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SUUS.L vs. ISDU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUUS.L vs. ISDU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUUS.L is traded in GBp, while ISDU.L is traded in USD. To make them comparable, the ISDU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUUS.L achieves a 14.16% return, which is significantly lower than ISDU.L's 23.26% return.


SUUS.L

1D
0.16%
1M
6.64%
YTD
14.16%
6M
14.29%
1Y
25.89%
3Y*
14.75%
5Y*
12.42%
10Y*

ISDU.L

1D
-0.70%
1M
11.89%
YTD
23.26%
6M
22.97%
1Y
42.68%
3Y*
17.07%
5Y*
15.57%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUUS.L vs. ISDU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
14.16%3.44%15.85%17.58%-8.97%32.89%21.52%27.36%2.89%12.51%
ISDU.L
iShares MSCI USA Islamic UCITS ETF
23.26%8.03%11.27%19.55%-1.43%30.82%3.71%16.03%-0.47%4.17%

Correlation

The correlation between SUUS.L and ISDU.L is 0.81, 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

0.81

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

0.83

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2016

0.85

The correlation between SUUS.L and ISDU.L has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

SUUS.L vs. ISDU.L - Sectors Allocation Comparison


Sectors
SUUS.L
ISDU.L

Technology

41.6%
49.7%

Financial Services

11.8%

-

Consumer Cyclical

9.3%
8.8%

Communication Services

9.1%
0.4%

Healthcare

8.6%
10.8%

Industrials

8.1%
7.7%

Consumer Defensive

5.4%
4.2%

Basic Materials

2.5%
5.5%

Real Estate

2.1%
0.1%

Utilities

1.5%
0.7%

Energy

-

12.3%

Technology

SUUS.L
41.6%
ISDU.L
49.7%

Financial Services

SUUS.L
11.8%
ISDU.L

-

Consumer Cyclical

SUUS.L
9.3%
ISDU.L
8.8%

Communication Services

SUUS.L
9.1%
ISDU.L
0.4%

Healthcare

SUUS.L
8.6%
ISDU.L
10.8%

Industrials

SUUS.L
8.1%
ISDU.L
7.7%

Consumer Defensive

SUUS.L
5.4%
ISDU.L
4.2%

Basic Materials

SUUS.L
2.5%
ISDU.L
5.5%

Real Estate

SUUS.L
2.1%
ISDU.L
0.1%

Utilities

SUUS.L
1.5%
ISDU.L
0.7%

Energy

SUUS.L

-

ISDU.L
12.3%

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Return for Risk

SUUS.L vs. ISDU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUUS.L
SUUS.L Risk / Return Rank: 6969
Overall Rank
SUUS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SUUS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
SUUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
SUUS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
SUUS.L Martin Ratio Rank: 6767
Martin Ratio Rank

ISDU.L
ISDU.L Risk / Return Rank: 9090
Overall Rank
ISDU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISDU.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDU.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDU.L Martin Ratio Rank: 8989
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.

SUUS.L vs. ISDU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) and iShares MSCI USA Islamic UCITS ETF (ISDU.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.


SUUS.LISDU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.40

1.58

-0.18

Calmar ratioReturn relative to maximum drawdown

3.57

7.26

-3.69

Martin ratioReturn relative to average drawdown

12.20

22.62

-10.42

SUUS.L vs. ISDU.L - Sharpe Ratio Comparison

The current SUUS.L Sharpe Ratio is 2.24, which is lower than the ISDU.L Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of SUUS.L and ISDU.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


SUUS.LISDU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

3.26

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

1.00

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.80

+0.15

Drawdowns

SUUS.L vs. ISDU.L - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -24.56%, roughly equal to the maximum ISDU.L drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for SUUS.L and ISDU.L.


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Drawdown Indicators


SUUS.LISDU.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-24.76%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-5.85%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.62%

-24.06%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-24.06%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-24.76%

Current Drawdown

Current decline from peak

0.00%

-0.70%

+0.70%

Average Drawdown

Average peak-to-trough decline

-3.54%

-3.88%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.88%

+0.24%

Volatility

SUUS.L vs. ISDU.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) is 3.55%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.05%. This indicates that SUUS.L experiences smaller price fluctuations and is considered to be less risky than ISDU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUUS.LISDU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

5.05%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

9.91%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

13.03%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

15.64%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

16.42%

-0.73%

SUUS.L vs. ISDU.L - Expense Ratio Comparison

SUUS.L has a 0.20% expense ratio, which is lower than ISDU.L's 0.30% expense ratio.


Dividends

SUUS.L vs. ISDU.L - Dividend Comparison

SUUS.L has not paid dividends to shareholders, while ISDU.L's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM20252024202320222021202020192018201720162015
ISDU.L
iShares MSCI USA Islamic UCITS ETF
0.62%0.74%0.90%1.10%1.52%1.01%1.39%1.37%1.49%1.38%1.34%1.43%
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUUS.L and ISDU.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUUS.L is cheaper with a 0.20% expense ratio, compared with 0.30% for ISDU.L.

SUUS.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. Their fees differ too: 0.20% for SUUS.L and 0.30% for ISDU.L.

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