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SDUS.L vs. UC67.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDUS.L vs. UC67.L

Last updated Jun 5, 2026

SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and UC67.L (UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and UBS respectively. Both are passively managed. Over the past 5 years, SDUS.L returned 14.04%/yr vs 13.21%/yr for UC67.L. With a 0.97 correlation, they move nearly in lockstep. SDUS.L charges 0.07%/yr vs 0.14%/yr for UC67.L.

Performance

SDUS.L vs. UC67.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis (UC67.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SDUS.L having a 10.25% return and UC67.L slightly higher at 10.29%.

SDUS.L

1D
0.08%
1M
5.05%
YTD
10.25%
6M
10.89%
1Y
28.55%
3Y*
23.31%
5Y*
14.04%
10Y*
—

UC67.L

1D
-0.01%
1M
4.59%
YTD
10.29%
6M
10.81%
1Y
27.25%
3Y*
22.02%
5Y*
13.21%
10Y*
14.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDUS.L vs. UC67.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		10.25%17.72%26.89%30.69%-21.32%28.28%22.03%30.98%-7.54%
UC67.L
UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis		10.29%17.07%24.74%27.16%-20.11%27.17%20.28%30.31%-7.33%

Correlation

The correlation between SDUS.L and UC67.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.97

The correlation between SDUS.L and UC67.L has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

SDUS.L vs. UC67.L - Sectors Allocation Comparison

Sectors
SDUS.L
UC67.L

Technology

38.0%
37.7%

Financial Services

12.4%
11.2%

Communication Services

12.1%
10.9%

Consumer Cyclical

10.8%
9.9%

Healthcare

9.2%
8.4%

Industrials

7.7%
8.1%

Consumer Defensive

2.7%
4.7%

Real Estate

2.0%
1.9%

Energy

1.9%
3.4%

Basic Materials

1.8%
1.7%

Utilities

1.3%
2.1%

Technology

SDUS.L
38.0%
UC67.L
37.7%

Financial Services

SDUS.L
12.4%
UC67.L
11.2%

Communication Services

SDUS.L
12.1%
UC67.L
10.9%

Consumer Cyclical

SDUS.L
10.8%
UC67.L
9.9%

Healthcare

SDUS.L
9.2%
UC67.L
8.4%

Industrials

SDUS.L
7.7%
UC67.L
8.1%

Consumer Defensive

SDUS.L
2.7%
UC67.L
4.7%

Real Estate

SDUS.L
2.0%
UC67.L
1.9%

Energy

SDUS.L
1.9%
UC67.L
3.4%

Basic Materials

SDUS.L
1.8%
UC67.L
1.7%

Utilities

SDUS.L
1.3%
UC67.L
2.1%

Compare stocks, funds, or ETFs

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iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis

Often compared with SDUS.L:
SDUS.L vs. GPSA.LSDUS.L vs. VWRA.LSDUS.L vs. IUSA.LSDUS.L vs. ISDU.LSDUS.L vs. MVEA.LSDUS.L vs. XZMD.LSDUS.L vs. BBUS.L
Often compared with UC67.L:
UC67.L vs. CAPU.LUC67.L vs. UPAD.LUC67.L vs. MVEA.LUC67.L vs. BBSU.LUC67.L vs. FLXU.LUC67.L vs. UC04.LUC67.L vs. VTI

Return for Risk

SDUS.L vs. UC67.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDUS.L
SDUS.L Risk / Return Rank: 7070
Overall Rank
SDUS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDUS.L Omega Ratio Rank: 7171
Omega Ratio Rank
SDUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SDUS.L Martin Ratio Rank: 6969
Martin Ratio Rank
UC67.L
UC67.L Risk / Return Rank: 7272
Overall Rank
UC67.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UC67.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
UC67.L Omega Ratio Rank: 7373
Omega Ratio Rank
UC67.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
UC67.L Martin Ratio Rank: 7373
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.

SDUS.L vs. UC67.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis (UC67.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.

SDUS.LUC67.LDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.33

-0.05

Sortino ratioReturn per unit of downside risk
3.33
3.38

-0.06

Omega ratioGain probability vs. loss probability

1.41

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

3.00

3.17

-0.17

Martin ratioReturn relative to average drawdown

12.48

13.61

-1.13

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

SDUS.L vs. UC67.L - Sharpe Ratio Comparison

The current SDUS.L Sharpe Ratio is 2.28, which is comparable to the UC67.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SDUS.L and UC67.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

SDUS.LUC67.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.33

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.81

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.82

+0.09

Drawdowns

SDUS.L vs. UC67.L - Drawdown Comparison

The maximum SDUS.L drawdown since its inception was -33.90%, roughly equal to the maximum UC67.L drawdown of -34.42%. Use the drawdown chart below to compare losses from any high point for SDUS.L and UC67.L.

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Drawdown Indicators

SDUS.LUC67.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-34.42%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-8.57%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-19.42%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-25.45%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.42%

—

Current Drawdown

Current decline from peak

-0.54%

-0.50%

-0.04%

Average Drawdown

Average peak-to-trough decline

-5.44%

-4.46%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.00%

+0.28%

Volatility

SDUS.L vs. UC67.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) has a higher volatility of 3.55% compared to UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis (UC67.L) at 3.27%. This indicates that SDUS.L's price experiences larger fluctuations and is considered to be riskier than UC67.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SDUS.LUC67.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

3.27%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.55%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

11.66%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

16.31%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

16.59%

+1.64%

SDUS.L vs. UC67.L - Expense Ratio Comparison

SDUS.L has a 0.07% expense ratio, which is lower than UC67.L's 0.14% 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

SDUS.L vs. UC67.L - Dividend Comparison

SDUS.L's dividend yield for the trailing twelve months is around 0.73%, more than UC67.L's 0.58% yield.

PositionTTM20252024202320222021202020192018201720162015
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		0.73%0.80%0.90%1.06%1.32%0.95%1.18%1.40%0.22%0.00%0.00%0.00%
UC67.L
UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis		0.58%0.62%0.76%0.89%1.04%0.75%1.01%1.14%1.25%0.58%1.26%1.28%

Frequently Asked Questions

With a correlation of 0.99, SDUS.L and UC67.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, SDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDUS.L is cheaper with a 0.07% expense ratio, compared with 0.14% for UC67.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for SDUS.L and 0.14% for UC67.L.

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