SUSW.L vs. XSXG.L
SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and XSXG.L (Xtrackers S&P 500 Swap UCITS ETF 1D) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, while XSXG.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, SUSW.L returned 12.95%/yr vs 19.03%/yr for XSXG.L. Their correlation of 0.87 suggests significant overlap in exposure. SUSW.L charges 0.20%/yr vs 0.07%/yr for XSXG.L.
Performance
SUSW.L vs. XSXG.L - Performance Comparison
Loading charts...
Different Trading Currencies
SUSW.L is traded in EUR, while XSXG.L is traded in GBP. To make them comparable, the XSXG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SUSW.L having a 11.31% return and XSXG.L slightly higher at 11.60%.
SUSW.L
- 1D
- 0.22%
- 1M
- 5.87%
- YTD
- 11.31%
- 6M
- 11.72%
- 1Y
- 18.68%
- 3Y*
- 12.95%
- 5Y*
- 10.52%
- 10Y*
- —
XSXG.L
- 1D
- -0.09%
- 1M
- 5.33%
- YTD
- 11.60%
- 6M
- 11.63%
- 1Y
- 25.90%
- 3Y*
- 19.03%
- 5Y*
- —
- 10Y*
- —
SUSW.L vs. XSXG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 11.31% | 1.89% | 18.34% | 20.78% | 0.57% |
XSXG.L Xtrackers S&P 500 Swap UCITS ETF 1D | 11.60% | 3.83% | 33.68% | 22.57% | -0.58% |
Correlation
The correlation between SUSW.L and XSXG.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2022 | 0.87 |
The correlation between SUSW.L and XSXG.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUSW.L vs. XSXG.L — Risk / Return Rank
SUSW.L
XSXG.L
SUSW.L vs. XSXG.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 S&P 500 Swap UCITS ETF 1D (XSXG.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.L | XSXG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.59 | -1.23 |
| Martin ratioReturn relative to average drawdown | 8.66 | 13.02 | -4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SUSW.L | XSXG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.30 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.20 | -0.44 |
Drawdowns
SUSW.L vs. XSXG.L - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, which is greater than XSXG.L's maximum drawdown of -22.82%. Use the drawdown chart below to compare losses from any high point for SUSW.L and XSXG.L.
Loading charts...
Drawdown Indicators
| SUSW.L | XSXG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.09% | -22.82% | -9.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -7.19% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -22.82% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -4.35% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.98% | +0.16% |
Volatility
SUSW.L vs. XSXG.L - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) has a higher volatility of 3.49% compared to Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) at 2.15%. This indicates that SUSW.L's price experiences larger fluctuations and is considered to be riskier than XSXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUSW.L | XSXG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.15% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 7.44% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 11.20% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 14.49% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 14.49% | +1.74% |
SUSW.L vs. XSXG.L - Expense Ratio Comparison
SUSW.L has a 0.20% expense ratio, which is higher than XSXG.L's 0.07% 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. XSXG.L - Dividend Comparison
SUSW.L has not paid dividends to shareholders, while XSXG.L's dividend yield for the trailing twelve months is around 0.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSXG.L Xtrackers S&P 500 Swap UCITS ETF 1D | 0.82% | 0.92% | 1.11% | 1.30% | 0.38% |
Frequently Asked Questions
SUSW.L and XSXG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXG.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SUSW.L.
SUSW.L is categorized as Global Equities, while XSXG.L is S&P 500. SUSW.L tracks MSCI ACWI NR USD, while XSXG.L tracks S&P 500 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for SUSW.L and 0.07% for XSXG.L.
Find the right allocation for SUSW.L and XSXG.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer