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SUSW.L vs. XAMB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSW.L vs. XAMB.DE - 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 Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUSW.L achieves a 11.31% return, which is significantly lower than XAMB.DE's 13.11% return.


SUSW.L

1D
0.22%
1M
5.87%
YTD
11.31%
6M
11.72%
1Y
18.68%
3Y*
12.95%
5Y*
10.52%
10Y*

XAMB.DE

1D
0.27%
1M
6.31%
YTD
13.11%
6M
13.74%
1Y
20.74%
3Y*
12.56%
5Y*
10.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSW.L vs. XAMB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-7.46%
XAMB.DE
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc
13.11%2.25%15.42%20.65%-17.81%36.43%7.63%32.88%-7.35%

Correlation

The correlation between SUSW.L and XAMB.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2018

0.95

The correlation between SUSW.L and XAMB.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

SUSW.L vs. XAMB.DE — 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

XAMB.DE
XAMB.DE Risk / Return Rank: 4949
Overall Rank
XAMB.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XAMB.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XAMB.DE Omega Ratio Rank: 4646
Omega Ratio Rank
XAMB.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XAMB.DE Martin Ratio Rank: 5454
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. XAMB.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 Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.LXAMB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.35

2.49

-0.14

Martin ratioReturn relative to average drawdown

8.66

9.16

-0.50

SUSW.L vs. XAMB.DE - Sharpe Ratio Comparison

The current SUSW.L Sharpe Ratio is 1.50, which is comparable to the XAMB.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SUSW.L and XAMB.DE, 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.LXAMB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.57

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.67

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.74

+0.02

Drawdowns

SUSW.L vs. XAMB.DE - Drawdown Comparison

The maximum SUSW.L drawdown since its inception was -32.09%, roughly equal to the maximum XAMB.DE drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for SUSW.L and XAMB.DE.


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Drawdown Indicators


SUSW.LXAMB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

-31.83%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-8.28%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

-22.09%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-22.09%

+0.96%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.93%

-5.61%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.26%

-0.12%

Volatility

SUSW.L vs. XAMB.DE - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) is 3.49%, while Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) has a volatility of 3.89%. This indicates that SUSW.L experiences smaller price fluctuations and is considered to be less risky than XAMB.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.LXAMB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

3.89%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

9.82%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

13.16%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

14.94%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.40%

-0.17%

SUSW.L vs. XAMB.DE - Expense Ratio Comparison

SUSW.L has a 0.20% expense ratio, which is higher than XAMB.DE's 0.18% 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. XAMB.DE - Dividend Comparison

Neither SUSW.L nor XAMB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, SUSW.L and XAMB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SUSW.L.

SUSW.L tracks MSCI ACWI NR USD, while XAMB.DE tracks MSCI World SRI Filtered PAB. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SUSW.L and 0.18% for XAMB.DE.

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