SUSW.L vs. XESC.L
Compare and contrast key facts about iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L).
SUSW.L and XESC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSW.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 12, 2017. XESC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. Both SUSW.L and XESC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSW.L or XESC.L.
Key characteristics
| SUSW.L | XESC.L | |
|---|---|---|
| YTD Return | 19.04% | 2.97% |
| 1Y Return | 27.64% | 9.93% |
| 3Y Return (Ann) | 6.97% | 4.98% |
| 5Y Return (Ann) | 12.84% | 7.48% |
| Sharpe Ratio | 2.31 | 0.65 |
| Sortino Ratio | 3.06 | 0.99 |
| Omega Ratio | 1.47 | 1.12 |
| Calmar Ratio | 3.04 | 0.87 |
| Martin Ratio | 12.72 | 2.21 |
| Ulcer Index | 2.04% | 3.88% |
| Daily Std Dev | 11.24% | 13.09% |
| Max Drawdown | -32.09% | -34.48% |
| Current Drawdown | -0.41% | -9.10% |
Correlation
The correlation between SUSW.L and XESC.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SUSW.L vs. XESC.L - Performance Comparison
In the year-to-date period, SUSW.L achieves a 19.04% return, which is significantly higher than XESC.L's 2.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SUSW.L vs. XESC.L - Expense Ratio Comparison
SUSW.L has a 0.20% expense ratio, which is higher than XESC.L's 0.09% 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%.
Risk-Adjusted Performance
SUSW.L vs. XESC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
Dividends
SUSW.L vs. XESC.L - Dividend Comparison
Neither SUSW.L nor XESC.L has paid dividends to shareholders.
Drawdowns
SUSW.L vs. XESC.L - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, smaller than the maximum XESC.L drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for SUSW.L and XESC.L. For additional features, visit the drawdowns tool.
Volatility
SUSW.L vs. XESC.L - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) is 3.45%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) has a volatility of 5.92%. This indicates that SUSW.L experiences smaller price fluctuations and is considered to be less risky than XESC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.