SUAS.L vs. SPXE.L
SUAS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and SPXE.L (Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc)) are both exchange-traded funds - SUAS.L is a ESG fund tracking the MSCI USA SRI Select Reduced Fossil Fuel Index, while SPXE.L is a S&P 500 fund tracking the S&P 500 Scored & Screened Index. Both are passively managed. Over the past 5 years, SUAS.L returned 10.41%/yr vs 13.46%/yr for SPXE.L. Their correlation of 0.91 suggests significant overlap in exposure. SUAS.L charges 0.20%/yr vs 0.09%/yr for SPXE.L.
Performance
SUAS.L vs. SPXE.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUAS.L achieves a 12.45% return, which is significantly higher than SPXE.L's 8.48% return.
SUAS.L
- 1D
- -1.12%
- 1M
- -2.74%
- 6M
- 9.71%
- YTD
- 12.45%
- 1Y
- 19.35%
- 3Y*
- 14.41%
- 5Y*
- 10.41%
- 10Y*
- 14.82%
SPXE.L
- 1D
- -1.23%
- 1M
- -1.46%
- 6M
- 7.68%
- YTD
- 8.48%
- 1Y
- 22.18%
- 3Y*
- 19.17%
- 5Y*
- 13.46%
- 10Y*
- —
SUAS.L vs. SPXE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SUAS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | 12.45% | 10.91% | 14.06% | 24.41% | -18.71% | 31.16% | 41.80% |
SPXE.L Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) | 8.48% | 17.97% | 24.55% | 28.40% | -18.00% | 32.29% | 28.38% |
Correlation
The correlation between SUAS.L and SPXE.L is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2020 | 0.91 |
The correlation between SUAS.L and SPXE.L has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
SUAS.L vs. SPXE.L — Risk / Return Rank
SUAS.L
SPXE.L
SUAS.L vs. SPXE.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 UCITS ETF USD (Acc) (SPXE.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.
| SUAS.L | SPXE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.51 | -0.30 |
| Martin ratioReturn relative to average drawdown | 8.30 | 10.68 | -2.38 |
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Drawdowns
SUAS.L vs. SPXE.L - Drawdown Comparison
The maximum SUAS.L drawdown since its inception was -33.26%, which is greater than SPXE.L's maximum drawdown of -24.15%. Use the drawdown chart below to compare losses from any high point for SUAS.L and SPXE.L.
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Drawdown Indicators
| SUAS.L | SPXE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -24.15% | -9.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -8.79% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -19.14% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -23.93% | -1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -2.05% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -4.70% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.07% | +0.26% |
Volatility
SUAS.L vs. SPXE.L - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) has a higher volatility of 4.54% compared to Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L) at 3.04%. This indicates that SUAS.L's price experiences larger fluctuations and is considered to be riskier than SPXE.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 | SPXE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.04% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 9.31% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.66% | 11.92% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 16.20% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 19.18% | -2.43% |
SUAS.L vs. SPXE.L - Expense Ratio Comparison
SUAS.L has a 0.20% expense ratio, which is higher than SPXE.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%.
Dividends
SUAS.L vs. SPXE.L - Dividend Comparison
Neither SUAS.L nor SPXE.L has paid dividends to shareholders.
Frequently Asked Questions
SUAS.L and SPXE.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPXE.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPXE.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SUAS.L.
SUAS.L is categorized as ESG, while SPXE.L is S&P 500. SUAS.L tracks MSCI USA SRI Select Reduced Fossil Fuel Index, while SPXE.L tracks S&P 500 Scored & Screened Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for SUAS.L and 0.09% for SPXE.L.
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