SUSS.L vs. IITU.L
SUSS.L (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - SUSS.L is a European Corporate Bonds fund tracking the Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, SUSS.L returned 1.87%/yr vs 27.26%/yr for IITU.L. At a 0.14 correlation, their price movements are largely independent. SUSS.L charges 0.12%/yr vs 0.15%/yr for IITU.L.
Performance
SUSS.L vs. IITU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUSS.L achieves a -0.34% return, which is significantly lower than IITU.L's 23.25% return. Over the past 10 years, SUSS.L has underperformed IITU.L with an annualized return of 1.87%, while IITU.L has yielded a comparatively higher 27.26% annualized 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%
IITU.L
- 1D
- -2.08%
- 1M
- 14.24%
- YTD
- 23.25%
- 6M
- 22.00%
- 1Y
- 53.38%
- 3Y*
- 30.94%
- 5Y*
- 25.50%
- 10Y*
- 27.26%
SUSS.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 3.57% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 23.25% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 25.57% |
Correlation
The correlation between SUSS.L and IITU.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2016 | 0.14 |
The correlation between SUSS.L and IITU.L shifts across timeframes, from -0.02 (3 years) to 0.14 (10 years), 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. IITU.L — Risk / Return Rank
SUSS.L
IITU.L
SUSS.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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 | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.44 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.17 | -1.23 |
| Martin ratioReturn relative to average drawdown | 4.52 | 8.17 | -3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SUSS.L | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.71 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.16 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 1.28 | -1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.23 | -0.91 |
Drawdowns
SUSS.L vs. IITU.L - Drawdown Comparison
The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for SUSS.L and IITU.L.
Loading charts...
Drawdown Indicators
| SUSS.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.27% | -28.03% | +15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -16.76% | +14.33% |
Max Drawdown (3Y)Largest decline over 3 years | -2.74% | -28.03% | +25.29% |
Max Drawdown (5Y)Largest decline over 5 years | -5.87% | -28.03% | +22.16% |
Max Drawdown (10Y)Largest decline over 10 years | -12.27% | -28.03% | +15.76% |
Current DrawdownCurrent decline from peak | -1.37% | -2.89% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -5.14% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 6.51% | -5.47% |
Volatility
SUSS.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that SUSS.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUSS.L | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 7.01% | -5.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 14.45% | -11.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 19.60% | -15.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 21.94% | -16.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 21.31% | -14.26% |
SUSS.L vs. IITU.L - Expense Ratio Comparison
SUSS.L has a 0.12% expense ratio, which is lower than IITU.L's 0.15% 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. IITU.L - Dividend Comparison
SUSS.L's dividend yield for the trailing twelve months is around 2.94%, while IITU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (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 IITU.L have a correlation of -0.00, 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 0.15% for IITU.L.
SUSS.L is categorized as European Corporate Bonds, while IITU.L is Technology Equities. SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.12% for SUSS.L and 0.15% for IITU.L.
Find the right allocation for SUSS.L and IITU.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