PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SUAP.L vs. QUID.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUAP.L vs. QUID.L

Last updated Jul 16, 2026
Documentation

SUAP.L (iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)) and QUID.L (PIMCO Sterling Short Maturity UCITS ETF) are both Global Equities funds - SUAP.L tracks the iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) while QUID.L tracks the PIMCO Sterling Short Maturity UCITS ETF. Both are passively managed. Over the past 5 years, SUAP.L returned 9.38%/yr vs 3.28%/yr for QUID.L. At a 0.08 correlation, their price movements are largely independent.

Performance

SUAP.L vs. QUID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) and PIMCO Sterling Short Maturity UCITS ETF (QUID.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SUAP.L achieves a 13.09% return, which is significantly higher than QUID.L's 2.18% return.

SUAP.L

1D
-0.52%
1M
-1.84%
6M
11.30%
YTD
13.09%
1Y
20.13%
3Y*
14.19%
5Y*
9.38%
10Y*
—

QUID.L

1D
0.10%
1M
0.36%
6M
1.97%
YTD
2.18%
1Y
4.36%
3Y*
5.10%
5Y*
3.28%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUAP.L vs. QUID.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SUAP.L
iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)		13.09%10.67%13.28%22.38%-20.64%18.23%
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		2.18%4.89%5.67%4.95%-0.96%-0.12%

Correlation

The correlation between SUAP.L and QUID.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.06

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

0.08

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 21, 2021

0.08

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)

PIMCO Sterling Short Maturity UCITS ETF

Return for Risk

SUAP.L vs. QUID.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUAP.L
SUAP.L Risk / Return Rank: 5959
Overall Rank
SUAP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SUAP.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
SUAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
SUAP.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
SUAP.L Martin Ratio Rank: 6363
Martin Ratio Rank
QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
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.

SUAP.L vs. QUID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) and PIMCO Sterling Short Maturity UCITS ETF (QUID.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.

SUAP.LQUID.LDifference
Sharpe ratioReturn per unit of total volatility
1.55
6.00

-4.45

Sortino ratioReturn per unit of downside risk
2.32
10.83

-8.50

Omega ratioGain probability vs. loss probability

1.27

2.80

-1.52

Calmar ratioReturn relative to maximum drawdown

2.39

9.83

-7.44

Martin ratioReturn relative to average drawdown

8.99

78.74

-69.75

SUAP.L vs. QUID.L - Sharpe Ratio Comparison

The current SUAP.L Sharpe Ratio is 1.55, which is lower than the QUID.L Sharpe Ratio of 6.00. The chart below compares the historical Sharpe Ratios of SUAP.L and QUID.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.

Loading charts...

Drawdowns

SUAP.L vs. QUID.L - Drawdown Comparison

The maximum SUAP.L drawdown since its inception was -27.13%, which is greater than QUID.L's maximum drawdown of -2.47%. Use the drawdown chart below to compare losses from any high point for SUAP.L and QUID.L.

Loading charts...

Drawdown Indicators

SUAP.LQUID.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.13%

-2.47%

-24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-0.45%

-8.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

-0.45%

-19.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-2.47%

-24.66%

Max Drawdown (10Y)

Largest decline over 10 years

—

-2.47%

—

Current Drawdown

Current decline from peak

-2.78%

0.00%

-2.78%

Average Drawdown

Average peak-to-trough decline

-7.07%

-0.21%

-6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

0.06%

+2.28%

Volatility

SUAP.L vs. QUID.L - Volatility Comparison

iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist) (SUAP.L) has a higher volatility of 4.49% compared to PIMCO Sterling Short Maturity UCITS ETF (QUID.L) at 0.19%. This indicates that SUAP.L's price experiences larger fluctuations and is considered to be riskier than QUID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SUAP.LQUID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

0.19%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

0.64%

+10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

0.74%

+12.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

0.74%

+15.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

0.62%

+15.82%

Dividends

SUAP.L vs. QUID.L - Dividend Comparison

SUAP.L's dividend yield for the trailing twelve months is around 0.89%, less than QUID.L's 4.17% yield.

PositionTTM20252024202320222021202020192018201720162015
QUID.L
PIMCO Sterling Short Maturity UCITS ETF		4.17%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%
SUAP.L
iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist)		0.89%0.92%1.09%1.22%1.42%0.55%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SUAP.L and QUID.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SUAP.L tracks iShares MSCI USA SRI UCITS ETF GBP Hedged (Dist), while QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF. They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

Find the right allocation for SUAP.L and QUID.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer