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ISIN
US46435U2188
CUSIP
46435U218
Issuer
iShares
Inception Date
May 7, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI USA Extended ESG Leaders Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

SUSL Performance Chart

iShares ESG MSCI USA Leaders ETF (SUSL) is up 9.3% since the beginning of the year. SUSL is currently trading at $132 per share. Investors who bought $1,000 worth of SUSL shares 5 years ago would now be looking at an investment worth $1,933.


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S&P 500 Index

Returns By Period

iShares ESG MSCI USA Leaders ETF (SUSL) has returned 9.34% so far this year and 28.47% over the past 12 months.


iShares ESG MSCI USA Leaders ETF

1D
0.93%
1M
0.79%
YTD
9.34%
6M
9.63%
1Y
28.47%
3Y*
21.01%
5Y*
14.09%
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSL Monthly Returns History

Based on dividend-adjusted daily data since May 10, 2019, SUSL's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, an investment would double in approximately 4.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SUSL closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 12, 2020 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.44%-1.90%-5.62%11.83%4.63%-0.50%9.34%
20251.47%-2.35%-5.89%-0.16%8.29%4.86%2.73%1.41%3.97%3.42%-0.52%1.00%18.97%
20241.98%5.72%3.46%-4.39%4.86%3.78%0.31%1.90%2.26%-0.94%6.08%-3.11%23.51%
20236.39%-2.45%3.94%1.22%0.92%6.68%3.38%-0.39%-5.03%-2.56%10.39%4.36%29.08%
2022-6.28%-3.36%3.97%-8.56%-0.70%-7.38%8.10%-4.89%-9.09%7.38%6.71%-5.94%-20.22%
2021-0.68%2.89%4.76%4.98%0.87%2.64%2.95%3.04%-4.90%9.30%-1.60%4.20%31.53%

Benchmark Metrics

iShares ESG MSCI USA Leaders ETF has an annualized alpha of 2.62%, beta of 0.96, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since May 10, 2019.

  • This ETF captured 106.00% of S&P 500 Index gains but only 97.61% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 2.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.96 and R2 of 0.93, 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
2.62%
Beta
0.96
0.93
Upside Capture
106.00%
Downside Capture
97.61%

Expense Ratio

SUSL has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

SUSL ranks 60 for risk / return — better than 60% 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.


SUSL Risk / Return Rank: 6060
Overall Rank
SUSL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SUSL Sortino Ratio Rank: 6363
Sortino Ratio Rank
SUSL Omega Ratio Rank: 6363
Omega Ratio Rank
SUSL Calmar Ratio Rank: 5151
Calmar Ratio Rank
SUSL Martin Ratio Rank: 6060
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 ESG MSCI USA Leaders ETF (SUSL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SUSLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.44

2.66

-0.21

Martin ratioReturn relative to average drawdown

10.37

11.86

-1.49

Dividends

Dividend History

iShares ESG MSCI USA Leaders ETF provided a 0.95% dividend yield over the last twelve months, with an annual payout of $1.25 per share. The fund has been increasing its distributions for 6 consecutive years.


1.00%1.10%1.20%1.30%1.40%1.50%1.60%$0.00$0.20$0.40$0.60$0.80$1.00$1.202019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.25$1.20$1.13$1.08$1.04$0.94$0.90$0.62

Dividend yield

0.95%0.99%1.10%1.27%1.57%1.12%1.38%1.12%

Monthly Dividends

The table displays the monthly dividend distributions for iShares ESG MSCI USA Leaders 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$0.30$0.00$0.00$0.29$0.58
2025$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.31$0.00$0.00$0.36$1.20
2024$0.00$0.00$0.27$0.00$0.00$0.22$0.00$0.00$0.32$0.00$0.00$0.33$1.13
2023$0.00$0.00$0.26$0.00$0.00$0.23$0.00$0.00$0.31$0.00$0.00$0.27$1.08
2022$0.00$0.00$0.25$0.00$0.00$0.22$0.00$0.00$0.30$0.00$0.00$0.27$1.04
2021$0.00$0.00$0.23$0.00$0.00$0.21$0.00$0.00$0.27$0.00$0.00$0.24$0.94

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 ESG MSCI USA Leaders 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 MSCI USA Leaders ETF was 34.26%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current iShares ESG MSCI USA Leaders ETF drawdown is 1.32%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.26%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-26.98%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-19.91%Apr 2025
2mo 14d2mo 19d
5mo 3dJan 2025 - Jun 2025
2026 correction2026
-11.37%Mar 2026
2mo18d
2mo 18dJan 2026 - Apr 2026
2024 pullback2024
-9.37%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


SUSLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-56.78%

+22.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-9.10%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.91%

-18.90%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-25.43%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.32%

-2.49%

+1.17%

Average Drawdown

Average peak-to-trough decline

-5.68%

-10.72%

+5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.03%

+0.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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