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SUSA vs. IGLS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSA vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Select ETF (SUSA) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSA is traded in USD, while IGLS.L is traded in GBP. To make them comparable, the IGLS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUSA achieves a 9.38% return, which is significantly higher than IGLS.L's 0.07% return. Over the past 10 years, SUSA has outperformed IGLS.L with an annualized return of 15.02%, while IGLS.L has yielded a comparatively lower 0.39% annualized return.


SUSA

1D
0.53%
1M
0.44%
YTD
9.38%
6M
9.38%
1Y
25.21%
3Y*
19.45%
5Y*
11.37%
10Y*
15.02%

IGLS.L

1D
0.05%
1M
0.62%
YTD
0.07%
6M
1.24%
1Y
1.87%
3Y*
6.74%
5Y*
0.31%
10Y*
0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSA vs. IGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSA
iShares MSCI USA ESG Select ETF
9.38%15.72%22.43%23.88%-21.38%30.45%24.66%32.10%-5.67%22.52%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.07%13.20%0.94%9.69%-14.66%-2.57%4.59%5.11%-5.53%9.10%

Correlation

The correlation between SUSA and IGLS.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

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

0.33

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.24

The correlation between SUSA and IGLS.L shifts across timeframes, from 0.24 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SUSA vs. IGLS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSA
SUSA Risk / Return Rank: 6262
Overall Rank
SUSA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SUSA Sortino Ratio Rank: 6262
Sortino Ratio Rank
SUSA Omega Ratio Rank: 6262
Omega Ratio Rank
SUSA Calmar Ratio Rank: 5555
Calmar Ratio Rank
SUSA Martin Ratio Rank: 6666
Martin Ratio Rank

IGLS.L
IGLS.L Risk / Return Rank: 4545
Overall Rank
IGLS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 5353
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3737
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.

SUSA vs. IGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.


SUSAIGLS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.33

1.04

+0.29

Calmar ratioReturn relative to maximum drawdown

2.42

0.25

+2.17

Martin ratioReturn relative to average drawdown

10.46

0.58

+9.88

SUSA vs. IGLS.L - Sharpe Ratio Comparison

The current SUSA Sharpe Ratio is 1.83, which is higher than the IGLS.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SUSA and IGLS.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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Drawdowns

SUSA vs. IGLS.L - Drawdown Comparison

The maximum SUSA drawdown since its inception was -53.93%, which is greater than IGLS.L's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for SUSA and IGLS.L.


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Drawdown Indicators


SUSAIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.93%

-38.64%

-15.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-5.31%

-4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-9.30%

-10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-30.42%

+2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-32.93%

-32.19%

-0.74%

Current Drawdown

Current decline from peak

-2.42%

-10.18%

+7.76%

Average Drawdown

Average peak-to-trough decline

-7.24%

-13.50%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.28%

-0.03%

Volatility

SUSA vs. IGLS.L - Volatility Comparison

iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 4.67% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 2.12%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than IGLS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSAIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

2.12%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

5.46%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

7.32%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

9.34%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

9.55%

+8.63%

SUSA vs. IGLS.L - Expense Ratio Comparison

SUSA has a 0.25% expense ratio, which is higher than IGLS.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

SUSA vs. IGLS.L - Dividend Comparison

SUSA's dividend yield for the trailing twelve months is around 0.84%, less than IGLS.L's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.97%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%
SUSA
iShares MSCI USA ESG Select ETF
0.84%0.89%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%

Frequently Asked Questions


SUSA and IGLS.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLS.L is cheaper with a 0.07% expense ratio, compared with 0.25% for SUSA.

SUSA is categorized as Large Cap Growth Equities, while IGLS.L is European Government Bonds. SUSA tracks MSCI USA ESG Select Index, while IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. Their fees differ too: 0.25% for SUSA and 0.07% for IGLS.L.

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