PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SUSW.L vs. IWVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUSW.L vs. IWVG.L

Last updated Jun 5, 2026

SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and IWVG.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both Global Equities funds from iShares - SUSW.L tracks the MSCI ACWI NR USD while IWVG.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs 16.38%/yr for IWVG.L. A 0.78 correlation means they provide meaningful diversification when combined. SUSW.L charges 0.20%/yr vs 0.30%/yr for IWVG.L.

Performance

SUSW.L vs. IWVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SUSW.L is traded in EUR, while IWVG.L is traded in GBP. To make them comparable, the IWVG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUSW.L achieves a 11.31% return, which is significantly lower than IWVG.L's 35.54% return.

SUSW.L

1D
0.22%
1M
5.87%
YTD
11.31%
6M
11.72%
1Y
18.68%
3Y*
12.95%
5Y*
10.52%
10Y*
—

IWVG.L

1D
-0.70%
1M
12.81%
YTD
35.54%
6M
37.31%
1Y
58.88%
3Y*
25.09%
5Y*
16.38%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSW.L vs. IWVG.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)		11.31%1.89%18.34%20.78%-16.40%35.65%10.76%32.32%-2.71%
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)		35.54%20.85%10.28%15.44%-4.17%29.37%-11.89%21.74%-10.54%

Correlation

The correlation between SUSW.L and IWVG.L is 0.77, 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

0.77

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.78

The correlation between SUSW.L and IWVG.L has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.

SUSW.L vs. IWVG.L - Sectors Allocation Comparison

Sectors
SUSW.L
IWVG.L

Technology

30.6%
33.9%

Financial Services

17.1%
14.8%

Industrials

11.8%
11.3%

Healthcare

9.3%
8.8%

Consumer Cyclical

9.2%
7.9%

Communication Services

7.7%
7.6%

Consumer Defensive

6.2%
4.5%

Basic Materials

4.0%
3.0%

Real Estate

2.3%
1.8%

Utilities

1.8%
2.5%

Energy

-

3.8%

Technology

SUSW.L
30.6%
IWVG.L
33.9%

Financial Services

SUSW.L
17.1%
IWVG.L
14.8%

Industrials

SUSW.L
11.8%
IWVG.L
11.3%

Healthcare

SUSW.L
9.3%
IWVG.L
8.8%

Consumer Cyclical

SUSW.L
9.2%
IWVG.L
7.9%

Communication Services

SUSW.L
7.7%
IWVG.L
7.6%

Consumer Defensive

SUSW.L
6.2%
IWVG.L
4.5%

Basic Materials

SUSW.L
4.0%
IWVG.L
3.0%

Real Estate

SUSW.L
2.3%
IWVG.L
1.8%

Utilities

SUSW.L
1.8%
IWVG.L
2.5%

Energy

SUSW.L

-

IWVG.L
3.8%

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 World SRI UCITS ETF EUR (Acc)

iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)

Often compared with SUSW.L:
SUSW.L vs. SPYSUSW.L vs. VTSUSW.L vs. ICLNSUSW.L vs. NASD.LSUSW.L vs. AIAI.LSUSW.L vs. XESC.LSUSW.L vs. XSPX.L
Often compared with IWVG.L:
IWVG.L vs. IWQU.LIWVG.L vs. VTVIWVG.L vs. XDEV.LIWVG.L vs. URTHIWVG.L vs. VTIWVG.L vs. VWRA.LIWVG.L vs. IUVD.L

Return for Risk

SUSW.L vs. IWVG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUSW.L
SUSW.L Risk / Return Rank: 4646
Overall Rank
SUSW.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SUSW.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
SUSW.L Omega Ratio Rank: 4444
Omega Ratio Rank
SUSW.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SUSW.L Martin Ratio Rank: 5252
Martin Ratio Rank
IWVG.L
IWVG.L Risk / Return Rank: 9696
Overall Rank
IWVG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWVG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVG.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWVG.L Martin Ratio Rank: 9696
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.

SUSW.L vs. IWVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.

SUSW.LIWVG.LDifference
Sharpe ratioReturn per unit of total volatility
1.50
4.20

-2.70

Sortino ratioReturn per unit of downside risk
2.18
5.74

-3.56

Omega ratioGain probability vs. loss probability

1.28

1.76

-0.49

Calmar ratioReturn relative to maximum drawdown

2.35

9.10

-6.75

Martin ratioReturn relative to average drawdown

8.66

32.88

-24.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUSW.L vs. IWVG.L - Sharpe Ratio Comparison

The current SUSW.L Sharpe Ratio is 1.50, which is lower than the IWVG.L Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of SUSW.L and IWVG.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.

Loading charts...

Sharpe Ratios by Period

SUSW.LIWVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

4.20

-2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.17

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.70

+0.06

Drawdowns

SUSW.L vs. IWVG.L - Drawdown Comparison

The maximum SUSW.L drawdown since its inception was -32.09%, smaller than the maximum IWVG.L drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for SUSW.L and IWVG.L.

Loading charts...

Drawdown Indicators

SUSW.LIWVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

-35.14%

+3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-6.44%

-1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

-16.69%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-16.69%

-4.44%

Current Drawdown

Current decline from peak

0.00%

-0.70%

+0.70%

Average Drawdown

Average peak-to-trough decline

-4.93%

-5.27%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.79%

+0.35%

Volatility

SUSW.L vs. IWVG.L - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) is 3.49%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) has a volatility of 5.43%. This indicates that SUSW.L experiences smaller price fluctuations and is considered to be less risky than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SUSW.LIWVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

5.43%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

11.16%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

13.96%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

13.93%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.53%

-0.30%

SUSW.L vs. IWVG.L - Expense Ratio Comparison

SUSW.L has a 0.20% expense ratio, which is lower than IWVG.L's 0.30% expense ratio.

Dividends

SUSW.L vs. IWVG.L - Dividend Comparison

Neither SUSW.L nor IWVG.L has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)		0.00%0.00%1.82%3.23%3.12%2.61%2.37%2.90%2.48%
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%0.00%

Frequently Asked Questions

SUSW.L and IWVG.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SUSW.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IWVG.L.

SUSW.L tracks MSCI ACWI NR USD, while IWVG.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.20% for SUSW.L and 0.30% for IWVG.L.

Portfolio Optimizer

Find the right allocation for SUSW.L and IWVG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer