SDUS.L vs. GPSA.L
Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L).
SDUS.L and GPSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDUS.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. GPSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. Both SDUS.L and GPSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDUS.L or GPSA.L.
Key characteristics
| SDUS.L | GPSA.L | |
|---|---|---|
| YTD Return | 27.85% | 26.60% |
| 1Y Return | 41.34% | 34.06% |
| 3Y Return (Ann) | 10.12% | 11.63% |
| 5Y Return (Ann) | 16.60% | 10.86% |
| Sharpe Ratio | 3.21 | 1.01 |
| Sortino Ratio | 4.39 | 1.64 |
| Omega Ratio | 1.61 | 1.47 |
| Calmar Ratio | 4.71 | 1.66 |
| Martin Ratio | 19.86 | 3.48 |
| Ulcer Index | 2.02% | 9.64% |
| Daily Std Dev | 12.50% | 33.29% |
| Max Drawdown | -33.90% | -34.83% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SDUS.L and GPSA.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDUS.L vs. GPSA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with SDUS.L having a 27.85% return and GPSA.L slightly lower at 26.60%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SDUS.L vs. GPSA.L - Expense Ratio Comparison
Both SDUS.L and GPSA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SDUS.L vs. GPSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.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.
Dividends
SDUS.L vs. GPSA.L - Dividend Comparison
SDUS.L's dividend yield for the trailing twelve months is around 0.86%, while GPSA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.86% | 1.06% | 1.32% | 0.95% | 1.18% | 1.40% | 0.22% |
GPSA.L iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDUS.L vs. GPSA.L - Drawdown Comparison
The maximum SDUS.L drawdown since its inception was -33.90%, roughly equal to the maximum GPSA.L drawdown of -34.83%. Use the drawdown chart below to compare losses from any high point for SDUS.L and GPSA.L. For additional features, visit the drawdowns tool.
Volatility
SDUS.L vs. GPSA.L - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) has a higher volatility of 4.01% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) at 3.62%. This indicates that SDUS.L's price experiences larger fluctuations and is considered to be riskier than GPSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.