SUSW.L vs. ESGU
Compare and contrast key facts about iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and iShares ESG MSCI USA ETF (ESGU).
SUSW.L and ESGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSW.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 12, 2017. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. Both SUSW.L and ESGU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSW.L or ESGU.
Key characteristics
| SUSW.L | ESGU | |
|---|---|---|
| YTD Return | 9.84% | 18.72% |
| 1Y Return | 13.50% | 28.31% |
| 3Y Return (Ann) | 7.20% | 8.35% |
| 5Y Return (Ann) | 12.02% | 15.02% |
| Sharpe Ratio | 1.31 | 2.05 |
| Daily Std Dev | 11.30% | 12.96% |
| Max Drawdown | -32.09% | -33.87% |
| Current Drawdown | -1.53% | -0.19% |
Correlation
The correlation between SUSW.L and ESGU is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SUSW.L vs. ESGU - Performance Comparison
In the year-to-date period, SUSW.L achieves a 9.84% return, which is significantly lower than ESGU's 18.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SUSW.L vs. ESGU - Expense Ratio Comparison
SUSW.L has a 0.20% expense ratio, which is higher than ESGU'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%.
Risk-Adjusted Performance
SUSW.L vs. ESGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and iShares ESG MSCI USA ETF (ESGU). 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.
Dividends
SUSW.L vs. ESGU - Dividend Comparison
SUSW.L has not paid dividends to shareholders, while ESGU's dividend yield for the trailing twelve months is around 1.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGU iShares ESG MSCI USA ETF | 1.14% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
Drawdowns
SUSW.L vs. ESGU - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, smaller than the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for SUSW.L and ESGU. For additional features, visit the drawdowns tool.
Volatility
SUSW.L vs. ESGU - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and iShares ESG MSCI USA ETF (ESGU) have volatilities of 3.98% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.