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

SUSW.L vs. VOO

Last updated Jun 5, 2026

SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs 15.04%/yr for VOO. A 0.54 correlation means they provide meaningful diversification when combined. SUSW.L charges 0.20%/yr vs 0.03%/yr for VOO.

Performance

SUSW.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 VOO is traded in USD. To make them comparable, the VOO 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 VOO's 12.61% 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*
—

VOO

1D
0.00%
1M
4.36%
YTD
12.61%
6M
11.32%
1Y
27.33%
3Y*
19.27%
5Y*
15.04%
10Y*
15.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSW.L vs. VOO - 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%
VOO
Vanguard S&P 500 ETF		10.58%3.84%33.23%22.54%-13.10%38.43%8.57%34.33%-0.02%2.53%

Correlation

The correlation between SUSW.L and VOO is 0.64, 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

0.64

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

0.57

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

0.54

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

0.54

The correlation between SUSW.L and VOO has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

SUSW.L vs. VOO - Sectors Allocation Comparison

Sectors
SUSW.L
VOO

Technology

30.6%
35.7%

Financial Services

17.1%
11.6%

Industrials

11.8%
8.3%

Healthcare

9.3%
8.5%

Consumer Cyclical

9.2%
10.2%

Communication Services

7.7%
11.3%

Consumer Defensive

6.2%
4.9%

Basic Materials

4.0%
1.8%

Real Estate

2.3%
1.9%

Utilities

1.8%
2.4%

Energy

-

3.5%

Technology

SUSW.L
30.6%
VOO
35.7%

Financial Services

SUSW.L
17.1%
VOO
11.6%

Industrials

SUSW.L
11.8%
VOO
8.3%

Healthcare

SUSW.L
9.3%
VOO
8.5%

Consumer Cyclical

SUSW.L
9.2%
VOO
10.2%

Communication Services

SUSW.L
7.7%
VOO
11.3%

Consumer Defensive

SUSW.L
6.2%
VOO
4.9%

Basic Materials

SUSW.L
4.0%
VOO
1.8%

Real Estate

SUSW.L
2.3%
VOO
1.9%

Utilities

SUSW.L
1.8%
VOO
2.4%

Energy

SUSW.L

-

VOO
3.5%

Compare stocks, funds, or ETFs

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iShares MSCI World SRI UCITS ETF EUR (Acc)

Vanguard S&P 500 ETF

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 VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

SUSW.L vs. VOO — 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
VOO
VOO Risk / Return Rank: 6666
Overall Rank
VOO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VOO Martin Ratio Rank: 7373
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.LVOODifference
Sharpe ratioReturn per unit of total volatility
1.50
2.26

-0.76

Sortino ratioReturn per unit of downside risk
2.18
2.90

-0.72

Omega ratioGain probability vs. loss probability

1.28

1.42

-0.14

Calmar ratioReturn relative to maximum drawdown

2.35

3.73

-1.37

Martin ratioReturn relative to average drawdown

8.66

14.10

-5.44

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. VOO - Sharpe Ratio Comparison

The current SUSW.L Sharpe Ratio is 1.50, which is lower than the VOO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SUSW.L and VOO, 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.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.26

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.90

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.90

-0.14

Drawdowns

SUSW.L vs. VOO - Drawdown Comparison

The maximum SUSW.L drawdown since its inception was -32.09%, roughly equal to the maximum VOO drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for SUSW.L and VOO.

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Drawdown Indicators

SUSW.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

-33.49%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-7.37%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

-23.87%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-23.87%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.49%

—

Current Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

-4.93%

-4.03%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.94%

+0.20%

Volatility

SUSW.L vs. VOO - Volatility Comparison

iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) has a higher volatility of 3.49% compared to Vanguard S&P 500 ETF (VOO) at 2.06%. This indicates that SUSW.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUSW.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

2.06%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

8.55%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

12.20%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

16.69%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

18.53%

-2.30%

SUSW.L vs. VOO - Expense Ratio Comparison

SUSW.L has a 0.20% expense ratio, which is higher than VOO's 0.03% 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. VOO - Dividend Comparison

SUSW.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.

PositionTTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF		1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions

SUSW.L and VOO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.20% for SUSW.L.

SUSW.L is categorized as Global Equities, while VOO is S&P 500. SUSW.L tracks MSCI ACWI NR USD, while VOO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for SUSW.L and 0.03% for VOO.

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