SUSU.L vs. LDCU.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) and PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L).

SUSU.L and LDCU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Dec 12, 2018. LDCU.L is a passively managed fund by PIMCO that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Nov 17, 2014. Both SUSU.L and LDCU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SUSU.L vs. LDCU.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 PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)	0.26%	5.50%	5.36%	5.27%	-2.12%	-0.20%	3.33%	4.08%
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist	-0.30%	6.54%	5.24%	6.22%	-5.40%	-0.39%	4.57%	6.69%

Returns By Period

In the year-to-date period, SUSU.L achieves a 0.26% return, which is significantly higher than LDCU.L's -0.30% return.

SUSU.L

• 1D: -0.06%
• 1M: -0.22%
• YTD: 0.26%
• 6M: 1.43%
• 1Y: 4.21%
• 3Y*: 5.16%
• 5Y*: 2.75%
• 10Y*: —

LDCU.L

• 1D: 0.25%
• 1M: -1.15%
• YTD: -0.30%
• 6M: 0.67%
• 1Y: 4.27%
• 3Y*: 5.24%
• 5Y*: 2.29%
• 10Y*: 2.96%

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

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

SUSU.L has a 0.12% expense ratio, which is lower than LDCU.L's 0.49% expense ratio.

LDCU.L

PIMCO US Low Duration Corporate Bond UCITS ETF Dist

SUSU.L

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

Return for Risk

SUSU.L vs. LDCU.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: 94
SUSU.L Sharpe Ratio Rank: 93
SUSU.L Sortino Ratio Rank: 95
SUSU.L Omega Ratio Rank: 96
SUSU.L Calmar Ratio Rank: 89
SUSU.L Martin Ratio Rank: 97

LDCU.L

LDCU.L Risk / Return Rank: 68
LDCU.L Sharpe Ratio Rank: 71
LDCU.L Sortino Ratio Rank: 74
LDCU.L Omega Ratio Rank: 61
LDCU.L Calmar Ratio Rank: 70
LDCU.L Martin Ratio Rank: 66

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. LDCU.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 PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.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.

	SUSU.L	LDCU.L	Difference
Sharpe ratio Return per unit of total volatility	2.26	1.32	+0.94
Sortino ratio Return per unit of downside risk	3.20	1.97	+1.23
Omega ratio Gain probability vs. loss probability	1.53	1.24	+0.29
Calmar ratio Return relative to maximum drawdown	3.27	1.99	+1.28
Martin ratio Return relative to average drawdown	20.20	7.49	+12.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SUSU.L Sharpe Ratio is 2.26, which is higher than the LDCU.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SUSU.L and LDCU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SUSU.L	LDCU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.26	1.32	+0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	0.74	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	1.08	-0.21

Correlation

The correlation between SUSU.L and LDCU.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SUSU.L vs. LDCU.L - Dividend Comparison

SUSU.L's dividend yield for the trailing twelve months is around 4.59%, more than LDCU.L's 4.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)	4.59%	4.60%	4.71%	4.01%	1.59%	0.82%	2.24%	2.91%	0.00%	0.00%	0.00%	0.00%
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist	4.52%	4.42%	4.40%	3.45%	1.93%	1.77%	2.17%	2.96%	2.75%	2.26%	2.37%	2.13%

Drawdowns

SUSU.L vs. LDCU.L - Drawdown Comparison

The maximum SUSU.L drawdown since its inception was -8.31%, smaller than the maximum LDCU.L drawdown of -9.42%. Use the drawdown chart below to compare losses from any high point for SUSU.L and LDCU.L.

Drawdown Indicators

	SUSU.L	LDCU.L	Difference
Max Drawdown Largest peak-to-trough decline	-8.31%	-9.42%	+1.11%
Max Drawdown (1Y) Largest decline over 1 year	-1.36%	-2.10%	+0.74%
Max Drawdown (5Y) Largest decline over 5 years	-4.60%	-9.42%	+4.82%
Max Drawdown (10Y) Largest decline over 10 years	—	-9.42%	—
Current Drawdown Current decline from peak	-0.38%	-1.39%	+1.01%
Average Drawdown Average peak-to-trough decline	-0.71%	-1.28%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.22%	0.56%	-0.34%

Volatility

SUSU.L vs. LDCU.L - Volatility Comparison

The current volatility for iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) is 0.69%, while PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) has a volatility of 0.86%. This indicates that SUSU.L experiences smaller price fluctuations and is considered to be less risky than LDCU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSU.L	LDCU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	0.86%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	1.04%	1.88%	-0.84%
Volatility (1Y) Calculated over the trailing 1-year period	1.89%	3.22%	-1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.85%	3.08%	-0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.95%	2.68%	+1.27%