CFA vs. SUSC
CFA (VictoryShares US 500 Volatility Weighted ETF) and SUSC (iShares ESG Aware USD Corporate Bond ETF) are both exchange-traded funds - CFA is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index, while SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index. Both are passively managed. Over the past 5 years, CFA returned 7.94%/yr vs 0.48%/yr for SUSC. At a 0.19 correlation, their price movements are largely independent. CFA charges 0.35%/yr vs 0.18%/yr for SUSC.
Performance
CFA vs. SUSC - Performance Comparison
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Returns By Period
In the year-to-date period, CFA achieves a 6.98% return, which is significantly higher than SUSC's 0.60% return.
CFA
- 1D
- 0.49%
- 1M
- 1.35%
- YTD
- 6.98%
- 6M
- 7.87%
- 1Y
- 14.73%
- 3Y*
- 13.90%
- 5Y*
- 7.94%
- 10Y*
- 11.44%
SUSC
- 1D
- -0.02%
- 1M
- 0.45%
- YTD
- 0.60%
- 6M
- 0.62%
- 1Y
- 6.01%
- 3Y*
- 5.14%
- 5Y*
- 0.48%
- 10Y*
- —
CFA vs. SUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFA VictoryShares US 500 Volatility Weighted ETF | 6.98% | 8.63% | 15.34% | 11.85% | -11.39% | 26.09% | 11.98% | 30.15% | -8.62% | 9.78% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.60% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
Correlation
The correlation between CFA and SUSC is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2017 | 0.19 |
Over the past year, CFA and SUSC have become more correlated (0.41) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
CFA vs. SUSC — Risk / Return Rank
CFA
SUSC
CFA vs. SUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Volatility Weighted ETF (CFA) and iShares ESG Aware USD Corporate Bond ETF (SUSC). 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.
| CFA | SUSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.37 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.03 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.02 | +0.06 |
Martin ratioReturn relative to average drawdown | 7.69 | 6.29 | +1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFA | SUSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.37 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.07 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.30 | +0.32 |
Drawdowns
CFA vs. SUSC - Drawdown Comparison
The maximum CFA drawdown since its inception was -37.74%, which is greater than SUSC's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for CFA and SUSC.
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Drawdown Indicators
| CFA | SUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -22.42% | -15.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -2.87% | -4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -6.57% | -10.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -22.42% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.23% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -5.89% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 0.92% | +1.00% |
Volatility
CFA vs. SUSC - Volatility Comparison
VictoryShares US 500 Volatility Weighted ETF (CFA) has a higher volatility of 2.52% compared to iShares ESG Aware USD Corporate Bond ETF (SUSC) at 1.43%. This indicates that CFA's price experiences larger fluctuations and is considered to be riskier than SUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFA | SUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 1.43% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 3.24% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 4.40% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.06% | 7.19% | +7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 7.63% | +9.59% |
CFA vs. SUSC - Expense Ratio Comparison
CFA has a 0.35% expense ratio, which is higher than SUSC's 0.18% expense ratio.
Dividends
CFA vs. SUSC - Dividend Comparison
CFA's dividend yield for the trailing twelve months is around 1.23%, less than SUSC's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFA VictoryShares US 500 Volatility Weighted ETF | 1.23% | 1.29% | 1.32% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.15% | 1.37% | 1.31% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.49% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% | 0.00% | 0.00% |
Frequently Asked Questions
CFA and SUSC have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFA has higher volatility (2.52%) compared to SUSC (1.43%). In terms of maximum drawdown, CFA dropped -37.74% vs SUSC's -22.42%.
On 5-year performance, CFA leads with 7.94% vs 0.48% for SUSC. On fees, SUSC is cheaper at 0.18% per year. On volatility, SUSC has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, CFA has performed better with a 7.94% return vs 0.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSC is cheaper with a 0.18% expense ratio, compared with 0.35% for CFA.
SUSC has the higher dividend yield at 4.49%, compared with 1.23% for CFA.
CFA is categorized as Large Cap Blend Equities, while SUSC is Corporate Bonds. CFA tracks Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index, while SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index. They also come from different issuers: VictoryShares and iShares. Their fees differ too: 0.35% for CFA and 0.18% for SUSC.
CFA currently has the higher Sharpe Ratio (1.38 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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