SUSM.L vs. IUIT.L
SUSM.L (iShares MSCI EM SRI UCITS ETF USD (Acc)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SUSM.L is a Emerging Markets Equities fund tracking the MSCI EM SRI Select Reduced Fossil Fuel Index, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, SUSM.L returned 3.24%/yr vs 23.36%/yr for IUIT.L. A 0.59 correlation means they provide meaningful diversification when combined. SUSM.L charges 0.25%/yr vs 0.15%/yr for IUIT.L.
Performance
SUSM.L vs. IUIT.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUSM.L achieves a 10.99% return, which is significantly lower than IUIT.L's 19.06% return.
SUSM.L
- 1D
- -0.98%
- 1M
- -4.70%
- YTD
- 10.99%
- 6M
- 13.35%
- 1Y
- 32.03%
- 3Y*
- 15.03%
- 5Y*
- 3.24%
- 10Y*
- —
IUIT.L
- 1D
- -3.24%
- 1M
- 4.17%
- YTD
- 19.06%
- 6M
- 18.44%
- 1Y
- 46.57%
- 3Y*
- 33.47%
- 5Y*
- 23.36%
- 10Y*
- 25.86%
SUSM.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSM.L iShares MSCI EM SRI UCITS ETF USD (Acc) | 10.99% | 32.23% | 4.76% | 1.17% | -18.34% | -1.05% | 19.02% | 14.88% | -10.27% | 34.67% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 19.06% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 48.83% | -1.41% | 37.94% |
Correlation
The correlation between SUSM.L and IUIT.L is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2016 | 0.59 |
The correlation between SUSM.L and IUIT.L shifts across timeframes, from 0.55 (3 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUSM.L vs. IUIT.L — Risk / Return Rank
SUSM.L
IUIT.L
SUSM.L vs. IUIT.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 iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.
| SUSM.L | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.67 | -0.08 |
| Martin ratioReturn relative to average drawdown | 8.91 | 7.89 | +1.02 |
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
| SUSM.L | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.21 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.99 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.10 | -0.71 |
Drawdowns
SUSM.L vs. IUIT.L - Drawdown Comparison
The maximum SUSM.L drawdown since its inception was -40.77%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for SUSM.L and IUIT.L.
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Drawdown Indicators
| SUSM.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.77% | -33.46% | -7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -17.03% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -26.40% | +7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -35.54% | -33.46% | -2.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -6.78% | -6.28% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -13.90% | -5.89% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 5.77% | -2.18% |
Volatility
SUSM.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares MSCI EM SRI UCITS ETF USD (Acc) (SUSM.L) is 7.13%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 8.22%. This indicates that SUSM.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 8.22% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.02% | 15.90% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 20.56% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 23.64% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 22.22% | -1.99% |
SUSM.L vs. IUIT.L - Expense Ratio Comparison
SUSM.L has a 0.25% expense ratio, which is higher than IUIT.L's 0.15% 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. IUIT.L - Dividend Comparison
Neither SUSM.L nor IUIT.L has paid dividends to shareholders.
Frequently Asked Questions
SUSM.L and IUIT.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.25% for SUSM.L.
SUSM.L is categorized as Emerging Markets Equities, while IUIT.L is Technology Equities. SUSM.L tracks MSCI EM SRI Select Reduced Fossil Fuel Index, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for SUSM.L and 0.15% for IUIT.L.
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