ESGU.DE vs. SUSW.L
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both exchange-traded funds - ESGU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Universal Select Business Screens, while SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, ESGU.DE returned 13.90%/yr vs 10.52%/yr for SUSW.L. Their correlation of 0.91 suggests significant overlap in exposure. ESGU.DE charges 0.09%/yr vs 0.20%/yr for SUSW.L.
Performance
ESGU.DE vs. SUSW.L - Performance Comparison
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Returns By Period
In the year-to-date period, ESGU.DE achieves a 12.55% return, which is significantly higher than SUSW.L's 11.31% return.
ESGU.DE
- 1D
- -0.51%
- 1M
- 5.84%
- YTD
- 12.55%
- 6M
- 12.15%
- 1Y
- 25.15%
- 3Y*
- 18.92%
- 5Y*
- 13.90%
- 10Y*
- —
SUSW.L
- 1D
- 0.22%
- 1M
- 5.87%
- YTD
- 11.31%
- 6M
- 11.72%
- 1Y
- 18.68%
- 3Y*
- 12.95%
- 5Y*
- 10.52%
- 10Y*
- —
ESGU.DE vs. SUSW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc | 12.55% | 3.01% | 31.66% | 23.96% | -17.68% | 39.98% | 12.25% | 13.25% |
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 11.31% | 1.89% | 18.34% | 20.78% | -16.40% | 35.65% | 10.76% | 11.05% |
Correlation
The correlation between ESGU.DE and SUSW.L is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.91 |
The correlation between ESGU.DE and SUSW.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
ESGU.DE vs. SUSW.L — Risk / Return Rank
ESGU.DE
SUSW.L
ESGU.DE vs. SUSW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.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.
| ESGU.DE | SUSW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.35 | +0.76 |
| Martin ratioReturn relative to average drawdown | 10.84 | 8.66 | +2.18 |
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
| ESGU.DE | SUSW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.50 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.72 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.76 | +0.14 |
Drawdowns
ESGU.DE vs. SUSW.L - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, roughly equal to the maximum SUSW.L drawdown of -32.09%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and SUSW.L.
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Drawdown Indicators
| ESGU.DE | SUSW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -32.09% | -0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -7.80% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -21.13% | -2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -21.13% | -2.56% |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.93% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.14% | +0.17% |
Volatility
ESGU.DE vs. SUSW.L - Volatility Comparison
The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) has a volatility of 3.49%. This indicates that ESGU.DE experiences smaller price fluctuations and is considered to be less risky than SUSW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGU.DE | SUSW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.49% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 9.12% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 12.26% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 14.61% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.23% | +1.24% |
ESGU.DE vs. SUSW.L - Expense Ratio Comparison
ESGU.DE has a 0.09% expense ratio, which is lower than SUSW.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
ESGU.DE vs. SUSW.L - Dividend Comparison
Neither ESGU.DE nor SUSW.L has paid dividends to shareholders.
Frequently Asked Questions
ESGU.DE and SUSW.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for SUSW.L.
ESGU.DE is categorized as Large Cap Blend Equities, while SUSW.L is Global Equities. ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while SUSW.L tracks MSCI ACWI NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for ESGU.DE and 0.20% for SUSW.L.
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