SUSW.L vs. VUAA.DE
SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VUAA.DE 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 14.77%/yr for VUAA.DE. Their correlation of 0.89 suggests significant overlap in exposure. SUSW.L charges 0.20%/yr vs 0.07%/yr for VUAA.DE.
Performance
SUSW.L vs. VUAA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SUSW.L having a 11.31% return and VUAA.DE slightly higher at 11.41%.
SUSW.L
- 1D
- 0.22%
- 1M
- 5.87%
- YTD
- 11.31%
- 6M
- 11.72%
- 1Y
- 18.68%
- 3Y*
- 12.95%
- 5Y*
- 10.52%
- 10Y*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
SUSW.L vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 11.31% | 1.89% | 18.34% | 20.78% | -16.40% | 35.65% | 6.13% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between SUSW.L and VUAA.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.89 |
The correlation between SUSW.L and VUAA.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
SUSW.L vs. VUAA.DE — Risk / Return Rank
SUSW.L
VUAA.DE
SUSW.L vs. VUAA.DE - 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 UCITS USD Acc ETF (VUAA.DE). 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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.56 | -1.21 |
| Martin ratioReturn relative to average drawdown | 8.66 | 12.74 | -4.08 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.20 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.97 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.81 | -0.06 |
Drawdowns
SUSW.L vs. VUAA.DE - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SUSW.L and VUAA.DE.
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Drawdown Indicators
| SUSW.L | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.09% | -33.67% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -7.16% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -23.33% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -23.33% | +2.20% |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -5.07% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.01% | +0.13% |
Volatility
SUSW.L vs. VUAA.DE - 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 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that SUSW.L's price experiences larger fluctuations and is considered to be riskier than VUAA.DE 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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.65% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 7.61% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 11.58% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 15.12% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.59% | -1.36% |
SUSW.L vs. VUAA.DE - Expense Ratio Comparison
SUSW.L has a 0.20% expense ratio, which is higher than VUAA.DE's 0.07% 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. VUAA.DE - Dividend Comparison
Neither SUSW.L nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
SUSW.L and VUAA.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for SUSW.L.
SUSW.L is categorized as Global Equities, while VUAA.DE is S&P 500. SUSW.L tracks MSCI ACWI NR USD, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for SUSW.L and 0.07% for VUAA.DE.
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