SUAS.L vs. XWEV.L
SUAS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and XWEV.L (Xtrackers MSCI World Value ESG UCITS ETF 1C) are both exchange-traded funds - SUAS.L is a ESG fund tracking the MSCI USA SRI Select Reduced Fossil Fuel Index, while XWEV.L is a Global Equities fund tracking the MSCI World Value Low Carbon SRI Screened Select. Both are passively managed. Over the past year, SUAS.L returned 23.19% vs 40.61% for XWEV.L. Their correlation of 0.80 suggests significant overlap in exposure. SUAS.L charges 0.20%/yr vs 0.25%/yr for XWEV.L.
Performance
SUAS.L vs. XWEV.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUAS.L achieves a 13.67% return, which is significantly lower than XWEV.L's 15.55% return.
SUAS.L
- 1D
- 0.89%
- 1M
- 2.30%
- YTD
- 13.67%
- 6M
- 13.49%
- 1Y
- 23.19%
- 3Y*
- 16.75%
- 5Y*
- 10.92%
- 10Y*
- —
XWEV.L
- 1D
- 0.00%
- 1M
- 0.46%
- YTD
- 15.55%
- 6M
- 15.56%
- 1Y
- 40.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SUAS.L vs. XWEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SUAS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | 13.67% | 10.91% | 14.06% | 7.48% |
XWEV.L Xtrackers MSCI World Value ESG UCITS ETF 1C | 15.55% | 38.58% | 6.98% | 7.84% |
Correlation
The correlation between SUAS.L and XWEV.L is 0.83, 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 | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.80 |
The correlation between SUAS.L and XWEV.L has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
SUAS.L vs. XWEV.L — Risk / Return Rank
SUAS.L
XWEV.L
SUAS.L vs. XWEV.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 Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.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 | XWEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.48 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.90 | -1.24 |
| Martin ratioReturn relative to average drawdown | 10.16 | 15.07 | -4.91 |
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Drawdowns
SUAS.L vs. XWEV.L - Drawdown Comparison
The maximum SUAS.L drawdown since its inception was -33.26%, which is greater than XWEV.L's maximum drawdown of -14.23%. Use the drawdown chart below to compare losses from any high point for SUAS.L and XWEV.L.
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Drawdown Indicators
| SUAS.L | XWEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -14.23% | -19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -10.37% | +1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | — | — |
Current DrawdownCurrent decline from peak | -1.68% | -3.13% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -2.33% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.69% | -0.41% |
Volatility
SUAS.L vs. XWEV.L - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) is 4.54%, while Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) has a volatility of 5.10%. This indicates that SUAS.L experiences smaller price fluctuations and is considered to be less risky than XWEV.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 | XWEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.10% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 12.49% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 15.26% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 15.11% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 15.11% | +1.64% |
SUAS.L vs. XWEV.L - Expense Ratio Comparison
SUAS.L has a 0.20% expense ratio, which is lower than XWEV.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. XWEV.L - Dividend Comparison
Neither SUAS.L nor XWEV.L has paid dividends to shareholders.
Frequently Asked Questions
SUAS.L and XWEV.L have a correlation of 0.83, 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 XWEV.L.
SUAS.L is categorized as ESG, while XWEV.L is Global Equities. SUAS.L tracks MSCI USA SRI Select Reduced Fossil Fuel Index, while XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for SUAS.L and 0.25% for XWEV.L.
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