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SUSW.L vs. LEML.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUSW.L vs. LEML.L

Last updated Jun 5, 2026

SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and LEML.L (Lyxor MSCI Emerging Markets UCITS ETF - Acc USD) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while LEML.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs 7.99%/yr for LEML.L. A 0.62 correlation means they provide meaningful diversification when combined. SUSW.L charges 0.20%/yr vs 0.55%/yr for LEML.L.

Performance

SUSW.L vs. LEML.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 Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSW.L is traded in EUR, while LEML.L is traded in GBp. To make them comparable, the LEML.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 LEML.L's 26.97% return.

SUSW.L

1D
0.22%
1M
3.92%
YTD
11.31%
6M
11.35%
1Y
18.73%
3Y*
12.95%
5Y*
10.52%
10Y*
—

LEML.L

1D
-1.75%
1M
6.09%
YTD
26.97%
6M
29.27%
1Y
49.26%
3Y*
20.23%
5Y*
7.99%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%-3.09%2.02%
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD		26.99%18.10%13.96%4.85%-15.29%4.46%7.40%20.22%-11.09%2.02%

Correlation

The correlation between SUSW.L and LEML.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

0.62

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2017

0.62

The correlation between SUSW.L and LEML.L has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

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

Sectors
SUSW.L
LEML.L

Technology

30.6%
36.9%

Financial Services

17.1%
19.5%

Industrials

11.8%
7.5%

Healthcare

9.3%
2.9%

Consumer Cyclical

9.2%
9.6%

Communication Services

7.7%
6.9%

Consumer Defensive

6.2%
3.0%

Basic Materials

4.0%
6.6%

Real Estate

2.3%
1.0%

Utilities

1.8%
2.1%

Energy

-

4.1%

Technology

SUSW.L
30.6%
LEML.L
36.9%

Financial Services

SUSW.L
17.1%
LEML.L
19.5%

Industrials

SUSW.L
11.8%
LEML.L
7.5%

Healthcare

SUSW.L
9.3%
LEML.L
2.9%

Consumer Cyclical

SUSW.L
9.2%
LEML.L
9.6%

Communication Services

SUSW.L
7.7%
LEML.L
6.9%

Consumer Defensive

SUSW.L
6.2%
LEML.L
3.0%

Basic Materials

SUSW.L
4.0%
LEML.L
6.6%

Real Estate

SUSW.L
2.3%
LEML.L
1.0%

Utilities

SUSW.L
1.8%
LEML.L
2.1%

Energy

SUSW.L

-

LEML.L
4.1%

Compare stocks, funds, or ETFs

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iShares MSCI World SRI UCITS ETF EUR (Acc)

Lyxor MSCI Emerging Markets UCITS ETF - Acc USD

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 LEML.L:
LEML.L vs. ISDE.LLEML.L vs. PACW.LLEML.L vs. MWRD.LLEML.L vs. SEDY.LLEML.L vs. ANXU.LLEML.L vs. E127.LLEML.L vs. JRDM.L

Return for Risk

SUSW.L vs. LEML.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
LEML.L
LEML.L Risk / Return Rank: 8888
Overall Rank
LEML.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEML.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
LEML.L Omega Ratio Rank: 9191
Omega Ratio Rank
LEML.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
LEML.L Martin Ratio Rank: 8484
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. LEML.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 Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.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.LLEML.LDifference
Sharpe ratioReturn per unit of total volatility
1.50
2.78

-1.28

Sortino ratioReturn per unit of downside risk
2.18
3.72

-1.54

Omega ratioGain probability vs. loss probability

1.28

1.50

-0.23

Calmar ratioReturn relative to maximum drawdown

2.35

4.54

-2.18

Martin ratioReturn relative to average drawdown

8.66

16.31

-7.64

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. LEML.L - Sharpe Ratio Comparison

The current SUSW.L Sharpe Ratio is 1.50, which is lower than the LEML.L Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of SUSW.L and LEML.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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Sharpe Ratios by Period

SUSW.LLEML.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.78

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.48

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.52

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.37

+0.39

Drawdowns

SUSW.L vs. LEML.L - Drawdown Comparison

The maximum SUSW.L drawdown since its inception was -32.09%, smaller than the maximum LEML.L drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for SUSW.L and LEML.L.

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Drawdown Indicators

SUSW.LLEML.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

-36.22%

+4.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-10.81%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

-17.93%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-24.24%

+3.11%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.04%

—

Current Drawdown

Current decline from peak

0.00%

-2.68%

+2.68%

Average Drawdown

Average peak-to-trough decline

-4.93%

-10.59%

+5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

3.01%

-0.87%

Volatility

SUSW.L vs. LEML.L - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) is 3.49%, while Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) has a volatility of 7.53%. This indicates that SUSW.L experiences smaller price fluctuations and is considered to be less risky than LEML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUSW.LLEML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

7.53%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

14.80%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

17.67%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

16.73%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

18.32%

-2.09%

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

SUSW.L has a 0.20% expense ratio, which is lower than LEML.L's 0.55% expense ratio.

Dividends

SUSW.L vs. LEML.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

SUSW.L and LEML.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, 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 0.55% for LEML.L.

SUSW.L is categorized as Global Equities, while LEML.L is Emerging Markets Equities. SUSW.L tracks MSCI ACWI NR USD, while LEML.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SUSW.L and 0.55% for LEML.L.

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