34% return, which is significantly lower than IEAA.L's -0.18% 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%

IEAA.L

1D
0.25%
1M
1.01%
YTD
-0.18%
6M
-0.54%
1Y
4.72%
3Y*
4.74%
5Y*
0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%5.98%-4.20%0.44%0.89%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-0.18%8.62%-0.44%5.36%-8.93%-6.97%8.50%0.21%-0.51%1.42%

Correlation

The correlation between SUSS.L and IEAA.L is 0.73, 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

0.73

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

0.71

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

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2017

0.73

The correlation between SUSS.L and IEAA.L has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

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Return for Risk

SUSS.L vs. IEAA.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

IEAA.L
IEAA.L Risk / Return Rank: 2020
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2020
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2222
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. IEAA.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 iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.LIEAA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratioReturn relative to maximum drawdown

1.94

1.25

+0.68

Martin ratioReturn relative to average drawdown

4.52

3.22

+1.29

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

The current SUSS.L Sharpe Ratio is 1.15, which is comparable to the IEAA.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SUSS.L and IEAA.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


SUSS.LIEAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.96

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.04

+0.28

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

0.09

+0.23

Drawdowns

SUSS.L vs. IEAA.L - Drawdown Comparison

The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum IEAA.L drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for SUSS.L and IEAA.L.


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Drawdown Indicators


SUSS.LIEAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

-21.43%

+9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.75%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

-3.75%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-5.87%

-16.80%

+10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-12.27%

Current Drawdown

Current decline from peak

-1.37%

-5.98%

+4.61%

Average Drawdown

Average peak-to-trough decline

-5.61%

-8.94%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.46%

-0.42%

Volatility

SUSS.L vs. IEAA.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) is 1.27%, while iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) has a volatility of 1.67%. This indicates that SUSS.L experiences smaller price fluctuations and is considered to be less risky than IEAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSS.LIEAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.67%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

3.74%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

4.90%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

6.31%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

6.91%

+0.14%

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

SUSS.L has a 0.12% expense ratio, which is lower than IEAA.L's 0.20% 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. IEAA.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
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


SUSS.L and IEAA.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.20% for IEAA.L.

SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while IEAA.L tracks Bloomberg Euro Corp TR EUR. Their fees differ too: 0.12% for SUSS.L and 0.20% for IEAA.L.

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