- ISIN
- IE00BYVJRP78
- Issuer
- iShares
- Inception Date
- Dec 6, 2018
- Region
- Emerging Markets ()
- Category
- Emerging Markets Equities, ESG
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EM SRI Select Reduced Fossil Fuel Index
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SUSM.L Performance Chart
iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) is up 11.0% since the beginning of the year. SUSM.L is currently trading at $11 per share. Investors who bought $1,000 worth of SUSM.L shares 5 years ago would now be looking at an investment worth $1,173.
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Returns By Period
iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) has returned 10.99% so far this year and 32.03% over the past 12 months.
iShares MSCI EM SRI UCITS ETF USD (Acc)
- 1D
- -0.98%
- 1M
- -4.70%
- YTD
- 10.99%
- 6M
- 13.35%
- 1Y
- 32.03%
- 3Y*
- 15.03%
- 5Y*
- 3.24%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
SUSM.L Monthly Returns History
Based on dividend-adjusted daily data since Jul 11, 2016, SUSM.L's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +14.4%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SUSM.L closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -14.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.35% | 4.41% | -10.51% | 12.26% | 6.26% | -6.37% | 10.99% | ||||||
| 2025 | 2.07% | -1.48% | -0.41% | 2.06% | 5.39% | 7.42% | 0.48% | 1.54% | 6.53% | 1.75% | -0.65% | 4.01% | 32.23% |
| 2024 | -6.20% | 3.23% | 2.09% | -0.88% | 0.00% | 4.12% | 2.55% | 1.93% | 7.31% | -4.41% | -1.85% | -2.42% | 4.76% |
| 2023 | 7.08% | -7.43% | 2.10% | -0.81% | -3.65% | 4.30% | 7.24% | -8.10% | -3.67% | -3.51% | 6.16% | 3.13% | 1.17% |
| 2022 | -2.46% | -1.71% | 0.28% | -6.08% | 0.13% | -6.46% | 0.95% | -2.09% | -10.59% | -2.83% | 14.44% | -1.76% | -18.34% |
| 2021 | 2.21% | -2.63% | -0.21% | 2.67% | 2.57% | 4.54% | -6.18% | 2.50% | -3.59% | 1.11% | -3.83% | 0.37% | -1.05% |
Benchmark Metrics
iShares MSCI EM SRI UCITS ETF USD (Acc) has an annualized alpha of 1.43%, beta of 0.59, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since July 12, 2016.
- This ETF participated in 89.96% of S&P 500 Index downside but only 72.83% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.59 may look defensive, but with R2 of 0.27 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 0.27 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.43%
- Beta
- 0.59
- R²
- 0.27
- Upside Capture
- 72.83%
- Downside Capture
- 89.96%
Expense Ratio
SUSM.L has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
SUSM.L ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) and compare them to S&P 500 Index.
| SUSM.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.69 | -0.09 |
| Martin ratioReturn relative to average drawdown | 8.91 | 12.34 | -3.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 EM SRI 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 EM SRI UCITS ETF USD (Acc) was 40.77%, occurring on Mar 23, 2020. Recovery took 158 trading sessions.
The current iShares MSCI EM SRI UCITS ETF USD (Acc) drawdown is 6.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.77%Mar 2020 | 2y 1mo | 7mo 17d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -36.69%Oct 2022 | 1y 8mo | 3y 6d | 4y 8moFeb 2021 - Oct 2025 |
2016 correction2016 | -13.30%Nov 2016 | 2mo 27d | 4mo 5d | 7mo 2dAug 2016 - Mar 2017 |
2026 correction2026 | -12.30%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2026 pullback2026 | -6.78%Jun 2026 | 5d | — | 5d 10hJun 2026 - now |
Drawdown Indicators
| SUSM.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.77% | -56.78% | +16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -9.10% | -3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -18.90% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -35.54% | -25.43% | -10.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -6.78% | -2.97% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -13.90% | -10.72% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 1.97% | +1.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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