SUSS.L vs. PRIC.L

Last updated Jun 5, 2026

SUSS.L (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and PRIC.L (Amundi Prime Euro Corporates UCITS ETF DR (D)) are both European Corporate Bonds funds - SUSS.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while PRIC.L tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, SUSS.L returned 1.74%/yr vs -1.72%/yr for PRIC.L. Their correlation of 0.83 suggests significant overlap in exposure. SUSS.L charges 0.12%/yr vs 0.05%/yr for PRIC.L.

Performance

SUSS.L vs. PRIC.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 Prime Euro Corporates UCITS ETF DR (D) (PRIC.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUSS.L achieves a -0.34% return, which is significantly higher than PRIC.L's -0.37% 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%

PRIC.L

• 1D: 0.29%
• 1M: 1.02%
• YTD: -0.37%
• 6M: -2.92%
• 1Y: 2.15%
• 3Y*: 2.44%
• 5Y*: -1.72%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%	0.34%
PRIC.L Amundi Prime Euro Corporates UCITS ETF DR (D)	-0.37%	5.75%	-2.51%	3.51%	-10.37%	-8.76%	6.60%	2.97%

Correlation

The correlation between SUSS.L and PRIC.L is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.83

The correlation between SUSS.L and PRIC.L has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

Return for Risk

SUSS.L vs. PRIC.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: 34
SUSS.L Sharpe Ratio Rank: 33
SUSS.L Sortino Ratio Rank: 35
SUSS.L Omega Ratio Rank: 31
SUSS.L Calmar Ratio Rank: 40
SUSS.L Martin Ratio Rank: 31

PRIC.L

PRIC.L Risk / Return Rank: 14
PRIC.L Sharpe Ratio Rank: 15
PRIC.L Sortino Ratio Rank: 14
PRIC.L Omega Ratio Rank: 14
PRIC.L Calmar Ratio Rank: 13
PRIC.L Martin Ratio Rank: 13

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. PRIC.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 Prime Euro Corporates UCITS ETF DR (D) (PRIC.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	PRIC.L	Difference
Sharpe ratio: Return per unit of total volatility	1.15	0.40	+0.74
Sortino ratio: Return per unit of downside risk	1.79	0.56	+1.23
Omega ratio: Gain probability vs. loss probability	1.20	1.08	+0.13
Calmar ratio: Return relative to maximum drawdown	1.94	0.36	+1.57
Martin ratio: Return relative to average drawdown	4.52	0.73	+3.79
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. PRIC.L - Sharpe Ratio Comparison

The current SUSS.L Sharpe Ratio is 1.15, which is higher than the PRIC.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SUSS.L and PRIC.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.

Sharpe Ratios by Period

	SUSS.L	PRIC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	0.40	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	-0.26	+0.59
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	+0.41

Drawdowns

SUSS.L vs. PRIC.L - Drawdown Comparison

The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum PRIC.L drawdown of -24.61%. Use the drawdown chart below to compare losses from any high point for SUSS.L and PRIC.L.

Drawdown Indicators

	SUSS.L	PRIC.L	Difference
Max Drawdown Largest peak-to-trough decline	-12.27%	-24.61%	+12.34%
Max Drawdown (1Y) Largest decline over 1 year	-2.43%	-5.89%	+3.46%
Max Drawdown (3Y) Largest decline over 3 years	-2.74%	-5.89%	+3.15%
Max Drawdown (5Y) Largest decline over 5 years	-5.87%	-18.42%	+12.55%
Max Drawdown (10Y) Largest decline over 10 years	-12.27%	—	—
Current Drawdown Current decline from peak	-1.37%	-16.60%	+15.23%
Average Drawdown Average peak-to-trough decline	-5.61%	-14.39%	+8.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	2.95%	-1.91%

Volatility

SUSS.L vs. PRIC.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 Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) has a volatility of 1.49%. This indicates that SUSS.L experiences smaller price fluctuations and is considered to be less risky than PRIC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSS.L	PRIC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.27%	1.49%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	2.76%	4.33%	-1.57%
Volatility (1Y) Calculated over the trailing 1-year period	4.11%	5.31%	-1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.42%	6.49%	-1.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.05%	7.35%	-0.30%

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

SUSS.L has a 0.12% expense ratio, which is higher than PRIC.L's 0.05% 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%.

Dividends

SUSS.L vs. PRIC.L - Dividend Comparison

SUSS.L's dividend yield for the trailing twelve months is around 2.94%, more than PRIC.L's 0.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PRIC.L Amundi Prime Euro Corporates UCITS ETF DR (D)	0.03%	0.03%	0.03%	0.02%	0.01%	0.01%	0.01%	0.01%	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

Can I hold both SUSS.L and PRIC.L in my portfolio?

SUSS.L and PRIC.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SUSS.L or PRIC.L?

On fees, PRIC.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SUSS.L or PRIC.L?

PRIC.L is cheaper with a 0.05% expense ratio, compared with 0.12% for SUSS.L.

What is the main difference between SUSS.L and PRIC.L?

SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while PRIC.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 0.05% for PRIC.L.