PRUS.L vs. SASU.L
PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF USD (Dist)) and SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) are both exchange-traded funds - PRUS.L is a Large Cap Value Equities fund tracking the RAFI Fundamental US Index (USD), while SASU.L is a Large Cap Blend Equities fund tracking the MSCI USA Screened Index. Both are passively managed. Over the past 5 years, PRUS.L returned 12.75%/yr vs 12.84%/yr for SASU.L. Their correlation of 0.84 suggests significant overlap in exposure. PRUS.L charges 0.39%/yr vs 0.07%/yr for SASU.L.
Performance
PRUS.L vs. SASU.L - Performance Comparison
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Returns By Period
In the year-to-date period, PRUS.L achieves a 16.68% return, which is significantly higher than SASU.L's 8.44% return.
PRUS.L
- 1D
- -0.42%
- 1M
- 0.81%
- 6M
- 13.26%
- YTD
- 16.68%
- 1Y
- 29.25%
- 3Y*
- 19.04%
- 5Y*
- 12.75%
- 10Y*
- 13.00%
SASU.L
- 1D
- -1.40%
- 1M
- -0.64%
- 6M
- 7.91%
- YTD
- 8.44%
- 1Y
- 19.98%
- 3Y*
- 20.13%
- 5Y*
- 12.84%
- 10Y*
- —
PRUS.L vs. SASU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 16.68% | 16.58% | 16.26% | 15.94% | -8.01% | 31.11% | 6.81% | 26.43% | -10.83% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 8.44% | 17.83% | 26.90% | 30.69% | -21.34% | 28.26% | 22.00% | 31.02% | -8.81% |
Correlation
The correlation between PRUS.L and SASU.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.84 |
The correlation between PRUS.L and SASU.L has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
PRUS.L vs. SASU.L — Risk / Return Rank
PRUS.L
SASU.L
PRUS.L vs. SASU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.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.
| PRUS.L | SASU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.27 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 2.09 | +2.77 |
| Martin ratioReturn relative to average drawdown | 18.47 | 8.30 | +10.18 |
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Drawdowns
PRUS.L vs. SASU.L - Drawdown Comparison
The maximum PRUS.L drawdown since its inception was -57.16%, which is greater than SASU.L's maximum drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for PRUS.L and SASU.L.
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Drawdown Indicators
| PRUS.L | SASU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -34.07% | -23.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -9.53% | +3.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -19.83% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -26.24% | +6.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -2.08% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -5.40% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.40% | -0.82% |
Volatility
PRUS.L vs. SASU.L - Volatility Comparison
The current volatility for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) is 1.77%, while iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a volatility of 3.34%. This indicates that PRUS.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
| PRUS.L | SASU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 3.34% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 10.18% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 13.13% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 17.03% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 18.39% | -2.21% |
PRUS.L vs. SASU.L - Expense Ratio Comparison
PRUS.L has a 0.39% expense ratio, which is higher than SASU.L's 0.07% expense ratio.
Dividends
PRUS.L vs. SASU.L - Dividend Comparison
PRUS.L's dividend yield for the trailing twelve months is around 1.16%, while SASU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRUS.L and SASU.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SASU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SASU.L is cheaper with a 0.07% expense ratio, compared with 0.39% for PRUS.L.
PRUS.L is categorized as Large Cap Value Equities, while SASU.L is Large Cap Blend Equities. PRUS.L tracks RAFI Fundamental US Index (USD), while SASU.L tracks MSCI USA Screened Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PRUS.L and 0.07% for SASU.L.
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