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BBHL vs. SUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBHL vs. SUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Large Cap ETF (BBHL) and iShares MSCI USA ESG Select ETF (SUSA). The values are adjusted to include any dividend payments, if applicable.

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BBHL vs. SUSA - Yearly Performance Comparison


2026 (YTD)2025
BBHL
BBH Select Large Cap ETF
-6.51%2.72%
SUSA
iShares MSCI USA ESG Select ETF
-4.20%2.89%

Returns By Period

In the year-to-date period, BBHL achieves a -6.51% return, which is significantly lower than SUSA's -4.20% return.


BBHL

1D
0.33%
1M
-5.22%
YTD
-6.51%
6M
1Y
3Y*
5Y*
10Y*

SUSA

1D
0.81%
1M
-4.63%
YTD
-4.20%
6M
-1.67%
1Y
16.65%
3Y*
16.24%
5Y*
9.77%
10Y*
13.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBHL vs. SUSA - Expense Ratio Comparison

BBHL has a 0.71% expense ratio, which is higher than SUSA's 0.25% expense ratio.


Return for Risk

BBHL vs. SUSA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBHL

SUSA
SUSA Risk / Return Rank: 5353
Overall Rank
SUSA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SUSA Sortino Ratio Rank: 5151
Sortino Ratio Rank
SUSA Omega Ratio Rank: 5353
Omega Ratio Rank
SUSA Calmar Ratio Rank: 5252
Calmar Ratio Rank
SUSA 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.

BBHL vs. SUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Large Cap ETF (BBHL) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BBHL vs. SUSA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBHLSUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

0.54

-1.35

Correlation

The correlation between BBHL and SUSA is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBHL vs. SUSA - Dividend Comparison

BBHL has not paid dividends to shareholders, while SUSA's dividend yield for the trailing twelve months is around 0.96%.


TTM20252024202320222021202020192018201720162015
BBHL
BBH Select Large Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUSA
iShares MSCI USA ESG Select ETF
0.96%0.89%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%

Drawdowns

BBHL vs. SUSA - Drawdown Comparison

The maximum BBHL drawdown since its inception was -11.99%, smaller than the maximum SUSA drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for BBHL and SUSA.


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Drawdown Indicators


BBHLSUSADifference

Max Drawdown

Largest peak-to-trough decline

-11.99%

-53.93%

+41.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.93%

Current Drawdown

Current decline from peak

-9.41%

-6.49%

-2.92%

Average Drawdown

Average peak-to-trough decline

-3.42%

-7.30%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

Volatility

BBHL vs. SUSA - Volatility Comparison


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Volatility by Period


BBHLSUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

18.15%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.04%

17.32%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.04%

18.12%

-5.08%