CHGX vs. SUSA
Compare and contrast key facts about Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) and iShares MSCI USA ESG Select ETF (SUSA).
CHGX and SUSA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHGX is a passively managed fund by Change Finance that tracks the performance of the Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index. It was launched on Oct 10, 2017. SUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Select Index. It was launched on Jan 24, 2005. Both CHGX and SUSA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHGX or SUSA.
Key characteristics
| CHGX | SUSA | |
|---|---|---|
| YTD Return | 4.46% | 4.48% |
| 1Y Return | 22.91% | 23.40% |
| 3Y Return (Ann) | 3.60% | 5.63% |
| 5Y Return (Ann) | 11.32% | 13.03% |
| Sharpe Ratio | 1.62 | 1.72 |
| Daily Std Dev | 12.76% | 12.41% |
| Max Drawdown | -35.50% | -53.93% |
| Current Drawdown | -5.41% | -4.10% |
Correlation
The correlation between CHGX and SUSA is 0.88, 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.
Performance
CHGX vs. SUSA - Performance Comparison
The year-to-date returns for both investments are quite close, with CHGX having a 4.46% return and SUSA slightly higher at 4.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CHGX vs. SUSA - Expense Ratio Comparison
CHGX has a 0.49% expense ratio, which is higher than SUSA's 0.25% expense ratio.
Risk-Adjusted Performance
CHGX vs. SUSA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) 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.
Dividends
CHGX vs. SUSA - Dividend Comparison
CHGX's dividend yield for the trailing twelve months is around 0.90%, less than SUSA's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHGX Change Finance U.S. Large Cap Fossil Fuel Free ETF | 0.90% | 0.94% | 1.11% | 0.56% | 0.58% | 0.86% | 1.21% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSA iShares MSCI USA ESG Select ETF | 1.27% | 1.32% | 1.52% | 0.98% | 1.17% | 1.52% | 1.73% | 1.40% | 1.56% | 1.42% | 1.21% | 1.30% |
Drawdowns
CHGX vs. SUSA - Drawdown Comparison
The maximum CHGX drawdown since its inception was -35.50%, smaller than the maximum SUSA drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for CHGX and SUSA. For additional features, visit the drawdowns tool.
Volatility
CHGX vs. SUSA - Volatility Comparison
Change Finance U.S. Large Cap Fossil Fuel Free ETF (CHGX) has a higher volatility of 3.74% compared to iShares MSCI USA ESG Select ETF (SUSA) at 3.54%. This indicates that CHGX's price experiences larger fluctuations and is considered to be riskier than SUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.