LGUS.L vs. SASU.L
LGUS.L (L&G US Equity UCITS ETF) and SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) are both Global Equities funds - LGUS.L tracks the L&G US Equity UCITS ETF while SASU.L tracks the iShares MSCI USA Screened UCITS ETF USD (Acc). Both are passively managed. Over the past 5 years, LGUS.L returned 12.82%/yr vs 13.14%/yr for SASU.L. With a 0.96 correlation, they move nearly in lockstep. LGUS.L charges 0.05%/yr vs 0.07%/yr for SASU.L.
Performance
LGUS.L vs. SASU.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LGUS.L having a 10.34% return and SASU.L slightly lower at 9.89%.
LGUS.L
- 1D
- 0.00%
- 1M
- 0.20%
- 6M
- 9.90%
- YTD
- 10.34%
- 1Y
- 21.64%
- 3Y*
- 20.40%
- 5Y*
- 12.82%
- 10Y*
- —
SASU.L
- 1D
- -0.07%
- 1M
- 0.12%
- 6M
- 9.97%
- YTD
- 9.89%
- 1Y
- 21.97%
- 3Y*
- 20.80%
- 5Y*
- 13.14%
- 10Y*
- —
LGUS.L vs. SASU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LGUS.L L&G US Equity UCITS ETF | 10.34% | 17.98% | 25.09% | 28.66% | -20.46% | 27.91% | 21.16% | 30.91% | -9.25% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 9.89% | 17.83% | 26.90% | 30.69% | -21.34% | 28.26% | 22.00% | 31.02% | -10.38% |
Correlation
The correlation between LGUS.L and SASU.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.96 |
The correlation between LGUS.L and SASU.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
LGUS.L vs. SASU.L — Risk / Return Rank
LGUS.L
SASU.L
LGUS.L vs. SASU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (LGUS.L) and iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.
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.
| LGUS.L | SASU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.41 | +0.18 |
| Martin ratioReturn relative to average drawdown | 9.99 | 9.61 | +0.38 |
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Drawdowns
LGUS.L vs. SASU.L - Drawdown Comparison
The maximum LGUS.L drawdown since its inception was -34.26%, roughly equal to the maximum SASU.L drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for LGUS.L and SASU.L.
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Drawdown Indicators
| LGUS.L | SASU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -34.07% | -0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -9.53% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -19.46% | -19.83% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -26.24% | +0.60% |
Current DrawdownCurrent decline from peak | -0.49% | -0.77% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -5.40% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.40% | -0.17% |
Volatility
LGUS.L vs. SASU.L - Volatility Comparison
The current volatility for L&G US Equity UCITS ETF (LGUS.L) is 2.86%, while iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a volatility of 3.04%. This indicates that LGUS.L experiences smaller price fluctuations and is considered to be less risky than SASU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGUS.L | SASU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 3.04% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 10.09% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 13.09% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 17.03% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 18.39% | -0.29% |
LGUS.L vs. SASU.L - Expense Ratio Comparison
LGUS.L has a 0.05% expense ratio, which is lower than SASU.L's 0.07% 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
LGUS.L vs. SASU.L - Dividend Comparison
Neither LGUS.L nor SASU.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, LGUS.L and SASU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.07% for SASU.L.
LGUS.L tracks L&G US Equity UCITS ETF, while SASU.L tracks iShares MSCI USA Screened UCITS ETF USD (Acc). They also come from different issuers: L&G and iShares. Their fees differ too: 0.05% for LGUS.L and 0.07% for SASU.L.
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