SUUS.L vs. SUES.L

Last updated Jun 26, 2026

SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and SUES.L (iShares MSCI EM SRI UCITS ETF) are both exchange-traded funds - SUUS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SUES.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, SUUS.L returned 12.14%/yr vs 4.34%/yr for SUES.L. A 0.59 correlation means they provide meaningful diversification when combined. SUUS.L charges 0.20%/yr vs 0.25%/yr for SUES.L.

Performance

SUUS.L vs. SUES.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 EM SRI UCITS ETF (SUES.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 16.12% return and SUES.L slightly lower at 15.37%.

SUUS.L

• 1D: -0.03%
• 1M: 3.99%
• YTD: 16.12%
• 6M: 16.39%
• 1Y: 27.42%
• 3Y*: 15.42%
• 5Y*: 12.14%
• 10Y*: —

SUES.L

• 1D: -0.89%
• 1M: -1.63%
• YTD: 15.37%
• 6M: 16.24%
• 1Y: 33.49%
• 3Y*: 15.11%
• 5Y*: 4.34%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc)	16.12%	3.44%	15.85%	17.58%	-8.97%	32.89%	21.52%	27.36%	2.89%	12.51%
SUES.L iShares MSCI EM SRI UCITS ETF	15.37%	22.98%	6.49%	-4.42%	-8.54%	0.22%	14.91%	11.22%	-4.94%	22.48%

Correlation

The correlation between SUUS.L and SUES.L is 0.62, 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	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jul 11, 2016	0.59

The correlation between SUUS.L and SUES.L has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.

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

Sectors	SUUS.L	SUES.L
Technology	38.4%	44.3%
Financial Services	12.0%	17.7%
Consumer Cyclical	10.6%	9.2%
Communication Services	9.7%	7.0%
Healthcare	9.3%	2.7%
Industrials	7.5%	8.1%
Consumer Defensive	5.3%	2.7%
Utilities	2.9%	1.4%
Real Estate	2.0%	1.5%
Basic Materials	1.8%	5.2%
Energy	0.3%	-

Return for Risk

SUUS.L vs. SUES.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: 80
SUUS.L Sharpe Ratio Rank: 82
SUUS.L Sortino Ratio Rank: 81
SUUS.L Omega Ratio Rank: 79
SUUS.L Calmar Ratio Rank: 81
SUUS.L Martin Ratio Rank: 77

SUES.L

SUES.L Risk / Return Rank: 68
SUES.L Sharpe Ratio Rank: 69
SUES.L Sortino Ratio Rank: 66
SUES.L Omega Ratio Rank: 66
SUES.L Calmar Ratio Rank: 72
SUES.L Martin Ratio Rank: 66

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. SUES.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 EM SRI UCITS ETF (SUES.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	SUES.L	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.97	+0.31
Sortino ratio: Return per unit of downside risk	3.13	2.68	+0.45
Omega ratio: Gain probability vs. loss probability	1.41	1.35	+0.06
Calmar ratio: Return relative to maximum drawdown	3.78	3.18	+0.60
Martin ratio: Return relative to average drawdown	12.84	10.73	+2.11

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

The current SUUS.L Sharpe Ratio is 2.28, which is comparable to the SUES.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SUUS.L and SUES.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. SUES.L - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -25.46%, smaller than the maximum SUES.L drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for SUUS.L and SUES.L.

Drawdown Indicators

	SUUS.L	SUES.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.46%	-30.11%	+4.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-10.48%	+3.26%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-25.97%	+4.35%
Max Drawdown (5Y) Largest decline over 5 years	-21.62%	-25.97%	+4.35%
Current Drawdown Current decline from peak	-0.89%	-5.51%	+4.62%
Average Drawdown Average peak-to-trough decline	-6.37%	-10.58%	+4.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	3.11%	-0.98%

Volatility

SUUS.L vs. SUES.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) is 4.03%, while iShares MSCI EM SRI UCITS ETF (SUES.L) has a volatility of 7.55%. This indicates that SUUS.L experiences smaller price fluctuations and is considered to be less risky than SUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUUS.L	SUES.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	7.55%	-3.52%
Volatility (6M) Calculated over the trailing 6-month period	9.13%	14.61%	-5.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	16.92%	-4.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.18%	21.47%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.01%	21.78%	-1.77%

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

SUUS.L has a 0.20% expense ratio, which is lower than SUES.L's 0.25% 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. SUES.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

SUUS.L and SUES.L have a correlation of 0.62, 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 SUES.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 SUES.L?

SUUS.L is cheaper with a 0.20% expense ratio, compared with 0.25% for SUES.L.

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

SUUS.L is categorized as Large Cap Blend Equities, while SUES.L is Emerging Markets Equities. SUUS.L tracks Russell 1000 TR USD, while SUES.L tracks MSCI EM NR USD. Their fees differ too: 0.20% for SUUS.L and 0.25% for SUES.L.