PortfoliosLab logoPortfoliosLab logo
SUAS.L vs. CSP1.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUAS.L vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SUAS.L vs. CSP1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUAS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
-2.42%10.95%14.07%24.37%-18.68%31.17%25.85%31.51%-2.17%25.21%
CSP1.L
iShares Core S&P 500 UCITS ETF
-4.17%17.63%25.22%26.11%-18.77%29.88%17.14%31.49%-5.65%21.38%
Different Trading Currencies

SUAS.L is traded in USD, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUAS.L achieves a -2.42% return, which is significantly higher than CSP1.L's -6.08% return.


SUAS.L

1D
2.72%
1M
-4.23%
YTD
-2.42%
6M
-1.10%
1Y
14.85%
3Y*
12.88%
5Y*
8.96%
10Y*

CSP1.L

1D
0.00%
1M
-5.87%
YTD
-6.08%
6M
-3.02%
1Y
15.80%
3Y*
17.95%
5Y*
11.31%
10Y*
13.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SUAS.L vs. CSP1.L - Expense Ratio Comparison

SUAS.L has a 0.20% expense ratio, which is higher than CSP1.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SUAS.L vs. CSP1.L — Risk / Return Rank

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

SUAS.L
SUAS.L Risk / Return Rank: 4848
Overall Rank
SUAS.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SUAS.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
SUAS.L Omega Ratio Rank: 4343
Omega Ratio Rank
SUAS.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SUAS.L Martin Ratio Rank: 5454
Martin Ratio Rank

CSP1.L
CSP1.L Risk / Return Rank: 5959
Overall Rank
CSP1.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 5151
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 6767
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.

SUAS.L vs. CSP1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) and iShares Core S&P 500 UCITS ETF (CSP1.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.


SUAS.LCSP1.LDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.00

-0.11

Sortino ratio

Return per unit of downside risk

1.35

1.46

-0.11

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.64

1.73

-0.10

Martin ratio

Return relative to average drawdown

6.04

6.96

-0.92

SUAS.L vs. CSP1.L - Sharpe Ratio Comparison

The current SUAS.L Sharpe Ratio is 0.88, which is comparable to the CSP1.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SUAS.L and CSP1.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SUAS.LCSP1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.00

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.72

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.93

-0.05

Correlation

The correlation between SUAS.L and CSP1.L is 0.82, 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.


Dividends

SUAS.L vs. CSP1.L - Dividend Comparison

Neither SUAS.L nor CSP1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SUAS.L vs. CSP1.L - Drawdown Comparison

The maximum SUAS.L drawdown since its inception was -33.25%, roughly equal to the maximum CSP1.L drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for SUAS.L and CSP1.L.


Loading graphics...

Drawdown Indicators


SUAS.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-25.48%

-7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-10.33%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-20.77%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

Current Drawdown

Current decline from peak

-5.64%

-4.74%

-0.90%

Average Drawdown

Average peak-to-trough decline

-5.16%

-3.35%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.07%

+0.30%

Volatility

SUAS.L vs. CSP1.L - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) has a higher volatility of 5.12% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.83%. This indicates that SUAS.L's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SUAS.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

3.83%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

8.44%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

15.80%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

15.71%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

16.10%

+1.77%