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

Performance

SUSW.L vs. XSXG.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 S&P 500 Swap UCITS ETF 1D (XSXG.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSW.L vs. XSXG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
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.

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Return for Risk

SUSW.L vs. XSXG.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

XSXG.L
XSXG.L Risk / Return Rank: 8282
Overall Rank
XSXG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XSXG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XSXG.L Omega Ratio Rank: 8686
Omega Ratio Rank
XSXG.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XSXG.L Martin Ratio Rank: 7777
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. 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.LXSXG.LDifference
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

SUSW.L vs. XSXG.L - Sharpe Ratio Comparison

The current SUSW.L Sharpe Ratio is 1.50, which is lower than the XSXG.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SUSW.L and XSXG.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.LXSXG.LDifference

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.


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Drawdown Indicators


SUSW.LXSXG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.39%

+0.39%

Average Drawdown

Average peak-to-trough decline

-4.93%

-4.35%

-0.58%

Ulcer Index

Depth 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.


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Volatility by Period


SUSW.LXSXG.LDifference

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%.


PositionTTM2025202420232022
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.

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