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XDGU.L vs. SUSD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDGU.L vs. SUSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L). The values are adjusted to include any dividend payments, if applicable.

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XDGU.L vs. SUSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDGU.L
Xtrackers USD Corporate Bonds UCITS ETF 1D
-0.61%7.97%1.52%9.07%-17.66%-1.76%10.73%18.12%-3.94%7.08%
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
0.35%5.73%5.39%4.79%-2.05%0.19%2.66%5.40%1.24%1.08%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDGU.L achieves a -0.61% return, which is significantly lower than SUSD.L's 0.35% return. Over the past 10 years, XDGU.L has outperformed SUSD.L with an annualized return of 2.71%, while SUSD.L has yielded a comparatively lower 2.52% annualized return.


XDGU.L

1D
0.59%
1M
-1.27%
YTD
-0.61%
6M
0.03%
1Y
4.84%
3Y*
4.64%
5Y*
0.25%
10Y*
2.71%

SUSD.L

1D
-0.12%
1M
-0.53%
YTD
0.35%
6M
1.52%
1Y
4.40%
3Y*
5.26%
5Y*
2.82%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDGU.L vs. SUSD.L - Expense Ratio Comparison

Both XDGU.L and SUSD.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%.


Return for Risk

XDGU.L vs. SUSD.L — Risk / Return Rank

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

XDGU.L
XDGU.L Risk / Return Rank: 3232
Overall Rank
XDGU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XDGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
XDGU.L Omega Ratio Rank: 3131
Omega Ratio Rank
XDGU.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
XDGU.L Martin Ratio Rank: 3535
Martin Ratio Rank

SUSD.L
SUSD.L Risk / Return Rank: 1515
Overall Rank
SUSD.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SUSD.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
SUSD.L Omega Ratio Rank: 1414
Omega Ratio Rank
SUSD.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
SUSD.L Martin Ratio Rank: 1515
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.

XDGU.L vs. SUSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.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.


XDGU.LSUSD.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.09

-0.40

Sortino ratio

Return per unit of downside risk

0.96

1.65

-0.69

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.94

3.38

-2.43

Martin ratio

Return relative to average drawdown

3.64

13.09

-9.45

XDGU.L vs. SUSD.L - Sharpe Ratio Comparison

The current XDGU.L Sharpe Ratio is 0.68, which is lower than the SUSD.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XDGU.L and SUSD.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


XDGU.LSUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.09

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.57

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.48

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.45

-0.08

Correlation

The correlation between XDGU.L and SUSD.L is 0.07, 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

XDGU.L vs. SUSD.L - Dividend Comparison

XDGU.L's dividend yield for the trailing twelve months is around 4.70%, more than SUSD.L's 4.60% yield.


TTM20252024202320222021202020192018201720162015
XDGU.L
Xtrackers USD Corporate Bonds UCITS ETF 1D
4.70%4.59%5.63%4.06%4.07%5.93%3.74%2.98%2.97%3.09%0.29%0.00%
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.60%4.91%4.20%3.11%1.14%1.80%2.77%2.57%1.66%1.74%1.28%1.00%

Drawdowns

XDGU.L vs. SUSD.L - Drawdown Comparison

The maximum XDGU.L drawdown since its inception was -25.18%, which is greater than SUSD.L's maximum drawdown of -8.01%. Use the drawdown chart below to compare losses from any high point for XDGU.L and SUSD.L.


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Drawdown Indicators


XDGU.LSUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.18%

-15.18%

-10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-6.16%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-15.18%

-9.94%

Max Drawdown (10Y)

Largest decline over 10 years

-25.18%

-15.18%

-10.00%

Current Drawdown

Current decline from peak

-3.89%

-3.69%

-0.20%

Average Drawdown

Average peak-to-trough decline

-6.11%

-5.86%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

3.23%

-1.90%

Volatility

XDGU.L vs. SUSD.L - Volatility Comparison

Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) has a higher volatility of 2.21% compared to SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) at 1.59%. This indicates that XDGU.L's price experiences larger fluctuations and is considered to be riskier than SUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDGU.LSUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

1.59%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.67%

2.88%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

7.05%

4.03%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

4.96%

+3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

5.24%

+2.80%