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DSI vs. SUSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DSI vs. SUSL

Last updated Aug 4, 2026
Documentation

DSI (iShares ESG MSCI KLD 400 ETF) and SUSL (iShares ESG MSCI USA Leaders ETF) are both exchange-traded funds - DSI is a Large Cap Blend Equities fund tracking the MSCI KLD 400 Social Index, while SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index. Both are passively managed. Over the past 5 years, DSI returned 12.38%/yr vs 13.21%/yr for SUSL. Their 0.97 correlation means they have historically moved very closely together. DSI charges 0.25%/yr vs 0.10%/yr for SUSL.

Performance

DSI vs. SUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI KLD 400 ETF (DSI) and iShares ESG MSCI USA Leaders ETF (SUSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DSI having a 12.46% return and SUSL slightly lower at 12.03%.

DSI

1D
1.97%
1M
2.00%
6M
10.56%
YTD
12.46%
1Y
23.30%
3Y*
20.53%
5Y*
12.38%
10Y*
15.02%
ALL TIME*
10.75%

SUSL

1D
1.73%
1M
2.24%
6M
10.23%
YTD
12.03%
1Y
24.28%
3Y*
21.39%
5Y*
13.21%
10Y*
—
ALL TIME*
16.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DSI

iShares ESG MSCI KLD 400 ETF
$16.78M$14.31M$16.21M

SUSL

iShares ESG MSCI USA Leaders ETF
$2.06M$2.62M$3.08M

DSI vs. SUSL - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
DSI
iShares ESG MSCI KLD 400 ETF		12.46%18.03%22.38%28.51%-21.71%31.32%20.94%13.89%
SUSL
iShares ESG MSCI USA Leaders ETF		12.03%18.97%23.51%29.08%-20.22%31.53%18.89%15.09%

Correlation

The correlation between DSI and SUSL is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (All Time)
Calculated using the full available price history since May 10, 2019

0.97

The correlation between DSI and SUSL has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

DSI vs. SUSL - Sectors Allocation Comparison

Sectors
DSI
SUSL

Technology

42.1%
35.8%

Communication Services

12.1%
11.9%

Financial Services

10.4%
11.4%

Industrials

8.8%
8.1%

Consumer Cyclical

8.0%
8.5%

Healthcare

7.4%
10.6%

Consumer Defensive

4.0%
5.4%

Real Estate

2.6%
2.1%

Basic Materials

2.2%
2.0%

Energy

1.5%
2.2%

Utilities

0.9%
1.9%

Technology

DSI
42.1%
SUSL
35.8%

Communication Services

DSI
12.1%
SUSL
11.9%

Financial Services

DSI
10.4%
SUSL
11.4%

Industrials

DSI
8.8%
SUSL
8.1%

Consumer Cyclical

DSI
8.0%
SUSL
8.5%

Healthcare

DSI
7.4%
SUSL
10.6%

Consumer Defensive

DSI
4.0%
SUSL
5.4%

Real Estate

DSI
2.6%
SUSL
2.1%

Basic Materials

DSI
2.2%
SUSL
2.0%

Energy

DSI
1.5%
SUSL
2.2%

Utilities

DSI
0.9%
SUSL
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG MSCI KLD 400 ETF

iShares ESG MSCI USA Leaders ETF

Often compared with DSI:
DSI vs. SPYDSI vs. VOODSI vs. FSLEXDSI vs. VTIDSI vs. XSUS.TODSI vs. QQQDSI vs. SPYG
Often compared with SUSL:
SUSL vs. SUSASUSL vs. ESGVSUSL vs. ESGESUSL vs. ESGUSUSL vs. NUSCSUSL vs. IETCSUSL vs. SCHD

Return for Risk

DSI vs. SUSL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DSI
DSI Risk / Return Rank: 6565
Overall Rank
DSI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 6767
Sortino Ratio Rank
DSI Omega Ratio Rank: 6666
Omega Ratio Rank
DSI Calmar Ratio Rank: 5858
Calmar Ratio Rank
DSI Martin Ratio Rank: 6666
Martin Ratio Rank
SUSL
SUSL Risk / Return Rank: 6969
Overall Rank
SUSL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SUSL Sortino Ratio Rank: 7373
Sortino Ratio Rank
SUSL Omega Ratio Rank: 7272
Omega Ratio Rank
SUSL Calmar Ratio Rank: 5858
Calmar Ratio Rank
SUSL Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSI vs. SUSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI KLD 400 ETF (DSI) and iShares ESG MSCI USA Leaders ETF (SUSL). 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.

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.

DSISUSLDifference
Sharpe ratioReturn per unit of total volatility
1.62
1.74

-0.12

Sortino ratioReturn per unit of downside risk
2.27
2.45

-0.18

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.12

2.15

-0.03

Martin ratioReturn relative to average drawdown

8.22

8.82

-0.59

DSI vs. SUSL - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.62, which is comparable to the SUSL Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of DSI and SUSL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DSI vs. SUSL - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than SUSL's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for DSI and SUSL.

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Drawdown Indicators

DSISUSLDifference

Max Drawdown

Largest peak-to-trough decline

-54.23%

-34.26%

-19.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-11.37%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.58%

-19.91%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-28.36%

-26.98%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.48%

-5.61%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.76%

+0.08%

Volatility

DSI vs. SUSL - Volatility Comparison

iShares ESG MSCI KLD 400 ETF (DSI) has a higher volatility of 4.96% compared to iShares ESG MSCI USA Leaders ETF (SUSL) at 4.45%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than SUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DSISUSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.45%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

11.23%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

14.04%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

17.64%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

19.73%

-0.98%

DSI vs. SUSL - Expense Ratio Comparison

DSI has a 0.25% expense ratio, which is higher than SUSL's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DSI vs. SUSL - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 0.86%, less than SUSL's 0.92% yield.

PositionTTM20252024202320222021202020192018201720162015
DSI
iShares ESG MSCI KLD 400 ETF		0.86%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
SUSL
iShares ESG MSCI USA Leaders ETF		0.92%0.99%1.10%1.27%1.57%1.12%1.38%1.12%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.98, DSI and SUSL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DSI has higher volatility (4.96%) compared to SUSL (4.45%). In terms of maximum drawdown, DSI dropped -54.23% vs SUSL's -34.26%.

On 5-year performance, SUSL leads with 13.21% vs 12.38% for DSI. On fees, SUSL is cheaper at 0.10% per year. On volatility, SUSL has been the lower-risk option at 4.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SUSL has performed better with a 13.21% return vs 12.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SUSL is cheaper with a 0.10% expense ratio, compared with 0.25% for DSI.

SUSL has the higher dividend yield at 0.92%, compared with 0.86% for DSI.

DSI is categorized as Large Cap Blend Equities, while SUSL is Large Cap Growth Equities. DSI tracks MSCI KLD 400 Social Index, while SUSL tracks MSCI USA Extended ESG Leaders Index. Their fees differ too: 0.25% for DSI and 0.10% for SUSL.

SUSL currently has the higher Sharpe Ratio (1.74 vs 1.62), 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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