SUAS.L vs. SPEP.L
Compare and contrast key facts about iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) and Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L).
SUAS.L and SPEP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUAS.L is a passively managed fund by iShares that tracks the performance of the MSCI USA SRI Select Reduced Fossil Fuel Index. It was launched on Aug 21, 2025. SPEP.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 ESG Index. It was launched on Nov 5, 2021. Both SUAS.L and SPEP.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.
Performance
SUAS.L vs. SPEP.L - Performance Comparison
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SUAS.L vs. SPEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SUAS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | -5.00% | 10.95% | 14.07% | 24.37% | -18.68% | 31.17% | 43.92% |
SPEP.L Invesco S&P 500 Scored & Screened ETF Acc | -4.09% | 18.23% | 24.50% | 27.88% | -18.42% | 33.24% | 28.73% |
Different Trading Currencies
SUAS.L is traded in USD, while SPEP.L is traded in GBp. To make them comparable, the SPEP.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 -5.00% return, which is significantly lower than SPEP.L's -4.09% return.
SUAS.L
- 1D
- 0.60%
- 1M
- -7.35%
- YTD
- -5.00%
- 6M
- -3.26%
- 1Y
- 13.44%
- 3Y*
- 11.88%
- 5Y*
- 8.37%
- 10Y*
- —
SPEP.L
- 1D
- 2.29%
- 1M
- -4.37%
- YTD
- -4.09%
- 6M
- 0.62%
- 1Y
- 19.45%
- 3Y*
- 19.08%
- 5Y*
- 12.77%
- 10Y*
- —
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SUAS.L vs. SPEP.L - Expense Ratio Comparison
SUAS.L has a 0.20% expense ratio, which is higher than SPEP.L's 0.09% 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. SPEP.L — Risk / Return Rank
SUAS.L
SPEP.L
SUAS.L vs. SPEP.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 Invesco S&P 500 Scored & Screened ETF Acc (SPEP.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.L | SPEP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.43 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.03 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.68 | +0.35 |
Martin ratioReturn relative to average drawdown | 4.37 | 1.22 | +3.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUAS.L | SPEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.43 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.40 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.53 | +0.33 |
Correlation
The correlation between SUAS.L and SPEP.L is 0.85, 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. SPEP.L - Dividend Comparison
Neither SUAS.L nor SPEP.L has paid dividends to shareholders.
Drawdowns
SUAS.L vs. SPEP.L - Drawdown Comparison
The maximum SUAS.L drawdown since its inception was -33.25%, which is greater than SPEP.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for SUAS.L and SPEP.L.
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Drawdown Indicators
| SUAS.L | SPEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -27.82% | -5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -27.82% | +16.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | -27.82% | +2.38% |
Current DrawdownCurrent decline from peak | -8.14% | -25.90% | +17.76% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -7.13% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 15.97% | -13.27% |
Volatility
SUAS.L vs. SPEP.L - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) is 4.27%, while Invesco S&P 500 Scored & Screened ETF Acc (SPEP.L) has a volatility of 4.51%. This indicates that SUAS.L experiences smaller price fluctuations and is considered to be less risky than SPEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUAS.L | SPEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.51% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 41.37% | -32.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 44.70% | -28.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 32.14% | -15.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 31.40% | -13.55% |