SUWS.L vs. CSP1.L
SUWS.L (iShares MSCI World SRI UCITS ETF USD (Dist)) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - SUWS.L is a Global Equities fund tracking the iShares MSCI World SRI UCITS ETF USD (Dist), while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SUWS.L returned 9.18%/yr vs 13.16%/yr for CSP1.L. Their correlation of 0.86 suggests significant overlap in exposure. SUWS.L charges 0.20%/yr vs 0.07%/yr for CSP1.L.
Performance
SUWS.L vs. CSP1.L - Performance Comparison
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Different Trading Currencies
SUWS.L is traded in USD, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SUWS.L having a 10.37% return and CSP1.L slightly higher at 10.64%.
SUWS.L
- 1D
- -0.43%
- 1M
- -1.35%
- 6M
- 8.12%
- YTD
- 10.37%
- 1Y
- 18.55%
- 3Y*
- 13.89%
- 5Y*
- 9.18%
- 10Y*
- —
CSP1.L
- 1D
- 0.64%
- 1M
- 0.52%
- 6M
- 10.36%
- YTD
- 10.64%
- 1Y
- 22.24%
- 3Y*
- 20.23%
- 5Y*
- 13.16%
- 10Y*
- 15.00%
SUWS.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUWS.L iShares MSCI World SRI UCITS ETF USD (Dist) | 10.37% | 14.86% | 11.22% | 25.16% | -21.20% | 25.32% | 21.04% | 29.76% | -7.49% | 4.80% |
CSP1.L iShares Core S&P 500 UCITS ETF | 10.64% | 17.63% | 25.22% | 26.11% | -18.77% | 29.88% | 17.14% | 31.49% | -5.65% | 5.82% |
Correlation
The correlation between SUWS.L and CSP1.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2017 | 0.86 |
The correlation between SUWS.L and CSP1.L has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
SUWS.L vs. CSP1.L — Risk / Return Rank
SUWS.L
CSP1.L
SUWS.L vs. CSP1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.L) and iShares Core S&P 500 UCITS ETF (CSP1.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.
| SUWS.L | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.55 | -0.50 |
| Martin ratioReturn relative to average drawdown | 7.87 | 10.42 | -2.55 |
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Drawdowns
SUWS.L vs. CSP1.L - Drawdown Comparison
The maximum SUWS.L drawdown since its inception was -31.97%, roughly equal to the maximum CSP1.L drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for SUWS.L and CSP1.L.
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Drawdown Indicators
| SUWS.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.97% | -33.51% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -8.68% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.81% | -19.33% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.06% | -25.16% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.51% | — |
Current DrawdownCurrent decline from peak | -1.78% | -0.22% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -4.07% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.13% | +0.36% |
Volatility
SUWS.L vs. CSP1.L - Volatility Comparison
iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.L) has a higher volatility of 4.00% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 3.12%. This indicates that SUWS.L's price experiences larger fluctuations and is considered to be riskier than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUWS.L | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.12% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 8.66% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 11.64% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 20.99% | -4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 18.84% | -1.99% |
SUWS.L vs. CSP1.L - Expense Ratio Comparison
SUWS.L has a 0.20% expense ratio, which is higher than CSP1.L's 0.07% 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%.
Dividends
SUWS.L vs. CSP1.L - Dividend Comparison
SUWS.L's dividend yield for the trailing twelve months is around 1.20%, while CSP1.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUWS.L iShares MSCI World SRI UCITS ETF USD (Dist) | 1.20% | 1.21% | 1.41% | 1.52% | 1.71% | 1.20% | 1.21% | 1.70% | 2.26% |
Frequently Asked Questions
SUWS.L and CSP1.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SUWS.L.
SUWS.L is categorized as Global Equities, while CSP1.L is S&P 500. SUWS.L tracks iShares MSCI World SRI UCITS ETF USD (Dist), while CSP1.L tracks S&P 500 Index. Their fees differ too: 0.20% for SUWS.L and 0.07% for CSP1.L.
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