SUSW.L vs. XAMB.DE
SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) are both Global Equities funds - SUSW.L tracks the MSCI ACWI NR USD while XAMB.DE tracks the MSCI World SRI Filtered PAB. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs 10.09%/yr for XAMB.DE. With a 0.95 correlation, they move nearly in lockstep. SUSW.L charges 0.20%/yr vs 0.18%/yr for XAMB.DE.
Performance
SUSW.L vs. XAMB.DE - Performance Comparison
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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*
- —
SUSW.L vs. XAMB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
SUSW.L
XAMB.DE
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.L | XAMB.DE | Difference | |
|---|---|---|---|
| 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 |
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 | XAMB.DE | Difference | |
|---|---|---|---|
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.L | XAMB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -5.61% | +0.68% |
Ulcer IndexDepth 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.L | XAMB.DE | Difference | |
|---|---|---|---|
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.
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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