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

SUSW.L vs. XDNS.L

Last updated Jun 5, 2026

SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and XDNS.L (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while XDNS.L is a Japan Equities fund tracking the TOPIX TR JPY. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs 9.24%/yr for XDNS.L. A 0.58 correlation means they provide meaningful diversification when combined. SUSW.L charges 0.20%/yr vs 0.15%/yr for XDNS.L.

Performance

SUSW.L vs. XDNS.L - 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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L). 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 XDNS.L is traded in GBp. To make them comparable, the XDNS.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 lower than XDNS.L's 16.51% 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*
—

XDNS.L

1D
-0.66%
1M
6.07%
YTD
16.51%
6M
15.75%
1Y
28.96%
3Y*
14.39%
5Y*
9.24%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSW.L vs. XDNS.L - 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%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D		16.51%10.75%14.92%13.93%-12.19%7.70%6.03%21.80%-11.46%3.53%

Correlation

The correlation between SUSW.L and XDNS.L is 0.52, 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

0.52

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

0.47

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

0.51

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

0.58

The correlation between SUSW.L and XDNS.L shifts across timeframes, from 0.47 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.

SUSW.L vs. XDNS.L - Sectors Allocation Comparison

Sectors
SUSW.L
XDNS.L

Technology

30.6%
19.8%

Financial Services

17.1%
18.5%

Industrials

11.8%
25.8%

Healthcare

9.3%
7.0%

Consumer Cyclical

9.2%
11.3%

Communication Services

7.7%
8.8%

Consumer Defensive

6.2%
2.6%

Basic Materials

4.0%
3.2%

Real Estate

2.3%
2.5%

Utilities

1.8%
0.6%

Energy

-

-

Technology

SUSW.L
30.6%
XDNS.L
19.8%

Financial Services

SUSW.L
17.1%
XDNS.L
18.5%

Industrials

SUSW.L
11.8%
XDNS.L
25.8%

Healthcare

SUSW.L
9.3%
XDNS.L
7.0%

Consumer Cyclical

SUSW.L
9.2%
XDNS.L
11.3%

Communication Services

SUSW.L
7.7%
XDNS.L
8.8%

Consumer Defensive

SUSW.L
6.2%
XDNS.L
2.6%

Basic Materials

SUSW.L
4.0%
XDNS.L
3.2%

Real Estate

SUSW.L
2.3%
XDNS.L
2.5%

Utilities

SUSW.L
1.8%
XDNS.L
0.6%

Energy

SUSW.L

-

XDNS.L

-

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iShares MSCI World SRI UCITS ETF EUR (Acc)

Xtrackers MSCI Japan ESG Screened UCITS ETF 1D

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 XDNS.L:
XDNS.L vs. X7PP.LXDNS.L vs. XDJP.LXDNS.L vs. JPXNXDNS.L vs. IJPN.LXDNS.L vs. XBCU.LXDNS.L vs. XNNS.LXDNS.L vs. XCNA.L

Return for Risk

SUSW.L vs. XDNS.L — 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
XDNS.L
XDNS.L Risk / Return Rank: 6767
Overall Rank
XDNS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDNS.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDNS.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDNS.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDNS.L Martin Ratio Rank: 6464
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. XDNS.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 Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.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.LXDNS.LDifference
Sharpe ratioReturn per unit of total volatility
1.50
1.82

-0.32

Sortino ratioReturn per unit of downside risk
2.18
2.63

-0.45

Omega ratioGain probability vs. loss probability

1.28

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

2.35

3.54

-1.19

Martin ratioReturn relative to average drawdown

8.66

10.86

-2.20

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. XDNS.L - Sharpe Ratio Comparison

The current SUSW.L Sharpe Ratio is 1.50, which is comparable to the XDNS.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SUSW.L and XDNS.L, 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.LXDNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.82

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.64

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.57

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.44

+0.32

Drawdowns

SUSW.L vs. XDNS.L - Drawdown Comparison

The maximum SUSW.L drawdown since its inception was -32.09%, which is greater than XDNS.L's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for SUSW.L and XDNS.L.

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Drawdown Indicators

SUSW.LXDNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

-29.03%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-10.25%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

-16.70%

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-19.77%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

—

-29.03%

—

Current Drawdown

Current decline from peak

0.00%

-0.66%

+0.66%

Average Drawdown

Average peak-to-trough decline

-4.93%

-6.26%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

4.54%

-2.40%

Volatility

SUSW.L vs. XDNS.L - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) is 3.49%, while Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) has a volatility of 3.85%. This indicates that SUSW.L experiences smaller price fluctuations and is considered to be less risky than XDNS.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.LXDNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

3.85%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

14.76%

-5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

19.99%

-7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

18.73%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

17.89%

-1.66%

SUSW.L vs. XDNS.L - Expense Ratio Comparison

SUSW.L has a 0.20% expense ratio, which is higher than XDNS.L's 0.15% 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. XDNS.L - Dividend Comparison

SUSW.L has not paid dividends to shareholders, while XDNS.L's dividend yield for the trailing twelve months is around 1.43%.

PositionTTM2025202420232022202120202019201820172016
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%
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D		1.43%1.63%1.65%1.81%2.83%1.46%1.79%1.77%1.20%1.97%0.64%

Frequently Asked Questions

SUSW.L and XDNS.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDNS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDNS.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SUSW.L.

SUSW.L is categorized as Global Equities, while XDNS.L is Japan Equities. SUSW.L tracks MSCI ACWI NR USD, while XDNS.L tracks TOPIX TR JPY. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for SUSW.L and 0.15% for XDNS.L.

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