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iShares ESG Aware USD Corporate Bond ETF (SUSC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46435G1931
CUSIP46435G193
IssueriShares
Inception DateJul 11, 2017
RegionDeveloped Markets (Broad)
CategoryCorporate Bonds
Leveraged1x
Index TrackedBloomberg MSCI US Corporate ESG Focus Index
Asset ClassBond

Expense Ratio

SUSC has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for SUSC: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: SUSC vs. SUSB, SUSC vs. VCEB, SUSC vs. EUSB, SUSC vs. IBND, SUSC vs. VIG, SUSC vs. ANGL, SUSC vs. SJNK, SUSC vs. BND, SUSC vs. FAGIX, SUSC vs. VTC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares ESG Aware USD Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.65%
14.38%
SUSC (iShares ESG Aware USD Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares ESG Aware USD Corporate Bond ETF had a return of 3.21% year-to-date (YTD) and 11.27% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.21%25.82%
1 month-0.58%3.20%
6 months4.97%14.94%
1 year11.27%35.92%
5 years (annualized)0.62%14.22%
10 years (annualized)N/A11.43%

Monthly Returns

The table below presents the monthly returns of SUSC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.28%-1.40%1.18%-2.54%1.98%0.50%2.35%1.61%1.77%-2.56%3.21%
20234.39%-3.45%2.98%0.77%-1.51%0.54%0.10%-0.73%-2.74%-1.92%6.17%4.16%8.57%
2022-3.08%-1.98%-2.71%-5.63%1.35%-3.10%3.53%-3.45%-5.19%-0.91%5.70%-1.15%-15.95%
2021-1.41%-1.79%-1.50%1.00%0.54%1.83%1.33%-0.30%-1.31%0.50%-0.05%-0.32%-1.57%
20202.40%0.91%-5.54%4.11%2.01%1.86%2.88%-1.68%-0.25%-0.28%2.99%0.16%9.57%
20192.64%-0.02%2.66%0.30%1.00%2.96%0.39%2.85%-0.72%0.86%0.45%0.29%14.44%
2018-0.94%-1.85%0.26%-1.05%0.63%-0.53%0.73%0.35%0.04%-1.58%-0.09%1.49%-2.59%
2017-0.28%0.47%0.58%0.25%-0.22%1.31%2.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SUSC is 46, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SUSC is 4646
Combined Rank
The Sharpe Ratio Rank of SUSC is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of SUSC is 5656Sortino Ratio Rank
The Omega Ratio Rank of SUSC is 5252Omega Ratio Rank
The Calmar Ratio Rank of SUSC is 2626Calmar Ratio Rank
The Martin Ratio Rank of SUSC is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SUSC
Sharpe ratio
The chart of Sharpe ratio for SUSC, currently valued at 1.88, compared to the broader market-2.000.002.004.006.001.88
Sortino ratio
The chart of Sortino ratio for SUSC, currently valued at 2.80, compared to the broader market0.005.0010.002.80
Omega ratio
The chart of Omega ratio for SUSC, currently valued at 1.34, compared to the broader market1.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for SUSC, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.69
Martin ratio
The chart of Martin ratio for SUSC, currently valued at 7.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.05

Sharpe Ratio

The current iShares ESG Aware USD Corporate Bond ETF Sharpe ratio is 1.88. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares ESG Aware USD Corporate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.88
3.08
SUSC (iShares ESG Aware USD Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares ESG Aware USD Corporate Bond ETF provided a 4.21% dividend yield over the last twelve months, with an annual payout of $0.98 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.98$0.89$0.66$0.60$0.62$0.81$0.93$0.43

Dividend yield

4.21%3.83%2.97%2.21%2.20%3.08%3.88%1.70%

Monthly Dividends

The table displays the monthly dividend distributions for iShares ESG Aware USD Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.81
2023$0.00$0.06$0.07$0.08$0.07$0.07$0.07$0.08$0.08$0.07$0.08$0.16$0.89
2022$0.00$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.06$0.12$0.66
2021$0.00$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.05$0.15$0.60
2020$0.00$0.06$0.06$0.06$0.06$0.06$0.05$0.04$0.05$0.05$0.04$0.08$0.62
2019$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.12$0.81
2018$0.00$0.12$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.15$0.13$0.93
2017$0.19$0.06$0.06$0.12$0.43

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.57%
0
SUSC (iShares ESG Aware USD Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares ESG Aware USD Corporate Bond 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 ESG Aware USD Corporate Bond ETF was 22.41%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current iShares ESG Aware USD Corporate Bond ETF drawdown is 7.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.41%Aug 5, 2021306Oct 20, 2022
-18.91%Mar 9, 20209Mar 19, 202060Jun 15, 202069
-5.56%Jan 4, 202152Mar 18, 202194Aug 2, 2021146
-4.45%Jan 2, 201892May 17, 2018178Feb 8, 2019270
-2.69%Aug 7, 202060Oct 30, 202020Nov 30, 202080

Volatility

Volatility Chart

The current iShares ESG Aware USD Corporate Bond ETF volatility is 1.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.97%
3.89%
SUSC (iShares ESG Aware USD Corporate Bond ETF)
Benchmark (^GSPC)