ESUS.L vs. GPSA.L
Compare and contrast key facts about Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.L) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L).
ESUS.L and GPSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESUS.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 9, 2021. GPSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. Both ESUS.L and GPSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESUS.L or GPSA.L.
Key characteristics
| ESUS.L | GPSA.L | |
|---|---|---|
| YTD Return | 25.58% | 27.37% |
| 1Y Return | 32.19% | 34.35% |
| 3Y Return (Ann) | 9.22% | 11.84% |
| Sharpe Ratio | 0.91 | 1.01 |
| Sortino Ratio | 1.53 | 1.65 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 1.47 | 1.67 |
| Martin Ratio | 2.19 | 3.51 |
| Ulcer Index | 14.40% | 9.64% |
| Daily Std Dev | 34.70% | 33.23% |
| Max Drawdown | -21.50% | -34.83% |
| Current Drawdown | -7.48% | 0.00% |
Correlation
The correlation between ESUS.L and GPSA.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ESUS.L vs. GPSA.L - Performance Comparison
In the year-to-date period, ESUS.L achieves a 25.58% return, which is significantly lower than GPSA.L's 27.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESUS.L vs. GPSA.L - Expense Ratio Comparison
ESUS.L has a 0.09% expense ratio, which is higher than GPSA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESUS.L vs. GPSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.L) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.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.
Dividends
ESUS.L vs. GPSA.L - Dividend Comparison
Neither ESUS.L nor GPSA.L has paid dividends to shareholders.
Drawdowns
ESUS.L vs. GPSA.L - Drawdown Comparison
The maximum ESUS.L drawdown since its inception was -21.50%, smaller than the maximum GPSA.L drawdown of -34.83%. Use the drawdown chart below to compare losses from any high point for ESUS.L and GPSA.L. For additional features, visit the drawdowns tool.
Volatility
ESUS.L vs. GPSA.L - Volatility Comparison
The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.L) is 3.32%, while iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) has a volatility of 3.61%. This indicates that ESUS.L experiences smaller price fluctuations and is considered to be less risky than GPSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.