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IGUS.L vs. SUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IGUS.L vs. SUSA

Last updated Jun 14, 2026

IGUS.L (iShares S&P 500 GBP Hedged UCITS ETF) and SUSA (iShares MSCI USA ESG Select ETF) are both exchange-traded funds - IGUS.L is a S&P 500 fund tracking the S&P 500 Index, while SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index. Both are passively managed. Over the past 10 years, IGUS.L returned 13.52%/yr vs 15.62%/yr for SUSA. At a 0.45 correlation, their price movements are largely independent. IGUS.L charges 0.20%/yr vs 0.25%/yr for SUSA.

Performance

IGUS.L vs. SUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares MSCI USA ESG Select ETF (SUSA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGUS.L is traded in GBp, while SUSA is traded in USD. To make them comparable, the SUSA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGUS.L achieves a 7.87% return, which is significantly lower than SUSA's 9.94% return. Over the past 10 years, IGUS.L has underperformed SUSA with an annualized return of 13.52%, while SUSA has yielded a comparatively higher 15.62% annualized return.

IGUS.L

1D
2.06%
1M
-0.82%
YTD
7.87%
6M
9.06%
1Y
24.08%
3Y*
19.90%
5Y*
11.97%
10Y*
13.52%

SUSA

1D
0.62%
1M
0.42%
YTD
9.94%
6M
9.11%
1Y
26.77%
3Y*
17.04%
5Y*
12.52%
10Y*
15.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGUS.L vs. SUSA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF		7.87%17.39%24.64%24.49%-20.60%28.57%14.63%27.27%-7.47%19.85%
SUSA
iShares MSCI USA ESG Select ETF		9.94%7.48%24.57%17.69%-12.03%31.68%21.00%27.08%-0.07%11.93%

Correlation

The correlation between IGUS.L and SUSA is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.45

The correlation between IGUS.L and SUSA has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

IGUS.L vs. SUSA - Sectors Allocation Comparison

Sectors
IGUS.L
SUSA

Technology

35.6%
40.2%

Financial Services

11.8%
11.6%

Communication Services

11.2%
8.1%

Consumer Cyclical

10.2%
7.4%

Healthcare

8.5%
8.9%

Industrials

8.3%
9.0%

Consumer Defensive

4.9%
4.1%

Energy

3.5%
3.5%

Utilities

2.3%
1.9%

Real Estate

1.9%
2.9%

Basic Materials

1.8%
2.3%

Technology

IGUS.L
35.6%
SUSA
40.2%

Financial Services

IGUS.L
11.8%
SUSA
11.6%

Communication Services

IGUS.L
11.2%
SUSA
8.1%

Consumer Cyclical

IGUS.L
10.2%
SUSA
7.4%

Healthcare

IGUS.L
8.5%
SUSA
8.9%

Industrials

IGUS.L
8.3%
SUSA
9.0%

Consumer Defensive

IGUS.L
4.9%
SUSA
4.1%

Energy

IGUS.L
3.5%
SUSA
3.5%

Utilities

IGUS.L
2.3%
SUSA
1.9%

Real Estate

IGUS.L
1.9%
SUSA
2.9%

Basic Materials

IGUS.L
1.8%
SUSA
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P 500 GBP Hedged UCITS ETF

iShares MSCI USA ESG Select ETF

Often compared with IGUS.L:
IGUS.L vs. VUAG.LIGUS.L vs. VUSA.LIGUS.L vs. CSP1.LIGUS.L vs. WENS.LIGUS.L vs. JPJP.LIGUS.L vs. SAEMXIGUS.L vs. GSPX.L
Often compared with SUSA:
SUSA vs. ESGUSUSA vs. ESGVSUSA vs. SUSLSUSA vs. SPYSUSA vs. VOOSUSA vs. IQSUSUSA vs. JEPI

Return for Risk

IGUS.L vs. SUSA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGUS.L
IGUS.L Risk / Return Rank: 6969
Overall Rank
IGUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7272
Martin Ratio Rank
SUSA
SUSA Risk / Return Rank: 6262
Overall Rank
SUSA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SUSA Sortino Ratio Rank: 6262
Sortino Ratio Rank
SUSA Omega Ratio Rank: 6262
Omega Ratio Rank
SUSA Calmar Ratio Rank: 5555
Calmar Ratio Rank
SUSA Martin Ratio Rank: 6666
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.

IGUS.L vs. SUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares MSCI USA ESG Select ETF (SUSA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IGUS.LSUSADifference
Sharpe ratioReturn per unit of total volatility
1.93
2.10

-0.17

Sortino ratioReturn per unit of downside risk
2.85
2.75

+0.10

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.79

3.11

-0.32

Martin ratioReturn relative to average drawdown

11.79

11.58

+0.20

IGUS.L vs. SUSA - Sharpe Ratio Comparison

The current IGUS.L Sharpe Ratio is 1.93, which is comparable to the SUSA Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IGUS.L and SUSA, 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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Drawdowns

IGUS.L vs. SUSA - Drawdown Comparison

The maximum IGUS.L drawdown since its inception was -36.66%, which is greater than SUSA's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for IGUS.L and SUSA.

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Drawdown Indicators

IGUS.LSUSADifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-32.78%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-8.19%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

-22.41%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-22.41%

-3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

-24.90%

-11.76%

Current Drawdown

Current decline from peak

-2.23%

-1.97%

-0.26%

Average Drawdown

Average peak-to-trough decline

-4.12%

-5.12%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.19%

-0.19%

Volatility

IGUS.L vs. SUSA - Volatility Comparison

iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares MSCI USA ESG Select ETF (SUSA) have volatilities of 4.04% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGUS.LSUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.21%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

9.23%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

12.11%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.15%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

18.14%

-1.54%

IGUS.L vs. SUSA - Expense Ratio Comparison

IGUS.L has a 0.20% expense ratio, which is lower than SUSA's 0.25% 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

IGUS.L vs. SUSA - Dividend Comparison

IGUS.L has not paid dividends to shareholders, while SUSA's dividend yield for the trailing twelve months is around 0.84%.

PositionTTM20252024202320222021202020192018201720162015
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUSA
iShares MSCI USA ESG Select ETF		0.84%0.89%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%

Frequently Asked Questions

IGUS.L and SUSA have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGUS.L is cheaper with a 0.20% expense ratio, compared with 0.25% for SUSA.

IGUS.L is categorized as S&P 500, while SUSA is Large Cap Growth Equities. IGUS.L tracks S&P 500 Index, while SUSA tracks MSCI USA ESG Select Index. Their fees differ too: 0.20% for IGUS.L and 0.25% for SUSA.

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