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SUUS.L vs. V3AM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUUS.L vs. V3AM.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 Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L). The values are adjusted to include any dividend payments, if applicable.

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SUUS.L vs. V3AM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
-1.12%3.44%15.85%17.58%-8.97%28.96%
V3AM.L
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing
-2.57%12.40%19.59%18.06%-13.39%17.05%
Different Trading Currencies

SUUS.L is traded in GBp, while V3AM.L is traded in GBP. To make them comparable, the V3AM.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 -1.12% return, which is significantly higher than V3AM.L's -2.57% return.


SUUS.L

1D
0.27%
1M
-2.76%
YTD
-1.12%
6M
-0.41%
1Y
11.61%
3Y*
10.17%
5Y*
9.83%
10Y*

V3AM.L

1D
-0.19%
1M
-2.16%
YTD
-2.57%
6M
0.04%
1Y
16.25%
3Y*
13.78%
5Y*
8.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUUS.L vs. V3AM.L - Expense Ratio Comparison

SUUS.L has a 0.20% expense ratio, which is lower than V3AM.L's 0.24% 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%.


Return for Risk

SUUS.L vs. V3AM.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: 4949
Overall Rank
SUUS.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SUUS.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SUUS.L Omega Ratio Rank: 3535
Omega Ratio Rank
SUUS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
SUUS.L Martin Ratio Rank: 6464
Martin Ratio Rank

V3AM.L
V3AM.L Risk / Return Rank: 6767
Overall Rank
V3AM.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
V3AM.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
V3AM.L Omega Ratio Rank: 5858
Omega Ratio Rank
V3AM.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
V3AM.L Martin Ratio Rank: 8383
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. V3AM.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 Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.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.LV3AM.LDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.10

-0.36

Sortino ratio

Return per unit of downside risk

1.13

1.57

-0.44

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

2.28

2.66

-0.38

Martin ratio

Return relative to average drawdown

7.65

10.81

-3.16

SUUS.L vs. V3AM.L - Sharpe Ratio Comparison

The current SUUS.L Sharpe Ratio is 0.74, which is lower than the V3AM.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SUUS.L and V3AM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SUUS.LV3AM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.10

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.65

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.69

+0.17

Correlation

The correlation between SUUS.L and V3AM.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SUUS.L vs. V3AM.L - Dividend Comparison

SUUS.L has not paid dividends to shareholders, while V3AM.L's dividend yield for the trailing twelve months is around 1.25%.


TTM20252024202320222021
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
V3AM.L
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing
1.25%1.23%1.28%1.45%1.70%0.92%

Drawdowns

SUUS.L vs. V3AM.L - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -24.56%, which is greater than V3AM.L's maximum drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for SUUS.L and V3AM.L.


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Drawdown Indicators


SUUS.LV3AM.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-19.25%

-5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-8.18%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-19.25%

-2.37%

Current Drawdown

Current decline from peak

-4.41%

-4.99%

+0.58%

Average Drawdown

Average peak-to-trough decline

-3.59%

-4.99%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.01%

+0.14%

Volatility

SUUS.L vs. V3AM.L - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) is 4.11%, while Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) has a volatility of 4.76%. This indicates that SUUS.L experiences smaller price fluctuations and is considered to be less risky than V3AM.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.LV3AM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.76%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

8.90%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

14.68%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

13.62%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

13.60%

+2.14%