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SUUS.L vs. XZSP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUUS.L vs. XZSP.DE - 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 S&P 500 ESG UCITS ETF 1C (XZSP.DE). The values are adjusted to include any dividend payments, if applicable.

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SUUS.L vs. XZSP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
-1.38%3.44%15.85%17.58%-2.15%
XZSP.DE
Xtrackers S&P 500 ESG UCITS ETF 1C
-2.63%10.83%25.52%21.42%-1.60%
Different Trading Currencies

SUUS.L is traded in GBp, while XZSP.DE is traded in EUR. To make them comparable, the XZSP.DE 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 -1.38% return, which is significantly higher than XZSP.DE's -2.63% return.


SUUS.L

1D
1.78%
1M
-3.80%
YTD
-1.38%
6M
0.11%
1Y
11.41%
3Y*
10.13%
5Y*
9.78%
10Y*

XZSP.DE

1D
1.89%
1M
-3.19%
YTD
-2.63%
6M
2.27%
1Y
16.99%
3Y*
16.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUUS.L vs. XZSP.DE - Expense Ratio Comparison

SUUS.L has a 0.20% expense ratio, which is higher than XZSP.DE's 0.08% 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%.


Return for Risk

SUUS.L vs. XZSP.DE — 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: 4343
Overall Rank
SUUS.L Sharpe Ratio Rank: 3737
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: 5757
Calmar Ratio Rank
SUUS.L Martin Ratio Rank: 4848
Martin Ratio Rank

XZSP.DE
XZSP.DE Risk / Return Rank: 4040
Overall Rank
XZSP.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XZSP.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
XZSP.DE Omega Ratio Rank: 3434
Omega Ratio Rank
XZSP.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
XZSP.DE Martin Ratio Rank: 5151
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. XZSP.DE - 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 S&P 500 ESG UCITS ETF 1C (XZSP.DE). 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.LXZSP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.05

-0.32

Sortino ratio

Return per unit of downside risk

1.11

1.50

-0.39

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratio

Return relative to maximum drawdown

1.57

2.25

-0.68

Martin ratio

Return relative to average drawdown

4.96

8.68

-3.72

SUUS.L vs. XZSP.DE - Sharpe Ratio Comparison

The current SUUS.L Sharpe Ratio is 0.73, which is lower than the XZSP.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SUUS.L and XZSP.DE, 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.LXZSP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.05

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.11

-0.25

Correlation

The correlation between SUUS.L and XZSP.DE is 0.85, 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. XZSP.DE - Dividend Comparison

Neither SUUS.L nor XZSP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SUUS.L vs. XZSP.DE - Drawdown Comparison

The maximum SUUS.L drawdown since its inception was -24.56%, which is greater than XZSP.DE's maximum drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for SUUS.L and XZSP.DE.


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Drawdown Indicators


SUUS.LXZSP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-23.40%

-1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-13.71%

+3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

Current Drawdown

Current decline from peak

-4.67%

-4.97%

+0.30%

Average Drawdown

Average peak-to-trough decline

-3.59%

-3.21%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.22%

+0.06%

Volatility

SUUS.L vs. XZSP.DE - Volatility Comparison

iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a higher volatility of 4.21% compared to Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) at 3.91%. This indicates that SUUS.L's price experiences larger fluctuations and is considered to be riskier than XZSP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUUS.LXZSP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.91%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

8.28%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

16.16%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

13.98%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

13.98%

+1.76%