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

Performance

SUSU.L vs. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSU.L is traded in USD, while XZBU.L is traded in GBP. To make them comparable, the XZBU.L values have been converted to USD using the latest available exchange rates.

Returns By Period


SUSU.L

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

XZBU.L

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

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


2026 (YTD)202520242023202220212020
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%0.34%
XZBU.L
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
34.79%8.26%0.97%8.41%-18.49%-1.77%3.62%

Correlation

The correlation between SUSU.L and XZBU.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.39

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

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.34

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Return for Risk

SUSU.L vs. XZBU.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: 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

XZBU.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.

SUSU.L vs. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.LXZBU.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.63

Calmar ratioReturn relative to maximum drawdown

6.38

Martin ratioReturn relative to average drawdown

28.73

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


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Sharpe Ratios by Period


SUSU.LXZBU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

Drawdowns

SUSU.L vs. XZBU.L - Drawdown Comparison


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Drawdown Indicators


SUSU.LXZBU.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-4.60%

Current Drawdown

Current decline from peak

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

Volatility

SUSU.L vs. XZBU.L - Volatility Comparison


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Volatility by Period


SUSU.LXZBU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

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

SUSU.L has a 0.12% expense ratio, which is lower than XZBU.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

SUSU.L vs. XZBU.L - Dividend Comparison

SUSU.L's dividend yield for the trailing twelve months is around 4.49%, while XZBU.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
XZBU.L
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUSU.L and XZBU.L have a correlation of 0.38, 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 0.16% for XZBU.L.

SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD, while XZBU.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for SUSU.L and 0.16% for XZBU.L.

Portfolio Optimizer

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