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USCR.L vs. CBS5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCR.L vs. CBS5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) and UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L). The values are adjusted to include any dividend payments, if applicable.

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USCR.L vs. CBS5.L - Yearly Performance Comparison


Different Trading Currencies

USCR.L is traded in USD, while CBS5.L is traded in GBp. To make them comparable, the CBS5.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, USCR.L achieves a -0.62% return, which is significantly lower than CBS5.L's -0.13% return.


USCR.L

1D
0.44%
1M
-0.92%
YTD
-0.62%
6M
0.52%
1Y
4.84%
3Y*
4.66%
5Y*
0.50%
10Y*

CBS5.L

1D
0.02%
1M
-1.01%
YTD
-0.13%
6M
0.79%
1Y
4.45%
3Y*
5.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCR.L vs. CBS5.L - Expense Ratio Comparison

USCR.L has a 0.15% expense ratio, which is lower than CBS5.L's 0.20% 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%.


Return for Risk

USCR.L vs. CBS5.L — Risk / Return Rank

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

USCR.L
USCR.L Risk / Return Rank: 4040
Overall Rank
USCR.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USCR.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
USCR.L Omega Ratio Rank: 3838
Omega Ratio Rank
USCR.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
USCR.L Martin Ratio Rank: 4444
Martin Ratio Rank

CBS5.L
CBS5.L Risk / Return Rank: 1616
Overall Rank
CBS5.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CBS5.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
CBS5.L Omega Ratio Rank: 1515
Omega Ratio Rank
CBS5.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
CBS5.L Martin Ratio Rank: 1616
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.

USCR.L vs. CBS5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) and UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.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.


USCR.LCBS5.LDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.00

-0.16

Sortino ratio

Return per unit of downside risk

1.17

1.48

-0.30

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.18

2.25

-1.07

Martin ratio

Return relative to average drawdown

4.73

9.10

-4.37

USCR.L vs. CBS5.L - Sharpe Ratio Comparison

The current USCR.L Sharpe Ratio is 0.84, which is comparable to the CBS5.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of USCR.L and CBS5.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.


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Sharpe Ratios by Period


USCR.LCBS5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.00

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.69

-0.68

Correlation

The correlation between USCR.L and CBS5.L is 0.27, 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

USCR.L vs. CBS5.L - Dividend Comparison

Neither USCR.L nor CBS5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USCR.L vs. CBS5.L - Drawdown Comparison

The maximum USCR.L drawdown since its inception was -22.42%, which is greater than CBS5.L's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for USCR.L and CBS5.L.


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Drawdown Indicators


USCR.LCBS5.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-14.59%

-7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.10%

-5.18%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

Current Drawdown

Current decline from peak

-2.00%

-2.59%

+0.59%

Average Drawdown

Average peak-to-trough decline

-8.52%

-6.41%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.69%

-1.67%

Volatility

USCR.L vs. CBS5.L - Volatility Comparison

SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) has a higher volatility of 2.02% compared to UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L) at 1.57%. This indicates that USCR.L's price experiences larger fluctuations and is considered to be riskier than CBS5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCR.LCBS5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

1.57%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

3.02%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.74%

4.66%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

5.96%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

5.96%

+1.07%