SASU.L vs. ISAC.L
SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both Global Equities funds from iShares - SASU.L tracks the iShares MSCI USA Screened UCITS ETF USD (Acc) while ISAC.L tracks the MSCI All Country World Index (Net). Both are passively managed. Over the past 5 years, SASU.L returned 13.14%/yr vs 11.12%/yr for ISAC.L. Their correlation of 0.95 suggests significant overlap in exposure. SASU.L charges 0.07%/yr vs 0.20%/yr for ISAC.L.
Performance
SASU.L vs. ISAC.L - Performance Comparison
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Returns By Period
In the year-to-date period, SASU.L achieves a 9.89% return, which is significantly lower than ISAC.L's 11.18% return.
SASU.L
- 1D
- -0.07%
- 1M
- 0.12%
- 6M
- 9.97%
- YTD
- 9.89%
- 1Y
- 21.97%
- 3Y*
- 20.80%
- 5Y*
- 13.14%
- 10Y*
- —
ISAC.L
- 1D
- 0.12%
- 1M
- -0.60%
- 6M
- 9.67%
- YTD
- 11.18%
- 1Y
- 23.73%
- 3Y*
- 19.02%
- 5Y*
- 11.12%
- 10Y*
- 12.44%
SASU.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -8.81% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.18% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.75% | -7.47% |
Correlation
The correlation between SASU.L and ISAC.L is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.95 |
The correlation between SASU.L and ISAC.L has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
SASU.L vs. ISAC.L — Risk / Return Rank
SASU.L
ISAC.L
SASU.L vs. ISAC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| SASU.L | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.70 | -0.28 |
| Martin ratioReturn relative to average drawdown | 9.61 | 10.76 | -1.15 |
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Drawdowns
SASU.L vs. ISAC.L - Drawdown Comparison
The maximum SASU.L drawdown since its inception was -34.07%, roughly equal to the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SASU.L and ISAC.L.
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Drawdown Indicators
| SASU.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -33.82% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -8.77% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.83% | -16.56% | -3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -26.07% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.82% | — |
Current DrawdownCurrent decline from peak | -0.77% | -1.03% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.62% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.20% | +0.20% |
Volatility
SASU.L vs. ISAC.L - Volatility Comparison
iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) have volatilities of 3.04% and 3.18%, 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
| SASU.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.18% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.57% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 12.88% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 15.65% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 15.82% | +2.57% |
SASU.L vs. ISAC.L - Expense Ratio Comparison
SASU.L has a 0.07% expense ratio, which is lower than ISAC.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
SASU.L vs. ISAC.L - Dividend Comparison
Neither SASU.L nor ISAC.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, SASU.L and ISAC.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, 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 0.20% for ISAC.L.
SASU.L tracks iShares MSCI USA Screened UCITS ETF USD (Acc), while ISAC.L tracks MSCI All Country World Index (Net). Their fees differ too: 0.07% for SASU.L and 0.20% for ISAC.L.
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