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

ETF Info

ISIN

US46435G1931

CUSIP

46435G193

Issuer

iShares

Inception Date

Jul 11, 2017

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Bloomberg MSCI US Corporate ESG Focus Index

Asset Class

Bond

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
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%JuneJulyAugustSeptemberOctoberNovember
5.15%
12.84%
SUSC (iShares ESG Aware USD Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares ESG Aware USD Corporate Bond ETF had a return of 3.43% year-to-date (YTD) and 9.29% in the last 12 months.


SUSC

YTD

3.43%

1M

0.66%

6M

4.64%

1Y

9.29%

5Y (annualized)

0.40%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.53%

1M

3.09%

6M

12.87%

1Y

31.32%

5Y (annualized)

13.73%

10Y (annualized)

11.25%

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%3.43%
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%

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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SUSC is 42, 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 4242
Overall Rank
The Sharpe Ratio Rank of SUSC is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SUSC is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SUSC is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SUSC is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SUSC is 3939
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for SUSC, currently valued at 1.51, compared to the broader market-2.000.002.004.001.512.56
The chart of Sortino ratio for SUSC, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.0010.0012.002.233.42
The chart of Omega ratio for SUSC, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.48
The chart of Calmar ratio for SUSC, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.633.69
The chart of Martin ratio for SUSC, currently valued at 5.49, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.4916.38
SUSC
^GSPC

The current iShares ESG Aware USD Corporate Bond ETF Sharpe ratio is 1.51. 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
1.51
2.56
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$0.82
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
-7.37%
-0.23%
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 7.37%.


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 2.08%, 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
2.08%
3.97%
SUSC (iShares ESG Aware USD Corporate Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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