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SASU.L vs. XMVU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SASU.L vs. XMVU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SASU.L achieves a 8.44% return, which is significantly higher than XMVU.L's 2.34% return.


SASU.L

1D
-1.40%
1M
-0.64%
6M
7.91%
YTD
8.44%
1Y
19.98%
3Y*
20.13%
5Y*
12.84%
10Y*

XMVU.L

1D
-0.79%
1M
0.63%
6M
2.69%
YTD
2.34%
1Y
5.20%
3Y*
10.63%
5Y*
6.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SASU.L vs. XMVU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
2.34%7.93%15.69%9.79%-9.52%21.61%4.40%27.09%-5.28%

Correlation

The correlation between SASU.L and XMVU.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.74

Over the past year, the correlation between SASU.L and XMVU.L has dropped to 0.41 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

SASU.L vs. XMVU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SASU.L
SASU.L Risk / Return Rank: 6161
Overall Rank
SASU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SASU.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SASU.L Omega Ratio Rank: 5959
Omega Ratio Rank
SASU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SASU.L Martin Ratio Rank: 6363
Martin Ratio Rank

XMVU.L
XMVU.L Risk / Return Rank: 2525
Overall Rank
XMVU.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XMVU.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
XMVU.L Omega Ratio Rank: 2222
Omega Ratio Rank
XMVU.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
XMVU.L Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SASU.L vs. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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.LXMVU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.27

1.12

+0.15

Calmar ratioReturn relative to maximum drawdown

2.09

1.02

+1.06

Martin ratioReturn relative to average drawdown

8.30

3.16

+5.13

SASU.L vs. XMVU.L - Sharpe Ratio Comparison

The current SASU.L Sharpe Ratio is 1.52, which is higher than the XMVU.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SASU.L and XMVU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SASU.L vs. XMVU.L - Drawdown Comparison

The maximum SASU.L drawdown since its inception was -34.07%, roughly equal to the maximum XMVU.L drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for SASU.L and XMVU.L.


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Drawdown Indicators


SASU.LXMVU.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.07%

-32.98%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.53%

-5.39%

-4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.83%

-9.99%

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-17.75%

-8.49%

Current Drawdown

Current decline from peak

-2.08%

-2.10%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.40%

-3.62%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

1.75%

+0.65%

Volatility

SASU.L vs. XMVU.L - Volatility Comparison

iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a higher volatility of 3.34% compared to Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) at 2.95%. This indicates that SASU.L's price experiences larger fluctuations and is considered to be riskier than XMVU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SASU.LXMVU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

2.95%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

5.92%

+4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

7.90%

+5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

11.61%

+5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

13.02%

+5.37%

SASU.L vs. XMVU.L - Expense Ratio Comparison

SASU.L has a 0.07% expense ratio, which is lower than XMVU.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. XMVU.L - Dividend Comparison

SASU.L has not paid dividends to shareholders, while XMVU.L's dividend yield for the trailing twelve months is around 1.18%.


PositionTTM20252024202320222021202020192018
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%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
1.18%1.24%1.31%1.33%1.82%1.27%1.81%1.55%1.36%

Frequently Asked Questions


SASU.L and XMVU.L have a correlation of 0.41, 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 0.20% for XMVU.L.

SASU.L tracks MSCI USA Screened Index, while XMVU.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SASU.L and 0.20% for XMVU.L.

Portfolio Optimizer

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