SUSW.L vs. TLH
SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and TLH (iShares 10-20 Year Treasury Bond ETF) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while TLH is a Government Bonds fund tracking the ICE U.S. Treasury 10-20 Year Bond Index. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs -2.84%/yr for TLH. At a 0.01 correlation, their price movements are largely independent. SUSW.L charges 0.20%/yr vs 0.15%/yr for TLH.
Performance
SUSW.L vs. TLH - Performance Comparison
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Different Trading Currencies
SUSW.L is traded in EUR, while TLH is traded in USD. To make them comparable, the TLH 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 higher than TLH's 1.00% 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*
- —
TLH
- 1D
- 0.17%
- 1M
- 0.94%
- YTD
- 1.00%
- 6M
- -0.00%
- 1Y
- 2.85%
- 3Y*
- -2.10%
- 5Y*
- -2.84%
- 10Y*
- -1.01%
SUSW.L vs. TLH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLH iShares 10-20 Year Treasury Bond ETF | 1.00% | -6.16% | 2.11% | 0.91% | -20.61% | 1.70% | 4.40% | 12.59% | 5.08% | -1.65% |
Correlation
The correlation between SUSW.L and TLH is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2017 | 0.01 |
The correlation between SUSW.L and TLH shifts across timeframes, from 0.01 (all time) to 0.18 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUSW.L vs. TLH — Risk / Return Rank
SUSW.L
TLH
SUSW.L vs. TLH - 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 10-20 Year Treasury Bond ETF (TLH). 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.L | TLH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.07 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 0.51 | +1.84 |
| Martin ratioReturn relative to average drawdown | 8.66 | 1.17 | +7.49 |
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
| SUSW.L | TLH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.35 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | -0.21 | +0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.27 | +0.49 |
Drawdowns
SUSW.L vs. TLH - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, smaller than the maximum TLH drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for SUSW.L and TLH.
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Drawdown Indicators
| SUSW.L | TLH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.09% | -38.78% | +6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -5.62% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -14.53% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -30.85% | +9.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -33.25% | +33.25% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -14.01% | +9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.45% | -0.31% |
Volatility
SUSW.L vs. TLH - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) has a higher volatility of 3.49% compared to iShares 10-20 Year Treasury Bond ETF (TLH) at 1.76%. This indicates that SUSW.L's price experiences larger fluctuations and is considered to be riskier than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSW.L | TLH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 1.76% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 6.10% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 8.23% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 13.31% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 12.34% | +3.89% |
SUSW.L vs. TLH - Expense Ratio Comparison
SUSW.L has a 0.20% expense ratio, which is higher than TLH'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
SUSW.L vs. TLH - Dividend Comparison
SUSW.L has not paid dividends to shareholders, while TLH's dividend yield for the trailing twelve months is around 4.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
TLH iShares 10-20 Year Treasury Bond ETF | 4.50% | 4.17% | 4.28% | 3.83% | 2.78% | 1.50% | 2.65% | 2.31% | 2.17% | 1.83% | 1.91% | 2.13% |
Frequently Asked Questions
SUSW.L and TLH have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TLH is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TLH is cheaper with a 0.15% expense ratio, compared with 0.20% for SUSW.L.
SUSW.L is categorized as Global Equities, while TLH is Government Bonds. SUSW.L tracks MSCI ACWI NR USD, while TLH tracks ICE U.S. Treasury 10-20 Year Bond Index. Their fees differ too: 0.20% for SUSW.L and 0.15% for TLH.
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