CU2G.L vs. SUUS.L

Last updated Jun 26, 2026

CU2G.L (Amundi MSCI USA UCITS USD) and SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from Amundi and iShares respectively. Both are passively managed. Over the past 5 years, CU2G.L returned 12.49%/yr vs 12.14%/yr for SUUS.L. Their correlation of 0.83 suggests significant overlap in exposure. CU2G.L charges 0.18%/yr vs 0.20%/yr for SUUS.L.

Performance

CU2G.L vs. SUUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI USA UCITS USD (CU2G.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CU2G.L achieves a 13.45% return, which is significantly lower than SUUS.L's 16.12% return.

CU2G.L

• 1D: 1.05%
• 1M: 2.87%
• YTD: 13.45%
• 6M: 13.48%
• 1Y: 29.43%
• 3Y*: 17.55%
• 5Y*: 12.49%
• 10Y*: 15.63%

SUUS.L

• 1D: -0.03%
• 1M: 3.99%
• YTD: 16.12%
• 6M: 16.39%
• 1Y: 27.42%
• 3Y*: 15.42%
• 5Y*: 12.14%
• 10Y*: —

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

CU2G.L vs. SUUS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CU2G.L Amundi MSCI USA UCITS USD	13.45%	6.37%	21.31%	20.11%	-10.63%	29.15%	16.42%	26.58%	6.27%	21.44%
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc)	16.12%	3.44%	15.85%	17.58%	-8.97%	32.89%	21.52%	27.36%	2.89%	12.51%

Correlation

The correlation between CU2G.L and SUUS.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jul 11, 2016	0.83

The correlation between CU2G.L and SUUS.L has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

CU2G.L vs. SUUS.L - Sectors Allocation Comparison

Sectors	CU2G.L	SUUS.L
Technology	29.4%	38.4%
Healthcare	13.0%	9.3%
Financial Services	11.7%	12.0%
Consumer Cyclical	11.0%	10.6%
Communication Services	8.8%	9.7%
Industrials	8.4%	7.5%
Consumer Defensive	6.3%	5.3%
Energy	4.4%	0.3%
Real Estate	2.5%	2.0%
Utilities	2.3%	2.9%
Basic Materials	2.3%	1.8%

Return for Risk

CU2G.L vs. SUUS.L — Risk / Return Rank

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

CU2G.L

CU2G.L Risk / Return Rank: 77
CU2G.L Sharpe Ratio Rank: 86
CU2G.L Sortino Ratio Rank: 84
CU2G.L Omega Ratio Rank: 84
CU2G.L Calmar Ratio Rank: 67
CU2G.L Martin Ratio Rank: 65

SUUS.L

SUUS.L Risk / Return Rank: 80
SUUS.L Sharpe Ratio Rank: 82
SUUS.L Sortino Ratio Rank: 81
SUUS.L Omega Ratio Rank: 79
SUUS.L Calmar Ratio Rank: 81
SUUS.L Martin Ratio Rank: 77

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.

CU2G.L vs. SUUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA UCITS USD (CU2G.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.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.

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.

	CU2G.L	SUUS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.44	2.28	+0.16
Sortino ratio: Return per unit of downside risk	3.31	3.13	+0.18
Omega ratio: Gain probability vs. loss probability	1.44	1.41	+0.04
Calmar ratio: Return relative to maximum drawdown	2.96	3.78	-0.82
Martin ratio: Return relative to average drawdown	10.41	12.84	-2.43

CU2G.L vs. SUUS.L - Sharpe Ratio Comparison

The current CU2G.L Sharpe Ratio is 2.44, which is comparable to the SUUS.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of CU2G.L and SUUS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CU2G.L vs. SUUS.L - Drawdown Comparison

The maximum CU2G.L drawdown since its inception was -25.96%, roughly equal to the maximum SUUS.L drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for CU2G.L and SUUS.L.

Drawdown Indicators

	CU2G.L	SUUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.96%	-25.46%	-0.50%
Max Drawdown (1Y) Largest decline over 1 year	-9.93%	-7.22%	-2.71%
Max Drawdown (3Y) Largest decline over 3 years	-21.81%	-21.62%	-0.19%
Max Drawdown (5Y) Largest decline over 5 years	-21.81%	-21.62%	-0.19%
Max Drawdown (10Y) Largest decline over 10 years	-25.96%	—	—
Current Drawdown Current decline from peak	-0.51%	-0.89%	+0.38%
Average Drawdown Average peak-to-trough decline	-4.09%	-6.37%	+2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	2.13%	+0.70%

Volatility

CU2G.L vs. SUUS.L - Volatility Comparison

Amundi MSCI USA UCITS USD (CU2G.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) have volatilities of 4.01% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CU2G.L	SUUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	4.03%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	9.05%	9.13%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	12.08%	11.98%	+0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.58%	20.18%	+4.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.59%	20.01%	+0.58%

CU2G.L vs. SUUS.L - Expense Ratio Comparison

CU2G.L has a 0.18% expense ratio, which is lower than SUUS.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%.

Dividends

CU2G.L vs. SUUS.L - Dividend Comparison

Neither CU2G.L nor SUUS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CU2G.L and SUUS.L in my portfolio?

With a correlation of 0.93, CU2G.L and SUUS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, CU2G.L or SUUS.L?

On fees, CU2G.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CU2G.L or SUUS.L?

CU2G.L is cheaper with a 0.18% expense ratio, compared with 0.20% for SUUS.L.

What is the main difference between CU2G.L and SUUS.L?

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for CU2G.L and 0.20% for SUUS.L.