SUES.L vs. ACCBX
SUES.L (iShares MSCI EM SRI UCITS ETF) and ACCBX (Invesco Corporate Bond Fund) are both funds - SUES.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while ACCBX is a Corporate Bonds fund managed by Invesco. Over the past 5 years, SUES.L returned 5.18%/yr vs 1.06%/yr for ACCBX. At a 0.17 correlation, their price movements are largely independent. SUES.L charges 0.25%/yr vs 0.72%/yr for ACCBX.
Performance
SUES.L vs. ACCBX - Performance Comparison
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Different Trading Currencies
SUES.L is traded in GBp, while ACCBX is traded in USD. To make them comparable, the ACCBX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SUES.L achieves a 16.30% return, which is significantly higher than ACCBX's 1.00% return.
SUES.L
- 1D
- -1.52%
- 1M
- 0.78%
- YTD
- 16.30%
- 6M
- 17.33%
- 1Y
- 39.09%
- 3Y*
- 14.44%
- 5Y*
- 5.18%
- 10Y*
- —
ACCBX
- 1D
- 0.13%
- 1M
- 1.52%
- YTD
- 1.00%
- 6M
- 0.18%
- 1Y
- 7.12%
- 3Y*
- 2.63%
- 5Y*
- 1.06%
- 10Y*
- 3.72%
SUES.L vs. ACCBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUES.L iShares MSCI EM SRI UCITS ETF | 16.30% | 22.98% | 6.49% | -4.42% | -8.54% | 0.22% | 14.91% | 11.22% | -4.94% | 22.48% |
ACCBX Invesco Corporate Bond Fund | 1.00% | -0.31% | 4.67% | 1.66% | -6.82% | 1.26% | 8.15% | 11.38% | 1.55% | -2.00% |
Correlation
The correlation between SUES.L and ACCBX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016 | 0.17 |
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Return for Risk
SUES.L vs. ACCBX — Risk / Return Rank
SUES.L
ACCBX
SUES.L vs. ACCBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (SUES.L) and Invesco Corporate Bond Fund (ACCBX). 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.
| SUES.L | ACCBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.19 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.24 | +2.55 |
| Martin ratioReturn relative to average drawdown | 13.42 | 3.17 | +10.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUES.L | ACCBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 1.04 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.12 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.62 | -0.19 |
Drawdowns
SUES.L vs. ACCBX - Drawdown Comparison
The maximum SUES.L drawdown since its inception was -30.11%, which is greater than ACCBX's maximum drawdown of -13.93%. Use the drawdown chart below to compare losses from any high point for SUES.L and ACCBX.
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Drawdown Indicators
| SUES.L | ACCBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.11% | -13.93% | -16.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -5.49% | -4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -17.77% | -9.77% | -8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.78% | -13.93% | -10.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.93% | — |
Current DrawdownCurrent decline from peak | -2.59% | -2.70% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -4.71% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.14% | +0.82% |
Volatility
SUES.L vs. ACCBX - Volatility Comparison
iShares MSCI EM SRI UCITS ETF (SUES.L) has a higher volatility of 5.89% compared to Invesco Corporate Bond Fund (ACCBX) at 1.54%. This indicates that SUES.L's price experiences larger fluctuations and is considered to be riskier than ACCBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUES.L | ACCBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 1.54% | +4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 5.11% | +7.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 6.54% | +9.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 8.80% | +7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 9.68% | +8.26% |
SUES.L vs. ACCBX - Expense Ratio Comparison
SUES.L has a 0.25% expense ratio, which is lower than ACCBX's 0.72% expense ratio.
Dividends
SUES.L vs. ACCBX - Dividend Comparison
SUES.L has not paid dividends to shareholders, while ACCBX's dividend yield for the trailing twelve months is around 5.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACCBX Invesco Corporate Bond Fund | 5.00% | 4.95% | 4.63% | 3.78% | 3.84% | 4.91% | 5.98% | 3.67% | 4.22% | 4.13% | 3.64% | 3.88% |
SUES.L iShares MSCI EM SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SUES.L and ACCBX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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