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SUAS.L vs. SUSM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUAS.L vs. SUSM.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 MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SUAS.L having a 13.67% return and SUSM.L slightly higher at 13.96%.


SUAS.L

1D
0.89%
1M
2.30%
YTD
13.67%
6M
13.49%
1Y
23.19%
3Y*
16.75%
5Y*
10.92%
10Y*

SUSM.L

1D
-0.55%
1M
0.18%
YTD
13.96%
6M
14.55%
1Y
30.86%
3Y*
17.06%
5Y*
3.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SUAS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
13.67%10.91%14.06%24.41%-18.71%31.16%25.97%31.53%-2.27%22.82%
SUSM.L
iShares MSCI EM SRI UCITS ETF USD (Acc)
13.96%32.23%4.76%1.17%-18.34%-1.05%19.02%14.88%-10.27%34.67%

Correlation

The correlation between SUAS.L and SUSM.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.62

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2016

0.62

The correlation between SUAS.L and SUSM.L has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

SUAS.L vs. SUSM.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: 6262
Overall Rank
SUAS.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SUAS.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
SUAS.L Omega Ratio Rank: 5757
Omega Ratio Rank
SUAS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SUAS.L Martin Ratio Rank: 6565
Martin Ratio Rank

SUSM.L
SUSM.L Risk / Return Rank: 5555
Overall Rank
SUSM.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SUSM.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
SUSM.L Omega Ratio Rank: 5454
Omega Ratio Rank
SUSM.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
SUSM.L Martin Ratio Rank: 5555
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. SUSM.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 MSCI EM SRI UCITS ETF USD (Acc) (SUSM.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.LSUSM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

2.65

2.50

+0.16

Martin ratioReturn relative to average drawdown

10.16

8.38

+1.78

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

The current SUAS.L Sharpe Ratio is 1.74, which is comparable to the SUSM.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SUAS.L and SUSM.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.


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Drawdowns

SUAS.L vs. SUSM.L - Drawdown Comparison

The maximum SUAS.L drawdown since its inception was -33.26%, smaller than the maximum SUSM.L drawdown of -40.77%. Use the drawdown chart below to compare losses from any high point for SUAS.L and SUSM.L.


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Drawdown Indicators


SUAS.LSUSM.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-40.77%

+7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-12.30%

+3.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.82%

-19.35%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-35.54%

+10.13%

Current Drawdown

Current decline from peak

-1.68%

-4.95%

+3.27%

Average Drawdown

Average peak-to-trough decline

-4.54%

-13.85%

+9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

3.67%

-1.39%

Volatility

SUAS.L vs. SUSM.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) is 4.54%, while iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) has a volatility of 8.27%. This indicates that SUAS.L experiences smaller price fluctuations and is considered to be less risky than SUSM.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.LSUSM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

8.27%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

17.25%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

19.78%

-6.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

19.51%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

20.29%

-3.54%

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

SUAS.L has a 0.20% expense ratio, which is lower than SUSM.L's 0.25% expense ratio. Despite the difference, 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. SUSM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SUAS.L and SUSM.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUAS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUAS.L is cheaper with a 0.20% expense ratio, compared with 0.25% for SUSM.L.

SUAS.L is categorized as ESG, while SUSM.L is Emerging Markets Equities. SUAS.L tracks MSCI USA SRI Select Reduced Fossil Fuel Index, while SUSM.L tracks MSCI EM SRI Select Reduced Fossil Fuel Index. Their fees differ too: 0.20% for SUAS.L and 0.25% for SUSM.L.

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