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ESGU.DE vs. SUSW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGU.DE vs. SUSW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L). The values are adjusted to include any dividend payments, if applicable.

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

ESGU.DE vs. SUSW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

ESGU.DE
ESGU.DE Risk / Return Rank: 6363
Overall Rank
ESGU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ESGU.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESGU.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ESGU.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ESGU.DE Martin Ratio Rank: 6161
Martin Ratio Rank

SUSW.L
SUSW.L Risk / Return Rank: 4646
Overall Rank
SUSW.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SUSW.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
SUSW.L Omega Ratio Rank: 4444
Omega Ratio Rank
SUSW.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SUSW.L Martin Ratio Rank: 5252
Martin Ratio Rank
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.

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.DESUSW.LDifference
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

ESGU.DE vs. SUSW.L - Sharpe Ratio Comparison

The current ESGU.DE Sharpe Ratio is 2.09, which is higher than the SUSW.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ESGU.DE and SUSW.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.


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Sharpe Ratios by Period


ESGU.DESUSW.LDifference

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.DESUSW.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.53%

0.00%

-0.53%

Average Drawdown

Average peak-to-trough decline

-5.33%

-4.93%

-0.40%

Ulcer Index

Depth 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.DESUSW.LDifference

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.


Tickers have no history of dividend payments

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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