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XRSS.L vs. SUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XRSS.L vs. SUSA

Last updated Jun 5, 2026

XRSS.L (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and SUSA (iShares MSCI USA ESG Select ETF) are both exchange-traded funds - XRSS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index. Both are passively managed. Over the past 10 years, XRSS.L returned 14.67%/yr vs 15.89%/yr for SUSA. A 0.59 correlation means they provide meaningful diversification when combined. XRSS.L charges 0.07%/yr vs 0.25%/yr for SUSA.

Performance

XRSS.L vs. SUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and iShares MSCI USA ESG Select ETF (SUSA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XRSS.L is traded in GBp, while SUSA is traded in USD. To make them comparable, the SUSA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XRSS.L achieves a 10.42% return, which is significantly lower than SUSA's 11.96% return. Over the past 10 years, XRSS.L has underperformed SUSA with an annualized return of 14.67%, while SUSA has yielded a comparatively higher 15.89% annualized return.

XRSS.L

1D
0.06%
1M
6.12%
YTD
10.42%
6M
10.27%
1Y
29.91%
3Y*
19.76%
5Y*
14.37%
10Y*
14.67%

SUSA

1D
0.36%
1M
6.21%
YTD
11.96%
6M
10.24%
1Y
28.04%
3Y*
18.14%
5Y*
13.15%
10Y*
15.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSS.L vs. SUSA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C		10.42%9.60%28.26%22.69%-11.96%29.11%12.54%25.48%-5.60%7.52%
SUSA
iShares MSCI USA ESG Select ETF		11.96%7.48%24.57%17.69%-12.03%31.68%21.00%27.08%-0.07%11.93%

Correlation

The correlation between XRSS.L and SUSA is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.61

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

0.58

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2015

0.59

The correlation between XRSS.L and SUSA has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

XRSS.L vs. SUSA - Sectors Allocation Comparison

Sectors
XRSS.L
SUSA

Technology

37.9%
39.4%

Financial Services

12.4%
11.9%

Communication Services

12.1%
8.5%

Consumer Cyclical

10.8%
6.9%

Healthcare

9.2%
9.0%

Industrials

7.7%
10.2%

Consumer Defensive

2.7%
3.5%

Real Estate

2.1%
3.1%

Energy

2.0%
3.9%

Basic Materials

1.9%
2.5%

Utilities

1.3%
1.3%

Technology

XRSS.L
37.9%
SUSA
39.4%

Financial Services

XRSS.L
12.4%
SUSA
11.9%

Communication Services

XRSS.L
12.1%
SUSA
8.5%

Consumer Cyclical

XRSS.L
10.8%
SUSA
6.9%

Healthcare

XRSS.L
9.2%
SUSA
9.0%

Industrials

XRSS.L
7.7%
SUSA
10.2%

Consumer Defensive

XRSS.L
2.7%
SUSA
3.5%

Real Estate

XRSS.L
2.1%
SUSA
3.1%

Energy

XRSS.L
2.0%
SUSA
3.9%

Basic Materials

XRSS.L
1.9%
SUSA
2.5%

Utilities

XRSS.L
1.3%
SUSA
1.3%

Compare stocks, funds, or ETFs

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

Xtrackers MSCI USA ESG Screened UCITS ETF 1C

iShares MSCI USA ESG Select ETF

Often compared with XRSS.L:
XRSS.L vs. XZSP.DEXRSS.L vs. ISDU.LXRSS.L vs. FRUE.LXRSS.L vs. CAPU.LXRSS.L vs. LCUS.LXRSS.L vs. MVEA.LXRSS.L vs. BBDD.L
Often compared with SUSA:
SUSA vs. ESGUSUSA vs. ESGVSUSA vs. SUSLSUSA vs. SPYSUSA vs. VOOSUSA vs. IQSUSUSA vs. JEPI

Return for Risk

XRSS.L vs. SUSA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XRSS.L
XRSS.L Risk / Return Rank: 7575
Overall Rank
XRSS.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XRSS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XRSS.L Omega Ratio Rank: 8282
Omega Ratio Rank
XRSS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRSS.L Martin Ratio Rank: 6464
Martin Ratio Rank
SUSA
SUSA Risk / Return Rank: 6565
Overall Rank
SUSA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SUSA Sortino Ratio Rank: 6666
Sortino Ratio Rank
SUSA Omega Ratio Rank: 6666
Omega Ratio Rank
SUSA Calmar Ratio Rank: 5757
Calmar Ratio Rank
SUSA Martin Ratio Rank: 6767
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.

XRSS.L vs. SUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and iShares MSCI USA ESG Select ETF (SUSA). 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.

XRSS.LSUSADifference
Sharpe ratioReturn per unit of total volatility
2.61
2.39

+0.22

Sortino ratioReturn per unit of downside risk
3.49
3.13

+0.36

Omega ratioGain probability vs. loss probability

1.48

1.44

+0.04

Calmar ratioReturn relative to maximum drawdown

3.30

3.44

-0.14

Martin ratioReturn relative to average drawdown

11.44

12.98

-1.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRSS.L vs. SUSA - Sharpe Ratio Comparison

The current XRSS.L Sharpe Ratio is 2.61, which is comparable to the SUSA Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of XRSS.L and SUSA, 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

XRSS.LSUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

2.39

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.82

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.88

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.69

+0.09

Drawdowns

XRSS.L vs. SUSA - Drawdown Comparison

The maximum XRSS.L drawdown since its inception was -33.00%, roughly equal to the maximum SUSA drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for XRSS.L and SUSA.

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Drawdown Indicators

XRSS.LSUSADifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-32.78%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-8.19%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-22.42%

-22.41%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-22.41%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

-24.90%

-8.10%

Current Drawdown

Current decline from peak

-0.17%

-0.16%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.64%

-5.12%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.17%

+0.44%

Volatility

XRSS.L vs. SUSA - Volatility Comparison

Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and iShares MSCI USA ESG Select ETF (SUSA) have volatilities of 2.86% and 2.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XRSS.LSUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.84%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

8.72%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

11.81%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

16.10%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

18.12%

-1.37%

XRSS.L vs. SUSA - Expense Ratio Comparison

XRSS.L has a 0.07% expense ratio, which is lower than SUSA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XRSS.L vs. SUSA - Dividend Comparison

XRSS.L has not paid dividends to shareholders, while SUSA's dividend yield for the trailing twelve months is around 0.82%.

PositionTTM20252024202320222021202020192018201720162015
SUSA
iShares MSCI USA ESG Select ETF		0.82%0.89%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XRSS.L and SUSA have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XRSS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRSS.L is cheaper with a 0.07% expense ratio, compared with 0.25% for SUSA.

XRSS.L is categorized as Large Cap Blend Equities, while SUSA is Large Cap Growth Equities. XRSS.L tracks Russell 1000 TR USD, while SUSA tracks MSCI USA ESG Select Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XRSS.L and 0.25% for SUSA.

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