SUSW.L vs. USTY.L
SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and USTY.L (SPDR Bloomberg US Treasury Bond UCITS ETF) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while USTY.L is a Government Bonds fund tracking the Bloomberg US Treasury Index. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs 1.24%/yr for USTY.L. At a correlation of -0.04, they often move in opposite directions. SUSW.L charges 0.20%/yr vs 0.05%/yr for USTY.L.
Performance
SUSW.L vs. USTY.L - Performance Comparison
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Different Trading Currencies
SUSW.L is traded in EUR, while USTY.L is traded in GBP. To make them comparable, the USTY.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 higher than USTY.L's 1.56% 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*
- —
USTY.L
- 1D
- 0.12%
- 1M
- 0.95%
- YTD
- 1.56%
- 6M
- 1.17%
- 1Y
- 3.24%
- 3Y*
- 1.06%
- 5Y*
- 1.24%
- 10Y*
- 1.31%
SUSW.L vs. USTY.L - 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% |
USTY.L SPDR Bloomberg US Treasury Bond UCITS ETF | 1.57% | -5.12% | 8.35% | 0.72% | -6.73% | 5.59% | -1.11% | 10.83% | 5.90% | -2.26% |
Correlation
The correlation between SUSW.L and USTY.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2017 | -0.04 |
The correlation between SUSW.L and USTY.L shifts across timeframes, from -0.04 (all time) to 0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUSW.L vs. USTY.L — Risk / Return Rank
SUSW.L
USTY.L
SUSW.L vs. USTY.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 SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.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.L | USTY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.09 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 0.82 | +1.53 |
| Martin ratioReturn relative to average drawdown | 8.66 | 2.10 | +6.57 |
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 | USTY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.53 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.15 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.18 | +0.58 |
Drawdowns
SUSW.L vs. USTY.L - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, which is greater than USTY.L's maximum drawdown of -16.87%. Use the drawdown chart below to compare losses from any high point for SUSW.L and USTY.L.
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Drawdown Indicators
| SUSW.L | USTY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.09% | -16.87% | -15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -3.92% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -11.33% | -9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -12.95% | -8.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.87% | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.53% | +9.53% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -8.01% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.54% | +0.60% |
Volatility
SUSW.L vs. USTY.L - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) has a higher volatility of 3.49% compared to SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) at 1.71%. This indicates that SUSW.L's price experiences larger fluctuations and is considered to be riskier than USTY.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.L | USTY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 1.71% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 4.41% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 6.06% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 8.50% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 8.57% | +7.66% |
SUSW.L vs. USTY.L - Expense Ratio Comparison
SUSW.L has a 0.20% expense ratio, which is higher than USTY.L's 0.05% 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. USTY.L - Dividend Comparison
SUSW.L has not paid dividends to shareholders, while USTY.L's dividend yield for the trailing twelve months is around 4.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USTY.L SPDR Bloomberg US Treasury Bond UCITS ETF | 4.87% | 4.61% | 3.81% | 2.81% | 1.57% | 1.31% | 2.49% | 2.79% | 2.11% | 2.11% | 1.66% |
Frequently Asked Questions
SUSW.L and USTY.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USTY.L is cheaper with a 0.05% expense ratio, compared with 0.20% for SUSW.L.
SUSW.L is categorized as Global Equities, while USTY.L is Government Bonds. SUSW.L tracks MSCI ACWI NR USD, while USTY.L tracks Bloomberg US Treasury Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for SUSW.L and 0.05% for USTY.L.
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