SUUS.L vs. MVEA.L

Last updated Jun 5, 2026

SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds from iShares tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, SUUS.L returned 12.42%/yr vs 7.01%/yr for MVEA.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.

Performance

SUUS.L vs. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SUUS.L is traded in GBp, while MVEA.L is traded in GBP. To make them comparable, the MVEA.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 higher than MVEA.L's 1.73% 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*: —

MVEA.L

• 1D: 0.03%
• 1M: 3.05%
• YTD: 1.73%
• 6M: 1.61%
• 1Y: 3.60%
• 3Y*: 6.81%
• 5Y*: 7.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc)	14.16%	3.44%	15.85%	17.58%	-8.97%	32.89%	9.55%
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF	1.73%	-2.72%	14.94%	6.35%	-1.55%	26.04%	0.75%

Correlation

The correlation between SUUS.L and MVEA.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jul 20, 2020	0.78

Over the past year, the correlation between SUUS.L and MVEA.L has dropped to 0.50 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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

Sectors	SUUS.L	MVEA.L
Technology	41.6%	30.2%
Financial Services	11.8%	12.7%
Consumer Cyclical	9.3%	6.6%
Communication Services	9.1%	6.2%
Healthcare	8.6%	15.0%
Industrials	8.1%	5.7%
Consumer Defensive	5.4%	9.3%
Basic Materials	2.5%	3.2%
Real Estate	2.1%	3.1%
Utilities	1.5%	4.7%
Energy	-	3.4%

Return for Risk

SUUS.L vs. MVEA.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: 69
SUUS.L Sharpe Ratio Rank: 69
SUUS.L Sortino Ratio Rank: 69
SUUS.L Omega Ratio Rank: 68
SUUS.L Calmar Ratio Rank: 73
SUUS.L Martin Ratio Rank: 67

MVEA.L

MVEA.L Risk / Return Rank: 16
MVEA.L Sharpe Ratio Rank: 16
MVEA.L Sortino Ratio Rank: 15
MVEA.L Omega Ratio Rank: 15
MVEA.L Calmar Ratio Rank: 17
MVEA.L Martin Ratio Rank: 17

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. MVEA.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 Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.L	MVEA.L	Difference
Sharpe ratio: Return per unit of total volatility	2.24	0.42	+1.82
Sortino ratio: Return per unit of downside risk	3.10	0.65	+2.45
Omega ratio: Gain probability vs. loss probability	1.40	1.08	+0.32
Calmar ratio: Return relative to maximum drawdown	3.57	0.66	+2.91
Martin ratio: Return relative to average drawdown	12.20	1.64	+10.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SUUS.L Sharpe Ratio is 2.24, which is higher than the MVEA.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SUUS.L and MVEA.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.

Sharpe Ratios by Period

	SUUS.L	MVEA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	0.42	+1.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.60	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.62	+0.34

Drawdowns

SUUS.L vs. MVEA.L - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -24.56%, which is greater than MVEA.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for SUUS.L and MVEA.L.

Drawdown Indicators

	SUUS.L	MVEA.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.56%	-14.36%	-10.20%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-5.43%	-1.79%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-14.36%	-7.26%
Max Drawdown (5Y) Largest decline over 5 years	-21.62%	-14.36%	-7.26%
Current Drawdown Current decline from peak	0.00%	-6.95%	+6.95%
Average Drawdown Average peak-to-trough decline	-3.54%	-4.43%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	2.19%	-0.07%

Volatility

SUUS.L vs. MVEA.L - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a higher volatility of 3.55% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.87%. This indicates that SUUS.L's price experiences larger fluctuations and is considered to be riskier than MVEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUUS.L	MVEA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	2.87%	+0.68%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	6.11%	+2.35%
Volatility (1Y) Calculated over the trailing 1-year period	11.52%	8.60%	+2.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.61%	11.61%	+3.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.69%	11.94%	+3.75%

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

Both SUUS.L and MVEA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SUUS.L vs. MVEA.L - Dividend Comparison

Neither SUUS.L nor MVEA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SUUS.L and MVEA.L in my portfolio?

SUUS.L and MVEA.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SUUS.L or MVEA.L?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SUUS.L or MVEA.L?

SUUS.L and MVEA.L have the same expense ratio: 0.20% per year.

What is the main difference between SUUS.L and MVEA.L?

Both ETFs track Russell 1000 TR USD.