SUAS.L vs. USPA.L
SUAS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and USPA.L (Franklin S&P 500 Paris Aligned Climate 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 USPA.L is a S&P 500 fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG Index. Both are passively managed. Over the past 5 years, SUAS.L returned 10.41%/yr vs 12.03%/yr for USPA.L. Their correlation of 0.91 suggests significant overlap in exposure. SUAS.L charges 0.20%/yr vs 0.07%/yr for USPA.L.
Performance
SUAS.L vs. USPA.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 USPA.L's 6.42% 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%
USPA.L
- 1D
- -0.92%
- 1M
- -0.37%
- 6M
- 6.70%
- YTD
- 6.42%
- 1Y
- 16.97%
- 3Y*
- 18.65%
- 5Y*
- 12.03%
- 10Y*
- —
SUAS.L vs. USPA.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% | 17.80% |
USPA.L Franklin S&P 500 Paris Aligned Climate UCITS ETF USD (Acc) | 6.42% | 15.76% | 26.74% | 30.46% | -22.10% | 32.21% | 16.58% |
Correlation
The correlation between SUAS.L and USPA.L is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2020 | 0.91 |
The correlation between SUAS.L and USPA.L has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
SUAS.L vs. USPA.L — Risk / Return Rank
SUAS.L
USPA.L
SUAS.L vs. USPA.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 Franklin S&P 500 Paris Aligned Climate UCITS ETF USD (Acc) (USPA.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 | USPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.60 | +0.62 |
| Martin ratioReturn relative to average drawdown | 8.30 | 6.04 | +2.26 |
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Drawdowns
SUAS.L vs. USPA.L - Drawdown Comparison
The maximum SUAS.L drawdown since its inception was -33.26%, which is greater than USPA.L's maximum drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for SUAS.L and USPA.L.
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Drawdown Indicators
| SUAS.L | USPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -27.78% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -10.58% | +1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -18.86% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -27.78% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -1.85% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -5.97% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.80% | -0.47% |
Volatility
SUAS.L vs. USPA.L - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) has a higher volatility of 4.54% compared to Franklin S&P 500 Paris Aligned Climate UCITS ETF USD (Acc) (USPA.L) at 3.49%. This indicates that SUAS.L's price experiences larger fluctuations and is considered to be riskier than USPA.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 | USPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.49% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 9.90% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.66% | 12.31% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 16.63% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 16.48% | +0.27% |
SUAS.L vs. USPA.L - Expense Ratio Comparison
SUAS.L has a 0.20% expense ratio, which is higher than USPA.L's 0.07% 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. USPA.L - Dividend Comparison
Neither SUAS.L nor USPA.L has paid dividends to shareholders.
Frequently Asked Questions
SUAS.L and USPA.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USPA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USPA.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SUAS.L.
SUAS.L is categorized as ESG, while USPA.L is S&P 500. SUAS.L tracks MSCI USA SRI Select Reduced Fossil Fuel Index, while USPA.L tracks S&P 500 Net Zero 2050 Paris-Aligned ESG Index. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.20% for SUAS.L and 0.07% for USPA.L.
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