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ISIN
US4642888022
CUSIP
464288802
Issuer
iShares
Inception Date
Jan 24, 2005
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI USA ESG Select Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$4B

Share Price Chart


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Performance

SUSA Performance Chart

iShares MSCI USA ESG Select ETF (SUSA) is up 8.5% since the beginning of the year. SUSA is currently trading at $151 per share. Investors who bought $1,000 worth of SUSA shares 5 years ago would now be looking at an investment worth $1,711.


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S&P 500 Index

Returns By Period

iShares MSCI USA ESG Select ETF (SUSA) has returned 8.54% so far this year and 22.91% over the past 12 months. Looking at the last ten years, SUSA has achieved an annualized return of 14.68%, outperforming the S&P 500 Index benchmark, which averaged 13.33% per year.


iShares MSCI USA ESG Select ETF

1D
-2.66%
1M
1.50%
YTD
8.54%
6M
7.88%
1Y
22.91%
3Y*
19.97%
5Y*
11.34%
10Y*
14.68%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.64%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSA Monthly Returns History

Based on dividend-adjusted daily data since Jan 28, 2005, SUSA's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.2%, while the worst month was Oct 2008 at -18.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SUSA closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.31%-0.86%-5.38%10.48%5.40%-1.91%8.54%
20252.40%-1.86%-5.76%-0.03%6.24%4.13%1.46%2.39%3.28%2.86%0.11%0.01%15.72%
20240.76%4.65%3.32%-4.38%4.66%3.09%2.14%3.08%2.12%-1.97%6.44%-2.91%22.43%
20236.44%-2.41%3.04%0.62%-0.32%6.65%3.71%-1.66%-5.38%-3.53%10.45%5.23%23.88%
2022-7.08%-4.35%2.86%-8.54%-0.09%-8.59%9.64%-4.31%-9.90%8.81%6.37%-5.91%-21.38%
2021-0.36%2.35%4.89%4.95%0.95%2.89%2.85%3.28%-5.15%7.69%-1.46%4.64%30.45%

Benchmark Metrics

iShares MSCI USA ESG Select ETF has an annualized alpha of 1.73%, beta of 0.93, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 31, 2005.

  • This ETF captured 104.14% of S&P 500 Index gains but only 98.69% of its losses - a favorable profile for investors.
  • With beta of 0.93 and R2 of 0.94, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.73%
Beta
0.93
0.94
Upside Capture
104.14%
Downside Capture
98.69%

Expense Ratio

SUSA has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

SUSA ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SUSA Risk / Return Rank: 6161
Overall Rank
SUSA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SUSA Sortino Ratio Rank: 6161
Sortino Ratio Rank
SUSA Omega Ratio Rank: 6161
Omega Ratio Rank
SUSA Calmar Ratio Rank: 5555
Calmar Ratio Rank
SUSA Martin Ratio Rank: 6666
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and compare them to S&P 500 Index.


SUSABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

2.46

2.69

-0.23

Martin ratioReturn relative to average drawdown

10.83

12.34

-1.51

Dividends

Dividend History

iShares MSCI USA ESG Select ETF provided a 0.85% dividend yield over the last twelve months, with an annual payout of $1.28 per share.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.28$1.25$1.40$1.32$1.25$1.04$0.96$1.02$0.89$0.78$0.72$0.59

Dividend yield

0.85%0.89%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI USA ESG Select ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.32$0.00$0.00$0.00$0.32
2025$0.00$0.00$0.29$0.00$0.00$0.27$0.00$0.00$0.34$0.00$0.00$0.35$1.25
2024$0.00$0.00$0.33$0.00$0.00$0.26$0.00$0.00$0.44$0.00$0.00$0.37$1.40
2023$0.00$0.00$0.33$0.00$0.00$0.24$0.00$0.00$0.40$0.00$0.00$0.36$1.32
2022$0.00$0.00$0.29$0.00$0.00$0.22$0.00$0.00$0.38$0.00$0.00$0.37$1.25
2021$0.00$0.00$0.25$0.00$0.00$0.19$0.00$0.00$0.31$0.00$0.00$0.29$1.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI USA ESG Select ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI USA ESG Select ETF was 53.93%, occurring on Mar 9, 2009. Recovery took 759 trading sessions.

The current iShares MSCI USA ESG Select ETF drawdown is 3.16%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.93%Mar 2009
1y 5mo3y 5d
4y 5moOct 2007 - Mar 2012
COVID crash2020
-32.93%Mar 2020
1mo 2d3mo 29d
5mo 1dFeb 2020 - Jul 2020
Bear market2022
-28.23%Oct 2022
9mo 16d1y 3mo
2y 1moDec 2021 - Feb 2024
2025 selloff2025
-19.30%Apr 2025
4mo 4d2mo 23d
6mo 27dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-19.17%Dec 2018
3mo 1d3mo 8d
6mo 9dSep 2018 - Apr 2019

Drawdown Indicators


SUSABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.93%

-56.78%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-9.10%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-18.90%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

-25.43%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-32.93%

-33.92%

+0.99%

Current Drawdown

Current decline from peak

-3.16%

-2.97%

-0.19%

Average Drawdown

Average peak-to-trough decline

-7.24%

-10.72%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.97%

+0.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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