SUSW.L vs. XSPX.L
Compare and contrast key facts about iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L).
SUSW.L and XSPX.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. XSPX.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 26, 2010. Both SUSW.L and XSPX.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 XSPX.L.
Key characteristics
| SUSW.L | XSPX.L | |
|---|---|---|
| YTD Return | 19.53% | 25.51% |
| 1Y Return | 29.28% | 31.83% |
| 3Y Return (Ann) | 7.12% | 11.78% |
| 5Y Return (Ann) | 12.97% | 15.89% |
| Sharpe Ratio | 2.40 | 2.80 |
| Sortino Ratio | 3.17 | 3.99 |
| Omega Ratio | 1.49 | 1.54 |
| Calmar Ratio | 3.16 | 4.88 |
| Martin Ratio | 13.24 | 19.69 |
| Ulcer Index | 2.04% | 1.59% |
| Daily Std Dev | 11.25% | 11.16% |
| Max Drawdown | -32.09% | -25.50% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SUSW.L and XSPX.L is 0.90, 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. XSPX.L - Performance Comparison
In the year-to-date period, SUSW.L achieves a 19.53% return, which is significantly lower than XSPX.L's 25.51% 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. XSPX.L - Expense Ratio Comparison
SUSW.L has a 0.20% expense ratio, which is higher than XSPX.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%.
Risk-Adjusted Performance
SUSW.L vs. XSPX.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 S&P 500 Swap UCITS ETF 1C (XSPX.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. XSPX.L - Dividend Comparison
Neither SUSW.L nor XSPX.L has paid dividends to shareholders.
Drawdowns
SUSW.L vs. XSPX.L - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, which is greater than XSPX.L's maximum drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for SUSW.L and XSPX.L. For additional features, visit the drawdowns tool.
Volatility
SUSW.L vs. XSPX.L - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) have volatilities of 3.40% and 3.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.