SUSS.L vs. IGCB.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) and Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L).

SUSS.L and IGCB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. It was launched on Jan 7, 2016. IGCB.L is a passively managed fund by Invesco that tracks the performance of the Markit iBoxx GBP NonGilts TR. It was launched on Mar 5, 2020. Both SUSS.L and IGCB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SUSS.L vs. IGCB.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 Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)	-0.31%	8.41%	-0.49%	2.14%	1.81%	-6.73%	3.62%
IGCB.L Invesco GBP Corporate Bond UCITS ETF Dist	-1.36%	6.83%	1.93%	9.20%	-18.57%	-4.00%	8.69%

Returns By Period

In the year-to-date period, SUSS.L achieves a -0.31% return, which is significantly higher than IGCB.L's -1.36% return.

SUSS.L

• 1D: 0.08%
• 1M: -0.77%
• YTD: -0.31%
• 6M: 0.54%
• 1Y: 6.35%
• 3Y*: 3.29%
• 5Y*: 1.95%
• 10Y*: 1.67%

IGCB.L

• 1D: 0.68%
• 1M: -1.94%
• YTD: -1.36%
• 6M: 0.92%
• 1Y: 5.26%
• 3Y*: 4.80%
• 5Y*: -0.75%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SUSS.L has a 0.12% expense ratio, which is higher than IGCB.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SUSS.L

iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)

IGCB.L

Invesco GBP Corporate Bond UCITS ETF Dist

Return for Risk

SUSS.L vs. IGCB.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: 67
SUSS.L Sharpe Ratio Rank: 72
SUSS.L Sortino Ratio Rank: 79
SUSS.L Omega Ratio Rank: 63
SUSS.L Calmar Ratio Rank: 75
SUSS.L Martin Ratio Rank: 48

IGCB.L

IGCB.L Risk / Return Rank: 42
IGCB.L Sharpe Ratio Rank: 43
IGCB.L Sortino Ratio Rank: 39
IGCB.L Omega Ratio Rank: 37
IGCB.L Calmar Ratio Rank: 44
IGCB.L Martin Ratio Rank: 48

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. IGCB.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 Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.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.L	IGCB.L	Difference
Sharpe ratio Return per unit of total volatility	1.36	0.85	+0.51
Sortino ratio Return per unit of downside risk	2.14	1.18	+0.96
Omega ratio Gain probability vs. loss probability	1.25	1.16	+0.09
Calmar ratio Return relative to maximum drawdown	2.26	1.27	+0.99
Martin ratio Return relative to average drawdown	5.26	5.07	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SUSS.L Sharpe Ratio is 1.36, which is higher than the IGCB.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SUSS.L and IGCB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SUSS.L	IGCB.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	0.85	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	-0.10	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	-0.01	+0.33

Correlation

The correlation between SUSS.L and IGCB.L is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SUSS.L vs. IGCB.L - Dividend Comparison

SUSS.L's dividend yield for the trailing twelve months is around 3.00%, less than IGCB.L's 5.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)	3.00%	2.99%	3.00%	1.95%	0.31%	0.13%	0.23%	0.28%	0.13%	0.12%	0.17%
IGCB.L Invesco GBP Corporate Bond UCITS ETF Dist	5.33%	5.18%	5.18%	4.26%	2.54%	1.74%	1.22%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SUSS.L vs. IGCB.L - Drawdown Comparison

The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum IGCB.L drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for SUSS.L and IGCB.L.

Drawdown Indicators

	SUSS.L	IGCB.L	Difference
Max Drawdown Largest peak-to-trough decline	-12.27%	-30.44%	+18.17%
Max Drawdown (1Y) Largest decline over 1 year	-2.74%	-4.00%	+1.26%
Max Drawdown (5Y) Largest decline over 5 years	-6.57%	-29.39%	+22.82%
Max Drawdown (10Y) Largest decline over 10 years	-12.27%	—	—
Current Drawdown Current decline from peak	-1.34%	-8.57%	+7.23%
Average Drawdown Average peak-to-trough decline	-5.68%	-11.39%	+5.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.18%	1.01%	+0.17%

Volatility

SUSS.L vs. IGCB.L - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) is 1.19%, while Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) has a volatility of 2.91%. This indicates that SUSS.L experiences smaller price fluctuations and is considered to be less risky than IGCB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSS.L	IGCB.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.19%	2.91%	-1.72%
Volatility (6M) Calculated over the trailing 6-month period	2.84%	4.36%	-1.52%
Volatility (1Y) Calculated over the trailing 1-year period	4.66%	6.18%	-1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.50%	7.55%	-2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.16%	7.73%	-0.57%