IESG.L vs. SUUS.L
Compare and contrast key facts about iShares MSCI Europe SRI UCITS ETF (IESG.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L).
IESG.L and SUUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IESG.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe SRI Select Reduced Fossil Fuel Index. It was launched on Feb 25, 2011. SUUS.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jul 11, 2016. Both IESG.L and SUUS.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.
Performance
IESG.L vs. SUUS.L - Performance Comparison
Loading graphics...
IESG.L vs. SUUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESG.L iShares MSCI Europe SRI UCITS ETF | -1.91% | 8.44% | 0.88% | 14.27% | -9.89% | 18.85% | 9.51% | 22.59% | -6.20% | 15.83% |
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | -1.38% | 3.44% | 15.85% | 17.58% | -8.97% | 32.89% | 21.52% | 27.36% | 2.89% | 12.51% |
Returns By Period
In the year-to-date period, IESG.L achieves a -1.91% return, which is significantly lower than SUUS.L's -1.38% return.
IESG.L
- 1D
- 2.25%
- 1M
- -5.06%
- YTD
- -1.91%
- 6M
- -0.55%
- 1Y
- 5.03%
- 3Y*
- 4.10%
- 5Y*
- 5.11%
- 10Y*
- 8.46%
SUUS.L
- 1D
- 1.78%
- 1M
- -3.80%
- YTD
- -1.38%
- 6M
- 0.11%
- 1Y
- 11.41%
- 3Y*
- 10.13%
- 5Y*
- 9.78%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IESG.L vs. SUUS.L - Expense Ratio Comparison
Both IESG.L and SUUS.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
IESG.L vs. SUUS.L — Risk / Return Rank
IESG.L
SUUS.L
IESG.L vs. SUUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (IESG.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.
| IESG.L | SUUS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.73 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.11 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.15 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.57 | -1.09 |
Martin ratioReturn relative to average drawdown | 1.66 | 4.96 | -3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IESG.L | SUUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.73 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.67 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.86 | -0.38 |
Correlation
The correlation between IESG.L and SUUS.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IESG.L vs. SUUS.L - Dividend Comparison
Neither IESG.L nor SUUS.L has paid dividends to shareholders.
Drawdowns
IESG.L vs. SUUS.L - Drawdown Comparison
The maximum IESG.L drawdown since its inception was -25.95%, which is greater than SUUS.L's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for IESG.L and SUUS.L.
Loading graphics...
Drawdown Indicators
| IESG.L | SUUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.95% | -24.56% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -10.03% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -21.62% | +0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -25.95% | — | — |
Current DrawdownCurrent decline from peak | -7.34% | -4.67% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -3.59% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.28% | +1.02% |
Volatility
IESG.L vs. SUUS.L - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (IESG.L) has a higher volatility of 5.78% compared to iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) at 4.21%. This indicates that IESG.L's price experiences larger fluctuations and is considered to be riskier than SUUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IESG.L | SUUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 4.21% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 8.74% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 15.64% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 14.61% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 15.74% | -0.95% |