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SUSM.L vs. FLQA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSM.L vs. FLQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUSM.L achieves a 8.75% return, which is significantly lower than FLQA.L's 30.17% return.


SUSM.L

1D
-1.97%
1M
-7.69%
6M
4.50%
YTD
8.75%
1Y
21.54%
3Y*
13.55%
5Y*
3.01%
10Y*
7.09%

FLQA.L

1D
-1.86%
1M
-11.56%
6M
22.63%
YTD
30.17%
1Y
48.05%
3Y*
24.43%
5Y*
12.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSM.L vs. FLQA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SUSM.L
iShares MSCI EM SRI UCITS ETF USD (Acc)
8.75%32.23%4.76%1.17%-18.34%-1.05%19.02%14.88%-4.02%
FLQA.L
Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)
30.17%29.84%7.76%12.02%-12.93%4.57%6.71%9.75%-5.84%

Correlation

The correlation between SUSM.L and FLQA.L is 0.85, 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

0.85

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

0.84

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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.84

The correlation between SUSM.L and FLQA.L has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

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Return for Risk

SUSM.L vs. FLQA.L — Risk / Return Rank

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

SUSM.L
SUSM.L Risk / Return Rank: 4141
Overall Rank
SUSM.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SUSM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SUSM.L Omega Ratio Rank: 3838
Omega Ratio Rank
SUSM.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SUSM.L Martin Ratio Rank: 4444
Martin Ratio Rank

FLQA.L
FLQA.L Risk / Return Rank: 7878
Overall Rank
FLQA.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FLQA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
FLQA.L Omega Ratio Rank: 7777
Omega Ratio Rank
FLQA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
FLQA.L Martin Ratio Rank: 7878
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.

SUSM.L vs. FLQA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.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.


SUSM.LFLQA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.15

Calmar ratioReturn relative to maximum drawdown

1.74

3.37

-1.63

Martin ratioReturn relative to average drawdown

5.35

10.76

-5.41

SUSM.L vs. FLQA.L - Sharpe Ratio Comparison

The current SUSM.L Sharpe Ratio is 1.05, which is lower than the FLQA.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SUSM.L and FLQA.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

SUSM.L vs. FLQA.L - Drawdown Comparison

The maximum SUSM.L drawdown since its inception was -40.77%, which is greater than FLQA.L's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for SUSM.L and FLQA.L.


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Drawdown Indicators


SUSM.LFLQA.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.77%

-29.21%

-11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-14.19%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

-22.19%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-25.38%

-8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-40.77%

Current Drawdown

Current decline from peak

-9.30%

-14.19%

+4.89%

Average Drawdown

Average peak-to-trough decline

-13.79%

-7.22%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

4.45%

-0.44%

Volatility

SUSM.L vs. FLQA.L - Volatility Comparison

The current volatility for iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) is 8.05%, while Franklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc) (FLQA.L) has a volatility of 10.89%. This indicates that SUSM.L experiences smaller price fluctuations and is considered to be less risky than FLQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSM.LFLQA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

10.89%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

23.07%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

25.18%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

17.75%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.32%

18.53%

+1.79%

SUSM.L vs. FLQA.L - Expense Ratio Comparison

SUSM.L has a 0.25% expense ratio, which is higher than FLQA.L's 0.14% 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

SUSM.L vs. FLQA.L - Dividend Comparison

Neither SUSM.L nor FLQA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SUSM.L and FLQA.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLQA.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLQA.L is cheaper with a 0.14% expense ratio, compared with 0.25% for SUSM.L.

SUSM.L is categorized as Emerging Markets Equities, while FLQA.L is Asia Pacific Equities. SUSM.L tracks MSCI EM SRI Select Reduced Fossil Fuel Index, while FLQA.L tracks Linked FTSE Asia ex Japan ex China Index - Net Return. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.25% for SUSM.L and 0.14% for FLQA.L.

Portfolio Optimizer

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