- Issuer
- iShares
- Inception Date
- Feb 23, 2022
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares MSCI USA Screened UCITS ETF USD (Acc)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
SASU.L Performance Chart
iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) is up 9.9% since the beginning of the year. SASU.L is currently trading at $16 per share. Investors who bought $1,000 worth of SASU.L shares 5 years ago would now be looking at an investment worth $1,854.
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Returns By Period
iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has returned 9.89% so far this year and 21.97% over the past 12 months.
iShares MSCI USA Screened UCITS ETF USD (Acc)
- 1D
- -0.07%
- 1M
- 0.12%
- 6M
- 9.97%
- YTD
- 9.89%
- 1Y
- 21.97%
- 3Y*
- 20.80%
- 5Y*
- 13.14%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
SASU.L Monthly Returns History
Based on dividend-adjusted daily data since Oct 19, 2018, SASU.L's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +12.4%, while the worst month was Feb 2020 at -9.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SASU.L closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.00% | -1.53% | -6.52% | 12.42% | 6.47% | -1.33% | 1.08% | 9.89% | |||||
| 2025 | 3.45% | -4.37% | -6.64% | -0.09% | 7.66% | 5.46% | 3.53% | 0.98% | 3.45% | 3.19% | -0.21% | 0.99% | 17.83% |
| 2024 | 2.09% | 4.39% | 3.42% | -3.50% | 2.65% | 6.11% | 0.45% | 1.16% | 2.83% | 0.26% | 5.93% | -1.30% | 26.90% |
| 2023 | 6.54% | -1.04% | 2.75% | 1.35% | 1.41% | 6.96% | 3.55% | -1.22% | -4.59% | -3.52% | 9.96% | 5.97% | 30.69% |
| 2022 | -7.14% | -1.88% | 4.76% | -8.40% | -3.00% | -7.80% | 8.47% | -2.87% | -7.60% | 4.65% | 2.29% | -3.47% | -21.34% |
| 2021 | 0.14% | 2.84% | 3.11% | 5.30% | 0.60% | 2.66% | 2.39% | 3.24% | -4.00% | 5.92% | -0.27% | 3.59% | 28.26% |
Benchmark Metrics
iShares MSCI USA Screened UCITS ETF USD (Acc) has an annualized alpha of 9.38%, beta of 0.55, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since October 19, 2018.
- This ETF captured 104.00% of S&P 500 Index gains but only 91.97% of its losses - a favorable profile for investors.
- Beta of 0.55 may look defensive, but with R2 of 0.35 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.35 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 9.38%
- Beta
- 0.55
- R²
- 0.35
- Upside Capture
- 104.00%
- Downside Capture
- 91.97%
Expense Ratio
SASU.L has an expense ratio of 0.07%, which is considered low.
Return for Risk
Risk / Return Rank
SASU.L ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SASU.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.35 | +0.07 |
| Martin ratioReturn relative to average drawdown | 9.61 | 10.19 | -0.58 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI USA Screened UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI USA Screened UCITS ETF USD (Acc) was 34.07%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current iShares MSCI USA Screened UCITS ETF USD (Acc) drawdown is 0.77%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.07%Mar 2020 | 1mo 2d | 4mo 15d | 5mo 17dFeb 2020 - Aug 2020 | COVID crash2020 |
-26.24%Oct 2022 | 9mo 15d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-19.83%Apr 2025 | 1mo 20d | 2mo 18d | 4mo 8dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-14.53%Dec 2018 | 1mo 16d | 2mo 3d | 3mo 19dNov 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-9.53%Mar 2026 | 2mo 16d | 17d | 3mo 3dJan 2026 - Apr 2026 | — |
Drawdown Indicators
| SASU.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -56.78% | +22.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -9.10% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.83% | -18.90% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -25.43% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.49% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -10.70% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.09% | +0.31% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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