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SAUS.L vs. FTAL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAUS.L vs. FTAL.L

Last updated Jun 5, 2026

SAUS.L (iShares MSCI Australia UCITS ETF) and FTAL.L (SPDR FTSE UK All Share UCITS ETF) are both exchange-traded funds - SAUS.L is a Asia Pacific Equities fund tracking the MSCI Australia NR USD, while FTAL.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, SAUS.L returned 9.11%/yr vs 8.54%/yr for FTAL.L. A 0.62 correlation means they provide meaningful diversification when combined. SAUS.L charges 0.50%/yr vs 0.20%/yr for FTAL.L.

Performance

SAUS.L vs. FTAL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Australia UCITS ETF (SAUS.L) and SPDR FTSE UK All Share UCITS ETF (FTAL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SAUS.L is traded in GBp, while FTAL.L is traded in GBP. To make them comparable, the FTAL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAUS.L achieves a 10.24% return, which is significantly higher than FTAL.L's 5.93% return. Over the past 10 years, SAUS.L has outperformed FTAL.L with an annualized return of 9.11%, while FTAL.L has yielded a comparatively lower 8.54% annualized return.

SAUS.L

1D
-0.76%
1M
-2.38%
YTD
10.24%
6M
11.26%
1Y
14.59%
3Y*
9.70%
5Y*
6.61%
10Y*
9.11%

FTAL.L

1D
0.30%
1M
2.15%
YTD
5.93%
6M
8.27%
1Y
20.36%
3Y*
14.06%
5Y*
10.22%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAUS.L vs. FTAL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SAUS.L
iShares MSCI Australia UCITS ETF		10.24%6.23%3.26%7.65%5.74%9.68%5.72%17.21%-6.78%8.05%
FTAL.L
SPDR FTSE UK All Share UCITS ETF		5.93%23.19%9.03%7.92%0.55%17.18%-9.96%19.29%-9.71%12.99%

Correlation

The correlation between SAUS.L and FTAL.L is 0.59, 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

0.59

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

0.69

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

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2012

0.62

The correlation between SAUS.L and FTAL.L shifts across timeframes, from 0.59 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

SAUS.L vs. FTAL.L - Sectors Allocation Comparison

Sectors
SAUS.L
FTAL.L

Financial Services

42.0%
24.2%

Basic Materials

25.6%
8.4%

Consumer Cyclical

6.4%
5.6%

Real Estate

5.2%
1.7%

Healthcare

4.3%
12.8%

Energy

4.2%
10.9%

Industrials

4.2%
14.5%

Consumer Defensive

3.6%
12.1%

Communication Services

1.9%
3.0%

Utilities

1.6%
5.1%

Technology

1.0%
1.7%

Financial Services

SAUS.L
42.0%
FTAL.L
24.2%

Basic Materials

SAUS.L
25.6%
FTAL.L
8.4%

Consumer Cyclical

SAUS.L
6.4%
FTAL.L
5.6%

Real Estate

SAUS.L
5.2%
FTAL.L
1.7%

Healthcare

SAUS.L
4.3%
FTAL.L
12.8%

Energy

SAUS.L
4.2%
FTAL.L
10.9%

Industrials

SAUS.L
4.2%
FTAL.L
14.5%

Consumer Defensive

SAUS.L
3.6%
FTAL.L
12.1%

Communication Services

SAUS.L
1.9%
FTAL.L
3.0%

Utilities

SAUS.L
1.6%
FTAL.L
5.1%

Technology

SAUS.L
1.0%
FTAL.L
1.7%

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iShares MSCI Australia UCITS ETF

SPDR FTSE UK All Share UCITS ETF

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Often compared with FTAL.L:
FTAL.L vs. CUKX.LFTAL.L vs. VUKG.LFTAL.L vs. EUEA.ASFTAL.L vs. NG.LFTAL.L vs. REL.LFTAL.L vs. LWDB.LFTAL.L vs. GBPG.L

Return for Risk

SAUS.L vs. FTAL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAUS.L
SAUS.L Risk / Return Rank: 3434
Overall Rank
SAUS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SAUS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SAUS.L Omega Ratio Rank: 3232
Omega Ratio Rank
SAUS.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SAUS.L Martin Ratio Rank: 3232
Martin Ratio Rank
FTAL.L
FTAL.L Risk / Return Rank: 5353
Overall Rank
FTAL.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTAL.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
FTAL.L Omega Ratio Rank: 5959
Omega Ratio Rank
FTAL.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
FTAL.L Martin Ratio Rank: 4747
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.

SAUS.L vs. FTAL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (SAUS.L) and SPDR FTSE UK All Share UCITS ETF (FTAL.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.

SAUS.LFTAL.LDifference
Sharpe ratioReturn per unit of total volatility
1.18
1.87

-0.69

Sortino ratioReturn per unit of downside risk
1.80
2.66

-0.86

Omega ratioGain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

1.76

2.26

-0.50

Martin ratioReturn relative to average drawdown

4.76

7.66

-2.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAUS.L vs. FTAL.L - Sharpe Ratio Comparison

The current SAUS.L Sharpe Ratio is 1.18, which is lower than the FTAL.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SAUS.L and FTAL.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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Sharpe Ratios by Period

SAUS.LFTAL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.87

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.81

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.58

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.56

-0.18

Drawdowns

SAUS.L vs. FTAL.L - Drawdown Comparison

The maximum SAUS.L drawdown since its inception was -38.14%, which is greater than FTAL.L's maximum drawdown of -35.26%. Use the drawdown chart below to compare losses from any high point for SAUS.L and FTAL.L.

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Drawdown Indicators

SAUS.LFTAL.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.14%

-35.26%

-2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

-8.95%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-21.11%

-13.17%

-7.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-13.17%

-7.94%

Max Drawdown (10Y)

Largest decline over 10 years

-38.14%

-35.26%

-2.88%

Current Drawdown

Current decline from peak

-3.58%

-3.78%

+0.20%

Average Drawdown

Average peak-to-trough decline

-7.77%

-4.31%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.65%

+0.51%

Volatility

SAUS.L vs. FTAL.L - Volatility Comparison

iShares MSCI Australia UCITS ETF (SAUS.L) has a higher volatility of 4.46% compared to SPDR FTSE UK All Share UCITS ETF (FTAL.L) at 4.08%. This indicates that SAUS.L's price experiences larger fluctuations and is considered to be riskier than FTAL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAUS.LFTAL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

4.08%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

9.45%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

10.84%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

12.68%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

14.75%

+4.36%

SAUS.L vs. FTAL.L - Expense Ratio Comparison

SAUS.L has a 0.50% expense ratio, which is higher than FTAL.L's 0.20% expense ratio.

Dividends

SAUS.L vs. FTAL.L - Dividend Comparison

Neither SAUS.L nor FTAL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

SAUS.L and FTAL.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTAL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTAL.L is cheaper with a 0.20% expense ratio, compared with 0.50% for SAUS.L.

SAUS.L is categorized as Asia Pacific Equities, while FTAL.L is Europe Equities. SAUS.L tracks MSCI Australia NR USD, while FTAL.L tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and State Street. Their fees differ too: 0.50% for SAUS.L and 0.20% for FTAL.L.

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