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CFA vs. SUSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFA vs. SUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US 500 Volatility Weighted ETF (CFA) and iShares ESG Aware USD Corporate Bond ETF (SUSC). The values are adjusted to include any dividend payments, if applicable.

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CFA vs. SUSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFA
VictoryShares US 500 Volatility Weighted ETF
0.77%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
-0.33%7.57%1.91%8.58%-15.95%-1.57%9.57%14.43%-3.13%1.74%

Returns By Period

In the year-to-date period, CFA achieves a 0.77% return, which is significantly higher than SUSC's -0.33% return.


CFA

1D
1.82%
1M
-5.31%
YTD
0.77%
6M
1.23%
1Y
9.82%
3Y*
11.54%
5Y*
7.70%
10Y*
11.03%

SUSC

1D
0.58%
1M
-1.81%
YTD
-0.33%
6M
0.39%
1Y
4.85%
3Y*
4.55%
5Y*
0.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFA vs. SUSC - Expense Ratio Comparison

CFA has a 0.35% expense ratio, which is higher than SUSC's 0.18% expense ratio.


Return for Risk

CFA vs. SUSC — Risk / Return Rank

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

CFA
CFA Risk / Return Rank: 3737
Overall Rank
CFA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CFA Sortino Ratio Rank: 3434
Sortino Ratio Rank
CFA Omega Ratio Rank: 3535
Omega Ratio Rank
CFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
CFA Martin Ratio Rank: 4444
Martin Ratio Rank

SUSC
SUSC Risk / Return Rank: 5454
Overall Rank
SUSC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 4848
Sortino Ratio Rank
SUSC Omega Ratio Rank: 4545
Omega Ratio Rank
SUSC Calmar Ratio Rank: 6969
Calmar Ratio Rank
SUSC Martin Ratio Rank: 5555
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.

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.


CFASUSCDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.91

-0.30

Sortino ratio

Return per unit of downside risk

0.98

1.27

-0.29

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.90

1.75

-0.85

Martin ratio

Return relative to average drawdown

4.12

5.21

-1.08

CFA vs. SUSC - Sharpe Ratio Comparison

The current CFA Sharpe Ratio is 0.62, which is lower than the SUSC Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CFA and SUSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFASUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.91

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.06

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.29

+0.30

Correlation

The correlation between CFA and SUSC is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CFA vs. SUSC - Dividend Comparison

CFA's dividend yield for the trailing twelve months is around 1.33%, less than SUSC's 4.43% yield.


TTM20252024202320222021202020192018201720162015
CFA
VictoryShares US 500 Volatility Weighted ETF
1.33%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
4.43%4.37%4.34%3.83%2.97%2.21%2.19%3.07%3.33%1.33%0.00%0.00%

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


CFASUSCDifference

Max Drawdown

Largest peak-to-trough decline

-37.74%

-22.42%

-15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-2.87%

-9.03%

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 Drawdown

Current decline from peak

-5.45%

-2.15%

-3.30%

Average Drawdown

Average peak-to-trough decline

-4.21%

-5.98%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.97%

+1.62%

Volatility

CFA vs. SUSC - Volatility Comparison

VictoryShares US 500 Volatility Weighted ETF (CFA) has a higher volatility of 4.20% compared to iShares ESG Aware USD Corporate Bond ETF (SUSC) at 2.20%. 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


CFASUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

2.20%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

3.02%

+5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

5.35%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

7.19%

+7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

7.68%

+9.55%