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

Performance

SUSS.L vs. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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 SEUC.L is traded in EUR. To make them comparable, the SEUC.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 SEUC.L's -0.19% return. Both investments have delivered pretty close results over the past 10 years, with SUSS.L having a 1.87% annualized return and SEUC.L not far behind at 1.85%.


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%

SEUC.L

1D
0.17%
1M
0.58%
YTD
-0.19%
6M
-0.27%
1Y
4.67%
3Y*
3.87%
5Y*
1.74%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSS.L vs. SEUC.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%3.57%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
-0.19%8.55%-0.52%2.10%1.44%-6.18%5.89%-4.93%0.45%4.34%

Correlation

The correlation between SUSS.L and SEUC.L is 0.81, 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

0.81

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

0.83

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

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2016

0.83

The correlation between SUSS.L and SEUC.L has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

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Return for Risk

SUSS.L vs. SEUC.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

SEUC.L
SEUC.L Risk / Return Rank: 5757
Overall Rank
SEUC.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 6969
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 5454
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. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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.LSEUC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.20

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.94

2.06

-0.13

Martin ratioReturn relative to average drawdown

4.52

4.57

-0.05

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

The current SUSS.L Sharpe Ratio is 1.15, which is comparable to the SEUC.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SUSS.L and SEUC.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.LSEUC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.14

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.32

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.26

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.15

+0.17

Drawdowns

SUSS.L vs. SEUC.L - Drawdown Comparison

The maximum SUSS.L drawdown since its inception was -12.27%, smaller than the maximum SEUC.L drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for SUSS.L and SEUC.L.


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Drawdown Indicators


SUSS.LSEUC.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

-17.58%

+5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.25%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

-2.84%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-5.87%

-5.79%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-12.27%

-12.34%

+0.07%

Current Drawdown

Current decline from peak

-1.37%

-1.25%

-0.12%

Average Drawdown

Average peak-to-trough decline

-5.61%

-6.39%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.02%

+0.02%

Volatility

SUSS.L vs. SEUC.L - Volatility Comparison

iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) has a higher volatility of 1.27% compared to SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) at 1.16%. This indicates that SUSS.L's price experiences larger fluctuations and is considered to be riskier than SEUC.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.LSEUC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.16%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.78%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

4.09%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

5.40%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

7.10%

-0.05%

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

SUSS.L has a 0.12% expense ratio, which is lower than SEUC.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. SEUC.L - Dividend Comparison

SUSS.L's dividend yield for the trailing twelve months is around 2.94%, which matches SEUC.L's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.96%3.05%2.59%1.27%0.19%0.30%0.23%0.17%0.11%0.28%0.50%0.72%
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%0.00%

Frequently Asked Questions


SUSS.L and SEUC.L have a correlation of 0.81, 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 SEUC.L.

Both ETFs track Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for SUSS.L and 0.20% for SEUC.L.

Portfolio Optimizer

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