SUAS.L vs. TAHY.L
SUAS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and TAHY.L (Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core 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 TAHY.L is a High Yield Bonds fund tracking the iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. Both are passively managed. Over the past 3 years, SUAS.L returned 14.41%/yr vs 8.17%/yr for TAHY.L. At a 0.14 correlation, their price movements are largely independent. SUAS.L charges 0.20%/yr vs 0.60%/yr for TAHY.L.
Performance
SUAS.L vs. TAHY.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 TAHY.L's 3.88% 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%
TAHY.L
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 2.85%
- YTD
- 3.88%
- 1Y
- 6.69%
- 3Y*
- 8.17%
- 5Y*
- —
- 10Y*
- —
SUAS.L vs. TAHY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SUAS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | 12.45% | 10.91% | 14.06% | 24.41% | -18.71% | 9.50% |
TAHY.L Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) | 3.88% | 7.26% | 17.54% | -10.74% | -18.39% | -13.10% |
Correlation
The correlation between SUAS.L and TAHY.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2021 | 0.14 |
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Return for Risk
SUAS.L vs. TAHY.L — Risk / Return Rank
SUAS.L
TAHY.L
SUAS.L vs. TAHY.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 Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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 | TAHY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.59 | -0.38 |
| Martin ratioReturn relative to average drawdown | 8.30 | 7.38 | +0.92 |
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Drawdowns
SUAS.L vs. TAHY.L - Drawdown Comparison
The maximum SUAS.L drawdown since its inception was -33.26%, smaller than the maximum TAHY.L drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for SUAS.L and TAHY.L.
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Drawdown Indicators
| SUAS.L | TAHY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -51.61% | +18.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -2.57% | -6.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -9.81% | -10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -17.10% | +13.57% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -26.81% | +22.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 0.91% | +1.42% |
Volatility
SUAS.L vs. TAHY.L - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) has a higher volatility of 4.54% compared to Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) at 1.07%. This indicates that SUAS.L's price experiences larger fluctuations and is considered to be riskier than TAHY.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 | TAHY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 1.07% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 2.83% | +8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.66% | 3.64% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 13.09% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 13.09% | +3.66% |
SUAS.L vs. TAHY.L - Expense Ratio Comparison
SUAS.L has a 0.20% expense ratio, which is lower than TAHY.L's 0.60% expense ratio.
Dividends
SUAS.L vs. TAHY.L - Dividend Comparison
Neither SUAS.L nor TAHY.L has paid dividends to shareholders.
Frequently Asked Questions
SUAS.L and TAHY.L have a correlation of 0.13, 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 0.60% for TAHY.L.
SUAS.L is categorized as ESG, while TAHY.L is High Yield Bonds. SUAS.L tracks MSCI USA SRI Select Reduced Fossil Fuel Index, while TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. They also come from different issuers: iShares and Janus Henderson. Their fees differ too: 0.20% for SUAS.L and 0.60% for TAHY.L.
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