SUUS.L vs. SRIU.L

Last updated Jul 16, 2026

SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and SRIU.L (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and UBS respectively. Both are passively managed. Over the past 5 years, SUUS.L returned 11.22%/yr vs 11.37%/yr for SRIU.L. With a 0.96 correlation, they move nearly in lockstep. SUUS.L charges 0.20%/yr vs 0.22%/yr for SRIU.L.

Performance

SUUS.L vs. SRIU.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SUUS.L having a 13.66% return and SRIU.L slightly lower at 13.09%.

SUUS.L

• 1D: -1.33%
• 1M: -1.70%
• 6M: 11.81%
• YTD: 13.66%
• 1Y: 20.32%
• 3Y*: 14.16%
• 5Y*: 11.22%
• 10Y*: 14.74%

SRIU.L

• 1D: -1.80%
• 1M: -1.36%
• 6M: 12.13%
• YTD: 13.09%
• 1Y: 21.65%
• 3Y*: 15.81%
• 5Y*: 11.37%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc)	13.66%	3.44%	15.85%	17.58%	-8.97%	32.89%	19.67%
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	13.09%	3.18%	21.26%	25.24%	-16.33%	32.89%	21.42%

Correlation

The correlation between SUUS.L and SRIU.L is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since May 13, 2020	0.96

The correlation between SUUS.L and SRIU.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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

Sectors	SUUS.L	SRIU.L
Technology	39.8%	48.1%
Financial Services	12.8%	10.9%
Consumer Cyclical	10.8%	10.8%
Healthcare	9.7%	8.5%
Industrials	7.5%	9.0%
Communication Services	6.7%	3.3%
Consumer Defensive	5.3%	4.6%
Utilities	3.3%	0.6%
Real Estate	1.8%	2.6%
Basic Materials	1.7%	1.5%
Energy	0.3%	-

Return for Risk

SUUS.L vs. SRIU.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: 61
SUUS.L Sharpe Ratio Rank: 59
SUUS.L Sortino Ratio Rank: 58
SUUS.L Omega Ratio Rank: 57
SUUS.L Calmar Ratio Rank: 69
SUUS.L Martin Ratio Rank: 64

SRIU.L

SRIU.L Risk / Return Rank: 56
SRIU.L Sharpe Ratio Rank: 60
SRIU.L Sortino Ratio Rank: 59
SRIU.L Omega Ratio Rank: 59
SRIU.L Calmar Ratio Rank: 53
SRIU.L Martin Ratio Rank: 51

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. SRIU.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SUUS.L	SRIU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.63	-0.02
Sortino ratio: Return per unit of downside risk	2.24	2.29	-0.05
Omega ratio: Gain probability vs. loss probability	1.29	1.30	-0.01
Calmar ratio: Return relative to maximum drawdown	2.80	2.22	+0.58
Martin ratio: Return relative to average drawdown	9.19	7.07	+2.12

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

The current SUUS.L Sharpe Ratio is 1.61, which is comparable to the SRIU.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SUUS.L and SRIU.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.

Drawdowns

SUUS.L vs. SRIU.L - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -25.46%, which is greater than SRIU.L's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for SUUS.L and SRIU.L.

Drawdown Indicators

	SUUS.L	SRIU.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.46%	-22.95%	-2.51%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-9.71%	+2.49%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-22.56%	+0.94%
Max Drawdown (5Y) Largest decline over 5 years	-21.62%	-22.95%	+1.33%
Max Drawdown (10Y) Largest decline over 10 years	-24.56%	—	—
Current Drawdown Current decline from peak	-3.86%	-3.46%	-0.40%
Average Drawdown Average peak-to-trough decline	-6.35%	-5.55%	-0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	3.05%	-0.84%

Volatility

SUUS.L vs. SRIU.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) is 4.81%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) has a volatility of 5.09%. This indicates that SUUS.L experiences smaller price fluctuations and is considered to be less risky than SRIU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUUS.L	SRIU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	5.09%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	9.81%	10.40%	-0.59%
Volatility (1Y) Calculated over the trailing 1-year period	12.55%	13.19%	-0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.24%	15.94%	+4.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.48%	15.95%	+2.53%

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

SUUS.L has a 0.20% expense ratio, which is lower than SRIU.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SUUS.L vs. SRIU.L - Dividend Comparison

SUUS.L has not paid dividends to shareholders, while SRIU.L's dividend yield for the trailing twelve months is around 0.71%.

Position	TTM	2025	2024	2023	2022	2021	2020
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	0.71%	0.98%	0.51%	0.94%	1.08%	0.79%	0.21%
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

With a correlation of 0.93, SUUS.L and SRIU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

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.

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

SUUS.L is cheaper with a 0.20% expense ratio, compared with 0.22% for SRIU.L.

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

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.20% for SUUS.L and 0.22% for SRIU.L.