WQDS.L vs. SUSU.L
WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) and SUSU.L (iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)) are both exchange-traded funds - WQDS.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while SUSU.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 5 years, WQDS.L returned 13.76%/yr vs 3.96%/yr for SUSU.L. At a 0.19 correlation, their price movements are largely independent. WQDS.L charges 0.38%/yr vs 0.12%/yr for SUSU.L.
Performance
WQDS.L vs. SUSU.L - Performance Comparison
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Different Trading Currencies
WQDS.L is traded in GBp, while SUSU.L is traded in USD. To make them comparable, the SUSU.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, WQDS.L achieves a 15.10% return, which is significantly higher than SUSU.L's 1.40% return.
WQDS.L
- 1D
- 0.14%
- 1M
- 5.99%
- YTD
- 15.10%
- 6M
- 15.33%
- 1Y
- 33.02%
- 3Y*
- 17.21%
- 5Y*
- 13.76%
- 10Y*
- —
SUSU.L
- 1D
- -0.01%
- 1M
- 1.51%
- YTD
- 1.40%
- 6M
- 0.82%
- 1Y
- 5.35%
- 3Y*
- 2.50%
- 5Y*
- 3.96%
- 10Y*
- —
WQDS.L vs. SUSU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 15.10% | 16.53% | 12.46% | 11.62% | 4.66% | 18.72% | -2.56% | 19.86% | -4.64% |
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 1.40% | -2.01% | 7.23% | -0.02% | 9.51% | 0.75% | 0.19% | 0.28% | -1.07% |
Correlation
The correlation between WQDS.L and SUSU.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.19 |
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Return for Risk
WQDS.L vs. SUSU.L — Risk / Return Rank
WQDS.L
SUSU.L
WQDS.L vs. SUSU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) and iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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.
| WQDS.L | SUSU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.40 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.14 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.90 | 1.02 | +3.88 |
| Martin ratioReturn relative to average drawdown | 18.20 | 2.89 | +15.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WQDS.L | SUSU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.19 | 0.78 | +2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.47 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.25 | +0.55 |
Drawdowns
WQDS.L vs. SUSU.L - Drawdown Comparison
The maximum WQDS.L drawdown since its inception was -24.24%, which is greater than SUSU.L's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for WQDS.L and SUSU.L.
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Drawdown Indicators
| WQDS.L | SUSU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.24% | -15.77% | -8.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -5.06% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.93% | -9.14% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -14.93% | -15.77% | +0.84% |
Current DrawdownCurrent decline from peak | 0.00% | -4.60% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -6.97% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.78% | +0.04% |
Volatility
WQDS.L vs. SUSU.L - Volatility Comparison
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a higher volatility of 3.09% compared to iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) at 1.87%. This indicates that WQDS.L's price experiences larger fluctuations and is considered to be riskier than SUSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WQDS.L | SUSU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 1.87% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 5.03% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.37% | 6.55% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.58% | 8.35% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 8.59% | +4.63% |
WQDS.L vs. SUSU.L - Expense Ratio Comparison
WQDS.L has a 0.38% expense ratio, which is higher than SUSU.L's 0.12% expense ratio.
Dividends
WQDS.L vs. SUSU.L - Dividend Comparison
WQDS.L's dividend yield for the trailing twelve months is around 2.90%, less than SUSU.L's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 4.49% | 4.60% | 4.71% | 4.01% | 1.59% | 0.82% | 2.24% | 2.90% | 0.00% | 0.00% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.90% | 3.12% | 3.24% | 3.55% | 3.56% | 3.71% | 3.84% | 3.98% | 4.19% | 1.05% |
Frequently Asked Questions
WQDS.L and SUSU.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.38% for WQDS.L.
WQDS.L is categorized as Global Equities, while SUSU.L is Corporate Bonds. WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.38% for WQDS.L and 0.12% for SUSU.L.
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