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

SUSA vs. IGUS.L

Last updated Jun 14, 2026

SUSA (iShares MSCI USA ESG Select ETF) and IGUS.L (iShares S&P 500 GBP Hedged UCITS ETF) are both exchange-traded funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while IGUS.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SUSA returned 15.02%/yr vs 12.93%/yr for IGUS.L. A 0.57 correlation means they provide meaningful diversification when combined. SUSA charges 0.25%/yr vs 0.20%/yr for IGUS.L.

Performance

SUSA vs. IGUS.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 S&P 500 GBP Hedged UCITS ETF (IGUS.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 IGUS.L is traded in GBp. To make them comparable, the IGUS.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 IGUS.L's 7.38% return. Over the past 10 years, SUSA has outperformed IGUS.L with an annualized return of 15.02%, while IGUS.L has yielded a comparatively lower 12.93% 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%

IGUS.L

1D
1.90%
1M
-0.88%
YTD
7.38%
6M
9.31%
1Y
22.57%
3Y*
22.33%
5Y*
10.80%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSA vs. IGUS.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%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF		7.38%26.25%22.56%31.05%-29.08%27.40%18.15%32.38%-12.71%31.25%

Correlation

The correlation between SUSA and IGUS.L is 0.68, 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

0.68

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

0.60

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

0.60

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

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.57

The correlation between SUSA and IGUS.L shifts across timeframes, from 0.56 (10 years) to 0.68 (1 year), reflecting how their relationship changes across market environments.

SUSA vs. IGUS.L - Sectors Allocation Comparison

Sectors
SUSA
IGUS.L

Technology

40.2%
35.6%

Financial Services

11.6%
11.8%

Industrials

9.0%
8.3%

Healthcare

8.9%
8.5%

Communication Services

8.1%
11.2%

Consumer Cyclical

7.4%
10.2%

Consumer Defensive

4.1%
4.9%

Energy

3.5%
3.5%

Real Estate

2.9%
1.9%

Basic Materials

2.3%
1.8%

Utilities

1.9%
2.3%

Technology

SUSA
40.2%
IGUS.L
35.6%

Financial Services

SUSA
11.6%
IGUS.L
11.8%

Industrials

SUSA
9.0%
IGUS.L
8.3%

Healthcare

SUSA
8.9%
IGUS.L
8.5%

Communication Services

SUSA
8.1%
IGUS.L
11.2%

Consumer Cyclical

SUSA
7.4%
IGUS.L
10.2%

Consumer Defensive

SUSA
4.1%
IGUS.L
4.9%

Energy

SUSA
3.5%
IGUS.L
3.5%

Real Estate

SUSA
2.9%
IGUS.L
1.9%

Basic Materials

SUSA
2.3%
IGUS.L
1.8%

Utilities

SUSA
1.9%
IGUS.L
2.3%

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 USA ESG Select ETF

iShares S&P 500 GBP Hedged UCITS ETF

Often compared with SUSA:
SUSA vs. ESGUSUSA vs. ESGVSUSA vs. SUSLSUSA vs. SPYSUSA vs. VOOSUSA vs. IQSUSUSA vs. JEPI
Often compared with IGUS.L:
IGUS.L vs. VUAG.LIGUS.L vs. VUSA.LIGUS.L vs. CSP1.LIGUS.L vs. WENS.LIGUS.L vs. JPJP.LIGUS.L vs. SAEMXIGUS.L vs. GSPX.L

Return for Risk

SUSA vs. IGUS.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
IGUS.L
IGUS.L Risk / Return Rank: 6969
Overall Rank
IGUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7272
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. IGUS.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 S&P 500 GBP Hedged UCITS ETF (IGUS.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.

SUSAIGUS.LDifference
Sharpe ratioReturn per unit of total volatility
1.83
1.42

+0.40

Sortino ratioReturn per unit of downside risk
2.50
2.16

+0.34

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

2.42

1.69

+0.73

Martin ratioReturn relative to average drawdown

10.46

6.60

+3.86

SUSA vs. IGUS.L - Sharpe Ratio Comparison

The current SUSA Sharpe Ratio is 1.83, which is comparable to the IGUS.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SUSA and IGUS.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. IGUS.L - Drawdown Comparison

The maximum SUSA drawdown since its inception was -53.93%, which is greater than IGUS.L's maximum drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for SUSA and IGUS.L.

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Drawdown Indicators

SUSAIGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.93%

-43.75%

-10.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-12.78%

+3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-18.55%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-40.12%

+11.89%

Max Drawdown (10Y)

Largest decline over 10 years

-32.93%

-43.75%

+10.82%

Current Drawdown

Current decline from peak

-2.42%

-2.74%

+0.32%

Average Drawdown

Average peak-to-trough decline

-7.24%

-7.75%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

3.27%

-1.02%

Volatility

SUSA vs. IGUS.L - Volatility Comparison

iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 4.67% compared to iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) at 4.25%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than IGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUSAIGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.25%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

11.38%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

15.15%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

20.57%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

21.12%

-2.94%

SUSA vs. IGUS.L - Expense Ratio Comparison

SUSA has a 0.25% expense ratio, which is higher than IGUS.L's 0.20% 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. IGUS.L - Dividend Comparison

SUSA's dividend yield for the trailing twelve months is around 0.84%, while IGUS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IGUS.L
iShares S&P 500 GBP Hedged 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%
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 IGUS.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGUS.L is cheaper with a 0.20% expense ratio, compared with 0.25% for SUSA.

SUSA is categorized as Large Cap Growth Equities, while IGUS.L is S&P 500. SUSA tracks MSCI USA ESG Select Index, while IGUS.L tracks S&P 500 Index. Their fees differ too: 0.25% for SUSA and 0.20% for IGUS.L.

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