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

Performance

SUSU.L vs. IDAP.L - 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 iShares Asia Pacific Dividend UCITS (IDAP.L). 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 1.38% return, which is significantly lower than IDAP.L's 14.67% return.


SUSU.L

1D
0.20%
1M
0.20%
6M
1.38%
YTD
1.38%
1Y
4.12%
3Y*
5.21%
5Y*
2.97%
10Y*

IDAP.L

1D
0.35%
1M
1.71%
6M
10.10%
YTD
14.67%
1Y
32.02%
3Y*
20.17%
5Y*
10.62%
10Y*
6.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSU.L vs. IDAP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
1.38%5.55%5.45%5.18%-2.19%-0.16%3.27%4.16%-0.40%
IDAP.L
iShares Asia Pacific Dividend UCITS
14.67%29.67%6.20%13.46%-1.95%3.40%-9.39%13.90%-2.89%

Correlation

The correlation between SUSU.L and IDAP.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.18

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Return for Risk

SUSU.L vs. IDAP.L — 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: 9292
Overall Rank
SUSU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SUSU.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
SUSU.L Omega Ratio Rank: 9595
Omega Ratio Rank
SUSU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
SUSU.L Martin Ratio Rank: 9595
Martin Ratio Rank

IDAP.L
IDAP.L Risk / Return Rank: 8686
Overall Rank
IDAP.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 8888
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 7676
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. IDAP.L - 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 iShares Asia Pacific Dividend UCITS (IDAP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SUSU.LIDAP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.58

1.43

+0.15

Calmar ratioReturn relative to maximum drawdown

6.92

3.64

+3.28

Martin ratioReturn relative to average drawdown

24.22

11.36

+12.86

SUSU.L vs. IDAP.L - Sharpe Ratio Comparison

The current SUSU.L Sharpe Ratio is 2.15, which is comparable to the IDAP.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SUSU.L and IDAP.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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Drawdowns

SUSU.L vs. IDAP.L - Drawdown Comparison

The maximum SUSU.L drawdown since its inception was -8.32%, smaller than the maximum IDAP.L drawdown of -69.97%. Use the drawdown chart below to compare losses from any high point for SUSU.L and IDAP.L.


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Drawdown Indicators


SUSU.LIDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-69.97%

+61.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-8.77%

+8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.38%

-18.62%

+17.24%

Max Drawdown (5Y)

Largest decline over 5 years

-4.67%

-25.32%

+20.65%

Max Drawdown (10Y)

Largest decline over 10 years

-45.72%

Current Drawdown

Current decline from peak

0.00%

-1.45%

+1.45%

Average Drawdown

Average peak-to-trough decline

-0.63%

-12.80%

+12.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

2.81%

-2.64%

Volatility

SUSU.L vs. IDAP.L - Volatility Comparison

The current volatility for iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) is 0.40%, while iShares Asia Pacific Dividend UCITS (IDAP.L) has a volatility of 3.62%. This indicates that SUSU.L experiences smaller price fluctuations and is considered to be less risky than IDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSU.LIDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

3.62%

-3.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

11.02%

-9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

13.13%

-11.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.14%

14.87%

-11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

16.55%

-13.12%

SUSU.L vs. IDAP.L - Expense Ratio Comparison

SUSU.L has a 0.12% expense ratio, which is lower than IDAP.L's 0.59% expense ratio.


Dividends

SUSU.L vs. IDAP.L - Dividend Comparison

SUSU.L's dividend yield for the trailing twelve months is around 4.47%, more than IDAP.L's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IDAP.L
iShares Asia Pacific Dividend UCITS
4.12%4.21%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.46%
SUSU.L
iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)
4.47%4.60%4.71%4.01%1.59%0.82%2.24%2.90%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUSU.L and IDAP.L have a correlation of 0.16, 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 0.59% for IDAP.L.

SUSU.L is categorized as Corporate Bonds, while IDAP.L is Asia Pacific Equities. SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD, while IDAP.L tracks MSCI AC Asia Pacific NR USD. Their fees differ too: 0.12% for SUSU.L and 0.59% for IDAP.L.

Portfolio Optimizer

Find the right allocation for SUSU.L and IDAP.L

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