SASU.L vs. XMVU.L
SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) and XMVU.L (Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D) are both Large Cap Blend Equities funds - SASU.L tracks the MSCI USA Screened Index while XMVU.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, SASU.L returned 12.84%/yr vs 6.51%/yr for XMVU.L. A 0.74 correlation means they provide meaningful diversification when combined. SASU.L charges 0.07%/yr vs 0.20%/yr for XMVU.L.
Performance
SASU.L vs. XMVU.L - Performance Comparison
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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*
- —
SASU.L vs. XMVU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
SASU.L
XMVU.L
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.L | XMVU.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | XMVU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.08% | -2.10% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -3.62% | -1.78% |
Ulcer IndexDepth 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.L | XMVU.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
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