XBLC.L vs. SUSS.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L).

XBLC.L and SUSS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBLC.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Euro Corp TR EUR. It was launched on Feb 23, 2010. SUSS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. It was launched on Jan 7, 2016. Both XBLC.L and SUSS.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

XBLC.L vs. SUSS.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 iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)	0.09%	2.75%	4.31%	4.31%	-3.44%	-0.67%	0.22%	1.90%	-0.80%	-0.34%

Different Trading Currencies

XBLC.L is traded in EUR, while SUSS.L is traded in GBp. To make them comparable, the SUSS.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 lower than SUSS.L's 0.09% 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*: —

SUSS.L

• 1D: 0.63%
• 1M: -0.48%
• YTD: 0.09%
• 6M: 0.67%
• 1Y: 2.16%
• 3Y*: 3.68%
• 5Y*: 1.53%
• 10Y*: 0.85%

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

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

Both XBLC.L and SUSS.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

XBLC.L

Xtrackers II EUR Corporate Bond UCITS ETF 1C

SUSS.L

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

Return for Risk

XBLC.L vs. SUSS.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: 36
XBLC.L Sharpe Ratio Rank: 40
XBLC.L Sortino Ratio Rank: 36
XBLC.L Omega Ratio Rank: 35
XBLC.L Calmar Ratio Rank: 30
XBLC.L Martin Ratio Rank: 37

SUSS.L

SUSS.L Risk / Return Rank: 67
SUSS.L Sharpe Ratio Rank: 72
SUSS.L Sortino Ratio Rank: 79
SUSS.L Omega Ratio Rank: 63
SUSS.L Calmar Ratio Rank: 75
SUSS.L Martin Ratio Rank: 48

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. SUSS.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 iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.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.L	SUSS.L	Difference
Sharpe ratio Return per unit of total volatility	0.82	0.67	+0.15
Sortino ratio Return per unit of downside risk	1.11	1.05	+0.06
Omega ratio Gain probability vs. loss probability	1.15	1.13	+0.02
Calmar ratio Return relative to maximum drawdown	0.88	1.53	-0.65
Martin ratio Return relative to average drawdown	3.86	4.67	-0.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XBLC.L Sharpe Ratio is 0.82, which is comparable to the SUSS.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of XBLC.L and SUSS.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

	XBLC.L	SUSS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	0.67	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	0.43	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.20	-0.04

Correlation

The correlation between XBLC.L and SUSS.L is 0.22, 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. SUSS.L - Dividend Comparison

XBLC.L has not paid dividends to shareholders, while SUSS.L's dividend yield for the trailing twelve months is around 3.00%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
SUSS.L iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)	3.00%	2.99%	3.00%	1.95%	0.31%	0.13%	0.23%	0.28%	0.13%	0.12%	0.17%

Drawdowns

XBLC.L vs. SUSS.L - Drawdown Comparison

The maximum XBLC.L drawdown since its inception was -17.18%, which is greater than SUSS.L's maximum drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for XBLC.L and SUSS.L.

Drawdown Indicators

	XBLC.L	SUSS.L	Difference
Max Drawdown Largest peak-to-trough decline	-17.18%	-12.27%	-4.91%
Max Drawdown (1Y) Largest decline over 1 year	-2.67%	-2.74%	+0.07%
Max Drawdown (5Y) Largest decline over 5 years	-17.18%	-6.57%	-10.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-12.27%	—
Current Drawdown Current decline from peak	-2.18%	-1.34%	-0.84%
Average Drawdown Average peak-to-trough decline	-4.56%	-5.68%	+1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.61%	1.18%	-0.57%

Volatility

XBLC.L vs. SUSS.L - Volatility Comparison

Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) has a higher volatility of 1.62% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) at 0.94%. This indicates that XBLC.L's price experiences larger fluctuations and is considered to be riskier than SUSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XBLC.L	SUSS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.62%	0.94%	+0.68%
Volatility (6M) Calculated over the trailing 6-month period	1.98%	1.74%	+0.24%
Volatility (1Y) Calculated over the trailing 1-year period	2.63%	3.23%	-0.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.31%	3.59%	+0.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.71%	4.30%	+0.41%