SUAS.L vs. SUSM.L
SUAS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and SUSM.L (iShares MSCI EM SRI 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 SUSM.L is a Emerging Markets Equities fund tracking the MSCI EM SRI Select Reduced Fossil Fuel Index. Both are passively managed. Over the past 5 years, SUAS.L returned 10.92%/yr vs 3.45%/yr for SUSM.L. A 0.62 correlation means they provide meaningful diversification when combined. SUAS.L charges 0.20%/yr vs 0.25%/yr for SUSM.L.
Performance
SUAS.L vs. SUSM.L - Performance Comparison
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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*
- —
SUAS.L vs. SUSM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SUAS.L
SUSM.L
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.L | SUSM.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | SUSM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.68% | -4.95% | +3.27% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -13.85% | +9.31% |
Ulcer IndexDepth 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.L | SUSM.L | Difference | |
|---|---|---|---|
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.
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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