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SUUS.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SUUS.LVOO
YTD Return2.22%14.47%
1Y Return7.95%23.28%
3Y Return (Ann)7.03%7.84%
5Y Return (Ann)12.22%14.52%
Sharpe Ratio0.671.81
Daily Std Dev11.14%12.65%
Max Drawdown-24.56%-33.99%
Current Drawdown-5.43%-4.32%

Correlation

-0.50.00.51.00.6

The correlation between SUUS.L and VOO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SUUS.L vs. VOO - Performance Comparison

In the year-to-date period, SUUS.L achieves a 2.22% return, which is significantly lower than VOO's 14.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
2.07%
6.30%
SUUS.L
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI USA SRI UCITS ETF USD (Acc)

Vanguard S&P 500 ETF

SUUS.L vs. VOO - Expense Ratio Comparison

SUUS.L has a 0.20% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
Expense ratio chart for SUUS.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SUUS.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for SUUS.L, currently valued at 0.97, compared to the broader market0.002.004.000.97
Sortino ratio
The chart of Sortino ratio for SUUS.L, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.0012.001.42
Omega ratio
The chart of Omega ratio for SUUS.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for SUUS.L, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Martin ratio
The chart of Martin ratio for SUUS.L, currently valued at 3.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.89
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.73, compared to the broader market0.002.004.001.73
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.0012.002.37
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.87
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.35, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.35

SUUS.L vs. VOO - Sharpe Ratio Comparison

The current SUUS.L Sharpe Ratio is 0.67, which is lower than the VOO Sharpe Ratio of 1.81. The chart below compares the 12-month rolling Sharpe Ratio of SUUS.L and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.97
1.73
SUUS.L
VOO

Dividends

SUUS.L vs. VOO - Dividend Comparison

SUUS.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SUUS.L vs. VOO - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -24.56%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SUUS.L and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-4.60%
-4.32%
SUUS.L
VOO

Volatility

SUUS.L vs. VOO - Volatility Comparison

The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) is 3.82%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.23%. This indicates that SUUS.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.82%
4.23%
SUUS.L
VOO