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SUES.L vs. ISDE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUES.L vs. ISDE.L

Last updated Jun 5, 2026

SUES.L (iShares MSCI EM SRI UCITS ETF) and ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) are both Emerging Markets Equities funds from iShares - SUES.L tracks the MSCI EM NR USD while ISDE.L tracks the MSCI Emerging Markets Islamic Index. Both are passively managed. Over the past 5 years, SUES.L returned 5.18%/yr vs 14.04%/yr for ISDE.L. A 0.78 correlation means they provide meaningful diversification when combined. SUES.L charges 0.25%/yr vs 0.85%/yr for ISDE.L.

Performance

SUES.L vs. ISDE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM SRI UCITS ETF (SUES.L) and iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUES.L is traded in GBp, while ISDE.L is traded in USD. To make them comparable, the ISDE.L 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 lower than ISDE.L's 60.76% 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*
—

ISDE.L

1D
-2.79%
1M
14.45%
YTD
60.76%
6M
63.75%
1Y
109.18%
3Y*
28.97%
5Y*
14.04%
10Y*
13.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUES.L vs. ISDE.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		60.71%30.46%-1.86%8.28%-13.53%3.61%18.62%14.85%-12.37%29.47%

Correlation

The correlation between SUES.L and ISDE.L is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2016

0.78

The correlation between SUES.L and ISDE.L has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

SUES.L vs. ISDE.L - Sectors Allocation Comparison

Sectors
SUES.L
ISDE.L

Technology

42.5%
48.0%

Financial Services

20.2%
3.7%

Consumer Cyclical

9.9%
5.3%

Communication Services

7.7%
0.9%

Basic Materials

5.8%
12.2%

Industrials

5.2%
8.6%

Healthcare

3.2%
4.8%

Consumer Defensive

2.9%
3.3%

Real Estate

1.5%
0.9%

Utilities

1.2%
2.3%

Energy

-

10.1%

Technology

SUES.L
42.5%
ISDE.L
48.0%

Financial Services

SUES.L
20.2%
ISDE.L
3.7%

Consumer Cyclical

SUES.L
9.9%
ISDE.L
5.3%

Communication Services

SUES.L
7.7%
ISDE.L
0.9%

Basic Materials

SUES.L
5.8%
ISDE.L
12.2%

Industrials

SUES.L
5.2%
ISDE.L
8.6%

Healthcare

SUES.L
3.2%
ISDE.L
4.8%

Consumer Defensive

SUES.L
2.9%
ISDE.L
3.3%

Real Estate

SUES.L
1.5%
ISDE.L
0.9%

Utilities

SUES.L
1.2%
ISDE.L
2.3%

Energy

SUES.L

-

ISDE.L
10.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI EM SRI UCITS ETF

iShares MSCI EM Islamic UCITS ETF USD (Dist)

Often compared with SUES.L:
SUES.L vs. SUWG.LSUES.L vs. CSP1.LSUES.L vs. SEDY.LSUES.L vs. DEMS.LSUES.L vs. E127.LSUES.L vs. EMV.LSUES.L vs. IGLN.L
Often compared with ISDE.L:
ISDE.L vs. VFEG.LISDE.L vs. JRDM.LISDE.L vs. VDEM.LISDE.L vs. LEML.LISDE.L vs. EDG2.LISDE.L vs. PRAM.LISDE.L vs. EMVL.L

Return for Risk

SUES.L vs. ISDE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUES.L
SUES.L Risk / Return Rank: 7676
Overall Rank
SUES.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SUES.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
SUES.L Omega Ratio Rank: 7676
Omega Ratio Rank
SUES.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
SUES.L Martin Ratio Rank: 7373
Martin Ratio Rank
ISDE.L
ISDE.L Risk / Return Rank: 9595
Overall Rank
ISDE.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 9595
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUES.L vs. ISDE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (SUES.L) and iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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.

SUES.LISDE.LDifference
Sharpe ratioReturn per unit of total volatility
2.51
4.61

-2.10

Sortino ratioReturn per unit of downside risk
3.37
5.26

-1.89

Omega ratioGain probability vs. loss probability

1.44

1.79

-0.35

Calmar ratioReturn relative to maximum drawdown

3.79

8.63

-4.85

Martin ratioReturn relative to average drawdown

13.42

31.10

-17.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUES.L vs. ISDE.L - Sharpe Ratio Comparison

The current SUES.L Sharpe Ratio is 2.51, which is lower than the ISDE.L Sharpe Ratio of 4.61. The chart below compares the historical Sharpe Ratios of SUES.L and ISDE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SUES.LISDE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

4.61

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.79

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.72

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.36

+0.07

Drawdowns

SUES.L vs. ISDE.L - Drawdown Comparison

The maximum SUES.L drawdown since its inception was -30.11%, smaller than the maximum ISDE.L drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for SUES.L and ISDE.L.

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Drawdown Indicators

SUES.LISDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-46.71%

+16.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-12.58%

+2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-21.66%

+3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

-21.66%

-3.12%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.22%

—

Current Drawdown

Current decline from peak

-2.59%

-3.34%

+0.75%

Average Drawdown

Average peak-to-trough decline

-9.15%

-14.03%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.50%

-0.54%

Volatility

SUES.L vs. ISDE.L - Volatility Comparison

The current volatility for iShares MSCI EM SRI UCITS ETF (SUES.L) is 5.89%, while iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 11.38%. This indicates that SUES.L experiences smaller price fluctuations and is considered to be less risky than ISDE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUES.LISDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

11.38%

-5.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

20.94%

-7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

23.54%

-7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

17.76%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

19.28%

-1.34%

SUES.L vs. ISDE.L - Expense Ratio Comparison

SUES.L has a 0.25% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.

Dividends

SUES.L vs. ISDE.L - Dividend Comparison

SUES.L has not paid dividends to shareholders, while ISDE.L's dividend yield for the trailing twelve months is around 1.08%.

PositionTTM20252024202320222021202020192018201720162015
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		1.08%1.86%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%
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 ISDE.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUES.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUES.L is cheaper with a 0.25% expense ratio, compared with 0.85% for ISDE.L.

SUES.L tracks MSCI EM NR USD, while ISDE.L tracks MSCI Emerging Markets Islamic Index. Their fees differ too: 0.25% for SUES.L and 0.85% for ISDE.L.

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