EMVL.L vs. SUSU.L
EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and SUSU.L (iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)) are both exchange-traded funds - EMVL.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while SUSU.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 5 years, EMVL.L returned 16.16%/yr vs 2.85%/yr for SUSU.L. At a 0.17 correlation, their price movements are largely independent. EMVL.L charges 0.40%/yr vs 0.12%/yr for SUSU.L.
Performance
EMVL.L vs. SUSU.L - Performance Comparison
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Returns By Period
In the year-to-date period, EMVL.L achieves a 43.83% return, which is significantly higher than SUSU.L's 1.03% return.
EMVL.L
- 1D
- -2.57%
- 1M
- 10.78%
- YTD
- 43.83%
- 6M
- 48.06%
- 1Y
- 85.89%
- 3Y*
- 37.66%
- 5Y*
- 16.16%
- 10Y*
- —
SUSU.L
- 1D
- 0.02%
- 1M
- 0.26%
- YTD
- 1.03%
- 6M
- 1.48%
- 1Y
- 4.18%
- 3Y*
- 5.15%
- 5Y*
- 2.85%
- 10Y*
- —
EMVL.L vs. SUSU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 43.83% | 43.13% | 14.48% | 18.38% | -16.29% | 5.29% | 7.16% | 17.77% |
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 1.03% | 5.50% | 5.39% | 5.24% | -2.13% | -0.20% | 3.23% | 4.26% |
Correlation
The correlation between EMVL.L and SUSU.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.17 |
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Return for Risk
EMVL.L vs. SUSU.L — Risk / Return Rank
EMVL.L
SUSU.L
EMVL.L vs. SUSU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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.
| EMVL.L | SUSU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.63 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 7.25 | 6.38 | +0.88 |
| Martin ratioReturn relative to average drawdown | 25.10 | 28.73 | -3.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMVL.L | SUSU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.07 | 3.00 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.98 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.93 | -0.12 |
Drawdowns
EMVL.L vs. SUSU.L - Drawdown Comparison
The maximum EMVL.L drawdown since its inception was -34.95%, which is greater than SUSU.L's maximum drawdown of -8.33%. Use the drawdown chart below to compare losses from any high point for EMVL.L and SUSU.L.
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Drawdown Indicators
| EMVL.L | SUSU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -8.33% | -26.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -0.65% | -11.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -1.36% | -15.07% |
Max Drawdown (5Y)Largest decline over 5 years | -34.57% | -4.60% | -29.97% |
Current DrawdownCurrent decline from peak | -4.20% | -0.08% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -0.63% | -9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 0.14% | +3.25% |
Volatility
EMVL.L vs. SUSU.L - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 9.56% compared to iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) at 0.46%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than SUSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMVL.L | SUSU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 0.46% | +9.10% |
Volatility (6M)Calculated over the trailing 6-month period | 17.52% | 1.11% | +16.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.79% | 1.39% | +19.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 2.90% | +17.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 3.23% | +19.01% |
EMVL.L vs. SUSU.L - Expense Ratio Comparison
EMVL.L has a 0.40% expense ratio, which is higher than SUSU.L's 0.12% expense ratio.
Dividends
EMVL.L vs. SUSU.L - Dividend Comparison
EMVL.L has not paid dividends to shareholders, while SUSU.L's dividend yield for the trailing twelve months is around 4.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 4.49% | 4.60% | 4.71% | 4.01% | 1.59% | 0.82% | 2.24% | 2.90% |
Frequently Asked Questions
EMVL.L and SUSU.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.40% for EMVL.L.
EMVL.L is categorized as Emerging Markets Equities, while SUSU.L is Corporate Bonds. EMVL.L tracks MSCI EM NR USD, while SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.40% for EMVL.L and 0.12% for SUSU.L.
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