P500.DE vs. SUWG.L
P500.DE (Invesco S&P 500 UCITS ETF) and SUWG.L (iShares MSCI World SRI UCITS ETF USD (Dist)) are both exchange-traded funds - P500.DE is a S&P 500 fund tracking the S&P 500 Index, while SUWG.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, P500.DE returned 14.99%/yr vs 10.53%/yr for SUWG.L. Their correlation of 0.86 suggests significant overlap in exposure. P500.DE charges 0.05%/yr vs 0.20%/yr for SUWG.L.
Performance
P500.DE vs. SUWG.L - Performance Comparison
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Different Trading Currencies
P500.DE is traded in EUR, while SUWG.L is traded in GBP. To make them comparable, the SUWG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with P500.DE having a 11.47% return and SUWG.L slightly lower at 11.28%.
P500.DE
- 1D
- -0.10%
- 1M
- 4.39%
- YTD
- 11.47%
- 6M
- 10.93%
- 1Y
- 25.73%
- 3Y*
- 19.07%
- 5Y*
- 14.99%
- 10Y*
- 15.16%
SUWG.L
- 1D
- 0.32%
- 1M
- 3.90%
- YTD
- 11.28%
- 6M
- 11.23%
- 1Y
- 18.92%
- 3Y*
- 12.91%
- 5Y*
- 10.53%
- 10Y*
- —
P500.DE vs. SUWG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
P500.DE Invesco S&P 500 UCITS ETF | 11.47% | 4.88% | 32.56% | 22.69% | -14.05% | 34.97% |
SUWG.L iShares MSCI World SRI UCITS ETF USD (Dist) | 11.28% | 1.64% | 18.39% | 20.83% | -16.25% | 30.97% |
Correlation
The correlation between P500.DE and SUWG.L is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.86 |
The correlation between P500.DE and SUWG.L has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
P500.DE vs. SUWG.L — Risk / Return Rank
P500.DE
SUWG.L
P500.DE vs. SUWG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (P500.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.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.
| P500.DE | SUWG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.28 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.38 | +1.23 |
| Martin ratioReturn relative to average drawdown | 12.91 | 8.83 | +4.08 |
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
| P500.DE | SUWG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 1.54 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.73 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.80 | +0.21 |
Drawdowns
P500.DE vs. SUWG.L - Drawdown Comparison
The maximum P500.DE drawdown since its inception was -33.78%, which is greater than SUWG.L's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for P500.DE and SUWG.L.
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Drawdown Indicators
| P500.DE | SUWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -20.19% | -13.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -7.82% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -20.19% | -3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -20.19% | -3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | 0.00% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -3.85% | -5.38% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.12% | -0.13% |
Volatility
P500.DE vs. SUWG.L - Volatility Comparison
The current volatility for Invesco S&P 500 UCITS ETF (P500.DE) is 2.65%, while iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) has a volatility of 3.23%. This indicates that P500.DE experiences smaller price fluctuations and is considered to be less risky than SUWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| P500.DE | SUWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.23% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 8.94% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 12.10% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 14.42% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 14.38% | +1.69% |
P500.DE vs. SUWG.L - Expense Ratio Comparison
P500.DE has a 0.05% expense ratio, which is lower than SUWG.L's 0.20% 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
P500.DE vs. SUWG.L - Dividend Comparison
P500.DE has not paid dividends to shareholders, while SUWG.L's dividend yield for the trailing twelve months is around 1.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
P500.DE Invesco S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUWG.L iShares MSCI World SRI UCITS ETF USD (Dist) | 1.12% | 1.21% | 1.38% | 1.54% | 1.69% | 1.17% |
Frequently Asked Questions
P500.DE and SUWG.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
P500.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for SUWG.L.
P500.DE is categorized as S&P 500, while SUWG.L is Global Equities. P500.DE tracks S&P 500 Index, while SUWG.L tracks MSCI ACWI NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for P500.DE and 0.20% for SUWG.L.
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