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SUSS.L vs. XZE5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUSS.L vs. XZE5.L

Last updated Jun 5, 2026

SUSS.L (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and XZE5.L (Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C) are both European Corporate Bonds funds - SUSS.L tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while XZE5.L tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Their correlation of 0.92 suggests significant overlap in exposure. SUSS.L charges 0.12%/yr vs 0.16%/yr for XZE5.L.

Performance

SUSS.L vs. XZE5.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 Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.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 XZE5.L is traded in GBP. To make them comparable, the XZE5.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

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%

XZE5.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSS.L vs. XZE5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
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%-0.61%
XZE5.L
Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C		-0.42%8.64%-0.59%3.12%-1.52%-6.82%-0.17%

Correlation

The correlation between SUSS.L and XZE5.L is 0.92, 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

0.92

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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.92

The correlation between SUSS.L and XZE5.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C

Often compared with SUSS.L:
SUSS.L vs. IEBC.LSUSS.L vs. IS15.LSUSS.L vs. XBLC.LSUSS.L vs. IBCX.LSUSS.L vs. GBPC.LSUSS.L vs. IGCB.LSUSS.L vs. EUCO.L
Often compared with XZE5.L:
XZE5.L vs. IGBE.LXZE5.L vs. IS15.LXZE5.L vs. GBP5.LXZE5.L vs. SEUC.LXZE5.L vs. IEAA.LXZE5.L vs. IGCB.LXZE5.L vs. J15R.L

Return for Risk

SUSS.L vs. XZE5.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
XZE5.L
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. XZE5.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 Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.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.LXZE5.LDifference
Sharpe ratioReturn per unit of total volatility
1.15

—

—

Sortino ratioReturn per unit of downside risk
1.79

—

—

Omega ratioGain probability vs. loss probability

1.20

—

—

Calmar ratioReturn relative to maximum drawdown

1.94

—

—

Martin ratioReturn relative to average drawdown

4.52

—

—

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. XZE5.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

SUSS.LXZE5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

—

—

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

—

—

Drawdowns

SUSS.L vs. XZE5.L - Drawdown Comparison

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Drawdown Indicators

SUSS.LXZE5.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-5.87%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-12.27%

—

—

Current Drawdown

Current decline from peak

-1.37%

—

—

Average Drawdown

Average peak-to-trough decline

-5.61%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

—

—

Volatility

SUSS.L vs. XZE5.L - Volatility Comparison

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Volatility by Period

SUSS.LXZE5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

—

—

SUSS.L vs. XZE5.L - Expense Ratio Comparison

SUSS.L has a 0.12% expense ratio, which is lower than XZE5.L's 0.16% 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. XZE5.L - Dividend Comparison

SUSS.L's dividend yield for the trailing twelve months is around 2.94%, while XZE5.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
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%
XZE5.L
Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.92, SUSS.L and XZE5.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.16% for XZE5.L.

SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while XZE5.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for SUSS.L and 0.16% for XZE5.L.

Portfolio Optimizer

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