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XBLC.L vs. SUKC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBLC.L vs. SUKC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L). The values are adjusted to include any dividend payments, if applicable.

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XBLC.L vs. SUKC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
-0.60%2.95%4.36%7.51%-13.29%-1.05%2.52%6.28%-1.52%0.63%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
-2.25%-1.52%9.87%9.44%-10.63%5.66%-2.52%11.31%-1.66%-0.39%
Different Trading Currencies

XBLC.L is traded in EUR, while SUKC.L is traded in GBP. To make them comparable, the SUKC.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XBLC.L achieves a -0.60% return, which is significantly higher than SUKC.L's -2.25% return.


XBLC.L

1D
0.38%
1M
-1.45%
YTD
-0.60%
6M
-0.40%
1Y
2.16%
3Y*
4.26%
5Y*
-0.20%
10Y*

SUKC.L

1D
0.73%
1M
-0.63%
YTD
-2.25%
6M
-1.17%
1Y
-3.99%
3Y*
4.29%
5Y*
0.91%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBLC.L vs. SUKC.L - Expense Ratio Comparison

XBLC.L has a 0.12% expense ratio, which is lower than SUKC.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

XBLC.L vs. SUKC.L — Risk / Return Rank

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

XBLC.L
XBLC.L Risk / Return Rank: 3636
Overall Rank
XBLC.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 3535
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 3737
Martin Ratio Rank

SUKC.L
SUKC.L Risk / Return Rank: 1010
Overall Rank
SUKC.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SUKC.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
SUKC.L Omega Ratio Rank: 1010
Omega Ratio Rank
SUKC.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
SUKC.L Martin Ratio Rank: 1010
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.

XBLC.L vs. SUKC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.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.


XBLC.LSUKC.LDifference

Sharpe ratio

Return per unit of total volatility

0.82

-0.44

+1.26

Sortino ratio

Return per unit of downside risk

1.11

-0.53

+1.64

Omega ratio

Gain probability vs. loss probability

1.15

0.93

+0.22

Calmar ratio

Return relative to maximum drawdown

0.88

-0.60

+1.47

Martin ratio

Return relative to average drawdown

3.86

-1.04

+4.90

XBLC.L vs. SUKC.L - Sharpe Ratio Comparison

The current XBLC.L Sharpe Ratio is 0.82, which is higher than the SUKC.L Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of XBLC.L and SUKC.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


XBLC.LSUKC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

-0.44

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.12

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.18

-0.02

Correlation

The correlation between XBLC.L and SUKC.L is 0.30, 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

XBLC.L vs. SUKC.L - Dividend Comparison

Neither XBLC.L nor SUKC.L has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUKC.L
SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF
0.00%2.29%4.41%3.05%1.76%1.77%1.97%1.93%1.88%2.44%2.40%2.55%

Drawdowns

XBLC.L vs. SUKC.L - Drawdown Comparison

The maximum XBLC.L drawdown since its inception was -17.18%, smaller than the maximum SUKC.L drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for XBLC.L and SUKC.L.


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Drawdown Indicators


XBLC.LSUKC.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-11.63%

-5.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.75%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-11.63%

-5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-11.63%

Current Drawdown

Current decline from peak

-2.18%

-3.28%

+1.10%

Average Drawdown

Average peak-to-trough decline

-4.56%

-1.39%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.71%

-1.10%

Volatility

XBLC.L vs. SUKC.L - Volatility Comparison

The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) is 1.62%, while SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) has a volatility of 2.47%. This indicates that XBLC.L experiences smaller price fluctuations and is considered to be less risky than SUKC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBLC.LSUKC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

2.47%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

6.05%

-4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

9.06%

-6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

7.45%

-3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

8.84%

-4.13%