SRIU.L vs. CU1.L

Last updated Jun 26, 2026

SRIU.L (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and CU1.L (iShares MSCI USA UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from UBS and iShares respectively. Both are passively managed. Over the past 5 years, SRIU.L returned 12.16%/yr vs 13.42%/yr for CU1.L. Their correlation of 0.93 suggests significant overlap in exposure. SRIU.L charges 0.22%/yr vs 0.33%/yr for CU1.L.

Performance

SRIU.L vs. CU1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) and iShares MSCI USA UCITS ETF USD (Acc) (CU1.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SRIU.L achieves a 14.73% return, which is significantly higher than CU1.L's 9.26% return.

SRIU.L

• 1D: -0.34%
• 1M: 3.25%
• YTD: 14.73%
• 6M: 14.67%
• 1Y: 27.45%
• 3Y*: 17.18%
• 5Y*: 12.16%
• 10Y*: —

CU1.L

• 1D: -1.05%
• 1M: -0.10%
• YTD: 9.26%
• 6M: 9.37%
• 1Y: 25.41%
• 3Y*: 19.17%
• 5Y*: 13.42%
• 10Y*: 15.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SRIU.L vs. CU1.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	14.73%	3.18%	21.26%	25.24%	-16.33%	32.89%	21.42%
CU1.L iShares MSCI USA UCITS ETF USD (Acc)	9.26%	9.22%	27.38%	20.66%	-10.62%	28.72%	18.14%

Correlation

The correlation between SRIU.L and CU1.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 13, 2020	0.93

The correlation between SRIU.L and CU1.L has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

SRIU.L vs. CU1.L - Sectors Allocation Comparison

Sectors	SRIU.L	CU1.L
Technology	48.1%	38.5%
Financial Services	10.9%	11.5%
Consumer Cyclical	10.8%	9.6%
Industrials	9.0%	8.6%
Healthcare	8.5%	8.5%
Consumer Defensive	4.6%	4.5%
Communication Services	3.3%	10.2%
Real Estate	2.6%	1.8%
Basic Materials	1.5%	1.8%
Utilities	0.6%	2.1%
Energy	-	3.1%

Return for Risk

SRIU.L vs. CU1.L — Risk / Return Rank

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

SRIU.L

SRIU.L Risk / Return Rank: 71
SRIU.L Sharpe Ratio Rank: 78
SRIU.L Sortino Ratio Rank: 78
SRIU.L Omega Ratio Rank: 76
SRIU.L Calmar Ratio Rank: 64
SRIU.L Martin Ratio Rank: 58

CU1.L

CU1.L Risk / Return Rank: 77
CU1.L Sharpe Ratio Rank: 82
CU1.L Sortino Ratio Rank: 80
CU1.L Omega Ratio Rank: 82
CU1.L Calmar Ratio Rank: 74
CU1.L Martin Ratio Rank: 70

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.

SRIU.L vs. CU1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) and iShares MSCI USA UCITS ETF USD (Acc) (CU1.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.

	SRIU.L	CU1.L	Difference
Sharpe ratio: Return per unit of total volatility	2.17	2.29	-0.11
Sortino ratio: Return per unit of downside risk	3.04	3.10	-0.06
Omega ratio: Gain probability vs. loss probability	1.39	1.42	-0.03
Calmar ratio: Return relative to maximum drawdown	2.82	3.29	-0.48
Martin ratio: Return relative to average drawdown	9.08	11.26	-2.18

SRIU.L vs. CU1.L - Sharpe Ratio Comparison

The current SRIU.L Sharpe Ratio is 2.17, which is comparable to the CU1.L Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SRIU.L and CU1.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.

Drawdowns

SRIU.L vs. CU1.L - Drawdown Comparison

The maximum SRIU.L drawdown since its inception was -22.95%, smaller than the maximum CU1.L drawdown of -98.42%. Use the drawdown chart below to compare losses from any high point for SRIU.L and CU1.L.

Drawdown Indicators

	SRIU.L	CU1.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.95%	-98.42%	+75.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-7.68%	-2.03%
Max Drawdown (3Y) Largest decline over 3 years	-22.56%	-21.55%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	-22.95%	-21.55%	-1.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.87%	—
Current Drawdown Current decline from peak	-0.65%	-1.58%	+0.93%
Average Drawdown Average peak-to-trough decline	-5.58%	-4.01%	-1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.25%	+0.77%

Volatility

SRIU.L vs. CU1.L - Volatility Comparison

UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) has a higher volatility of 4.45% compared to iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) at 3.73%. This indicates that SRIU.L's price experiences larger fluctuations and is considered to be riskier than CU1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SRIU.L	CU1.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	3.73%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	9.57%	7.80%	+1.77%
Volatility (1Y) Calculated over the trailing 1-year period	12.58%	11.05%	+1.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	20.19%	-4.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.92%	18.40%	-2.48%

SRIU.L vs. CU1.L - Expense Ratio Comparison

SRIU.L has a 0.22% expense ratio, which is lower than CU1.L's 0.33% expense ratio.

Dividends

SRIU.L vs. CU1.L - Dividend Comparison

SRIU.L's dividend yield for the trailing twelve months is around 0.70%, while CU1.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
CU1.L iShares MSCI USA UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	0.70%	0.98%	0.51%	0.94%	1.08%	0.79%	0.21%

Frequently Asked Questions

Can I hold both SRIU.L and CU1.L in my portfolio?

SRIU.L and CU1.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SRIU.L or CU1.L?

On fees, SRIU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SRIU.L or CU1.L?

SRIU.L is cheaper with a 0.22% expense ratio, compared with 0.33% for CU1.L.

What is the main difference between SRIU.L and CU1.L?

Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for SRIU.L and 0.33% for CU1.L.