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SUSU.L vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSU.L vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUSU.L achieves a 1.03% return, which is significantly lower than BCD's 19.57% return.


SUSU.L

1D
0.02%
1M
0.26%
YTD
1.03%
6M
1.48%
1Y
4.18%
3Y*
5.15%
5Y*
2.85%
10Y*

BCD

1D
-0.72%
1M
-2.04%
YTD
19.57%
6M
19.32%
1Y
30.65%
3Y*
14.01%
5Y*
11.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSU.L vs. BCD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
1.03%5.50%5.39%5.24%-2.13%-0.20%3.23%4.25%0.28%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
19.57%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-3.28%

Correlation

The correlation between SUSU.L and BCD is -0.08, 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

-0.08

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

-0.02

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

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.08

The correlation between SUSU.L and BCD shifts across timeframes, from -0.08 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SUSU.L vs. BCD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSU.L
SUSU.L Risk / Return Rank: 9393
Overall Rank
SUSU.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9393
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9595
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7070
Overall Rank
BCD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCD Omega Ratio Rank: 6969
Omega Ratio Rank
BCD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCD Martin Ratio Rank: 6666
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.

SUSU.L vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


SUSU.LBCDDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.63

1.41

+0.23

Calmar ratioReturn relative to maximum drawdown

6.38

4.26

+2.11

Martin ratioReturn relative to average drawdown

28.73

12.04

+16.69

SUSU.L vs. BCD - Sharpe Ratio Comparison

The current SUSU.L Sharpe Ratio is 3.00, which is higher than the BCD Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SUSU.L and BCD, 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


SUSU.LBCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

2.24

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.77

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.66

+0.26

Drawdowns

SUSU.L vs. BCD - Drawdown Comparison

The maximum SUSU.L drawdown since its inception was -8.33%, smaller than the maximum BCD drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for SUSU.L and BCD.


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Drawdown Indicators


SUSU.LBCDDifference

Max Drawdown

Largest peak-to-trough decline

-8.33%

-29.81%

+21.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.65%

-7.22%

+6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

-10.50%

+9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-4.60%

-23.03%

+18.43%

Current Drawdown

Current decline from peak

-0.08%

-4.30%

+4.22%

Average Drawdown

Average peak-to-trough decline

-0.63%

-9.85%

+9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

2.55%

-2.41%

Volatility

SUSU.L vs. BCD - Volatility Comparison

The current volatility for iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) is 0.46%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.38%. This indicates that SUSU.L experiences smaller price fluctuations and is considered to be less risky than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSU.LBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

4.38%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.11%

11.77%

-10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

1.39%

13.74%

-12.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

15.40%

-12.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

13.90%

-10.67%

SUSU.L vs. BCD - Expense Ratio Comparison

SUSU.L has a 0.12% expense ratio, which is lower than BCD's 0.29% expense ratio.


Dividends

SUSU.L vs. BCD - Dividend Comparison

SUSU.L's dividend yield for the trailing twelve months is around 4.49%, less than BCD's 14.40% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.40%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
4.49%4.60%4.71%4.01%1.59%0.82%2.24%2.90%0.00%0.00%

Frequently Asked Questions


SUSU.L and BCD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.29% for BCD.

SUSU.L is categorized as Corporate Bonds, while BCD is Commodities. They also come from different issuers: iShares and Aberdeen. Their fees differ too: 0.12% for SUSU.L and 0.29% for BCD.

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