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

SUUS.L vs. XMVU.L

Last updated Jun 5, 2026

SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) and XMVU.L (Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 5 years, SUUS.L returned 12.42%/yr vs 8.39%/yr for XMVU.L. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.

Performance

SUUS.L vs. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUUS.L is traded in GBp, while XMVU.L is traded in USD. To make them comparable, the XMVU.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 XMVU.L's 2.55% 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*
—

XMVU.L

1D
-0.11%
1M
3.21%
YTD
2.55%
6M
2.11%
1Y
5.35%
3Y*
8.76%
5Y*
8.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)		14.16%3.44%15.85%17.58%-8.97%32.89%21.52%27.36%2.89%12.51%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D		2.55%0.25%17.70%4.30%1.22%22.78%1.32%20.17%4.68%8.23%

Correlation

The correlation between SUUS.L and XMVU.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2016

0.76

Over the past year, the correlation between SUUS.L and XMVU.L has dropped to 0.44 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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

Sectors
SUUS.L
XMVU.L

Technology

41.6%
29.6%

Financial Services

11.8%
13.7%

Consumer Cyclical

9.3%
6.4%

Communication Services

9.1%
6.0%

Healthcare

8.6%
12.7%

Industrials

8.1%
6.2%

Consumer Defensive

5.4%
10.0%

Basic Materials

2.5%
2.2%

Real Estate

2.1%
2.2%

Utilities

1.5%
7.6%

Energy

-

3.5%

Technology

SUUS.L
41.6%
XMVU.L
29.6%

Financial Services

SUUS.L
11.8%
XMVU.L
13.7%

Consumer Cyclical

SUUS.L
9.3%
XMVU.L
6.4%

Communication Services

SUUS.L
9.1%
XMVU.L
6.0%

Healthcare

SUUS.L
8.6%
XMVU.L
12.7%

Industrials

SUUS.L
8.1%
XMVU.L
6.2%

Consumer Defensive

SUUS.L
5.4%
XMVU.L
10.0%

Basic Materials

SUUS.L
2.5%
XMVU.L
2.2%

Real Estate

SUUS.L
2.1%
XMVU.L
2.2%

Utilities

SUUS.L
1.5%
XMVU.L
7.6%

Energy

SUUS.L

-

XMVU.L
3.5%

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iShares MSCI USA SRI UCITS ETF USD (Acc)

Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D

Often compared with SUUS.L:
SUUS.L vs. LGUG.LSUUS.L vs. 36B6.DESUUS.L vs. V3AM.LSUUS.L vs. SPYSUUS.L vs. XZSP.DESUUS.L vs. IESG.LSUUS.L vs. VOO
Often compared with XMVU.L:
XMVU.L vs. USMVXMVU.L vs. VIGXMVU.L vs. SCHDXMVU.L vs. HIUS.LXMVU.L vs. USFM.LXMVU.L vs. HSUS.LXMVU.L vs. ISDU.L

Return for Risk

SUUS.L vs. XMVU.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: 6969
Overall Rank
SUUS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SUUS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
SUUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
SUUS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
SUUS.L Martin Ratio Rank: 6767
Martin Ratio Rank
XMVU.L
XMVU.L Risk / Return Rank: 1919
Overall Rank
XMVU.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XMVU.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XMVU.L Omega Ratio Rank: 1717
Omega Ratio Rank
XMVU.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XMVU.L Martin Ratio Rank: 2121
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. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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.LXMVU.LDifference
Sharpe ratioReturn per unit of total volatility
2.24
0.56

+1.67

Sortino ratioReturn per unit of downside risk
3.10
0.85

+2.25

Omega ratioGain probability vs. loss probability

1.40

1.10

+0.30

Calmar ratioReturn relative to maximum drawdown

3.57

1.05

+2.52

Martin ratioReturn relative to average drawdown

12.20

2.53

+9.67

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. XMVU.L - Sharpe Ratio Comparison

The current SUUS.L Sharpe Ratio is 2.24, which is higher than the XMVU.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SUUS.L and XMVU.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.

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Sharpe Ratios by Period

SUUS.LXMVU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.56

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.69

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.65

+0.31

Drawdowns

SUUS.L vs. XMVU.L - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -24.56%, roughly equal to the maximum XMVU.L drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for SUUS.L and XMVU.L.

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Drawdown Indicators

SUUS.LXMVU.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-24.94%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-5.07%

-2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.62%

-11.48%

-10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-11.48%

-10.14%

Current Drawdown

Current decline from peak

0.00%

-2.86%

+2.86%

Average Drawdown

Average peak-to-trough decline

-3.54%

-4.01%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.11%

+0.01%

Volatility

SUUS.L vs. XMVU.L - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a higher volatility of 3.55% compared to Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) at 3.31%. This indicates that SUUS.L's price experiences larger fluctuations and is considered to be riskier than XMVU.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.LXMVU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

3.31%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

7.14%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

9.47%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

12.13%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

13.83%

+1.86%

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

Both SUUS.L and XMVU.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. XMVU.L - Dividend Comparison

SUUS.L has not paid dividends to shareholders, while XMVU.L's dividend yield for the trailing twelve months is around 1.18%.

PositionTTM202520242023202220212020
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D		1.18%1.24%1.31%1.33%1.82%1.27%1.81%

Frequently Asked Questions

SUUS.L and XMVU.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Xtrackers.

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