ISAC.L vs. SUUS.L
ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) and SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both exchange-traded funds - ISAC.L is a Global Equities fund tracking the MSCI All Country World Index (Net), while SUUS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, ISAC.L returned 10.90%/yr vs 10.78%/yr for SUUS.L. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
ISAC.L vs. SUUS.L - Performance Comparison
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Different Trading Currencies
ISAC.L is traded in USD, while SUUS.L is traded in GBp. To make them comparable, the SUUS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ISAC.L achieves a 9.28% return, which is significantly lower than SUUS.L's 11.98% return.
ISAC.L
- 1D
- -0.49%
- 1M
- 0.23%
- YTD
- 9.28%
- 6M
- 10.77%
- 1Y
- 25.90%
- 3Y*
- 20.19%
- 5Y*
- 10.90%
- 10Y*
- 12.55%
SUUS.L
- 1D
- 0.22%
- 1M
- 1.22%
- YTD
- 11.98%
- 6M
- 13.12%
- 1Y
- 22.55%
- 3Y*
- 16.60%
- 5Y*
- 10.78%
- 10Y*
- —
ISAC.L vs. SUUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 9.28% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.75% | -9.73% | 24.40% |
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | 11.98% | 11.25% | 13.92% | 23.78% | -18.70% | 31.68% | 25.25% | 32.47% | -2.94% | 23.22% |
Correlation
The correlation between ISAC.L and SUUS.L is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2016 | 0.83 |
The correlation between ISAC.L and SUUS.L has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
ISAC.L vs. SUUS.L - Sectors Allocation Comparison
Sectors
ISAC.L
SUUS.L
Technology
Financial Services
Industrials
Communication Services
Consumer Cyclical
Healthcare
Consumer Defensive
Energy
-
Basic Materials
Utilities
Real Estate
Technology
ISAC.L
SUUS.L
Financial Services
ISAC.L
SUUS.L
Industrials
ISAC.L
SUUS.L
Communication Services
ISAC.L
SUUS.L
Consumer Cyclical
ISAC.L
SUUS.L
Healthcare
ISAC.L
SUUS.L
Consumer Defensive
ISAC.L
SUUS.L
Energy
ISAC.L
SUUS.L
-
Basic Materials
ISAC.L
SUUS.L
Utilities
ISAC.L
SUUS.L
Real Estate
ISAC.L
SUUS.L
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Return for Risk
ISAC.L vs. SUUS.L — Risk / Return Rank
ISAC.L
SUUS.L
ISAC.L vs. SUUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| ISAC.L | SUUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.51 | +0.43 |
| Martin ratioReturn relative to average drawdown | 12.26 | 9.76 | +2.51 |
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
| ISAC.L | SUUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.82 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.51 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.57 | +0.14 |
Drawdowns
ISAC.L vs. SUUS.L - Drawdown Comparison
The maximum ISAC.L drawdown since its inception was -33.82%, roughly equal to the maximum SUUS.L drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for ISAC.L and SUUS.L.
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Drawdown Indicators
| ISAC.L | SUUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -32.59% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -8.93% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -19.94% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -26.32% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -2.73% | -1.67% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -7.50% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.31% | -0.20% |
Volatility
ISAC.L vs. SUUS.L - Volatility Comparison
iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) have volatilities of 3.92% and 4.02%, 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
| ISAC.L | SUUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 4.02% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 9.44% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 12.34% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 21.13% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 20.61% | -4.65% |
ISAC.L vs. SUUS.L - Expense Ratio Comparison
Both ISAC.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%.
Dividends
ISAC.L vs. SUUS.L - Dividend Comparison
Neither ISAC.L nor SUUS.L has paid dividends to shareholders.
Frequently Asked Questions
ISAC.L and SUUS.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ISAC.L and SUUS.L have the same expense ratio: 0.20% per year.
ISAC.L is categorized as Global Equities, while SUUS.L is Large Cap Blend Equities. ISAC.L tracks MSCI All Country World Index (Net), while SUUS.L tracks Russell 1000 TR USD.
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