EGUS vs. SUSC
EGUS (Ishares ESG Aware MSCI USA Growth ETF) and SUSC (iShares ESG Aware USD Corporate Bond ETF) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index, while SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index. Both are passively managed. Over the past 3 years, EGUS returned 25.10%/yr vs 5.11%/yr for SUSC. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.18% expense ratio.
Performance
EGUS vs. SUSC - Performance Comparison
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Returns By Period
In the year-to-date period, EGUS achieves a 10.66% return, which is significantly higher than SUSC's 0.72% return.
EGUS
- 1D
- 2.63%
- 1M
- 2.03%
- YTD
- 10.66%
- 6M
- 12.22%
- 1Y
- 31.41%
- 3Y*
- 25.10%
- 5Y*
- —
- 10Y*
- —
SUSC
- 1D
- 0.03%
- 1M
- 1.23%
- YTD
- 0.72%
- 6M
- 1.11%
- 1Y
- 5.58%
- 3Y*
- 5.11%
- 5Y*
- 0.31%
- 10Y*
- —
EGUS vs. SUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EGUS Ishares ESG Aware MSCI USA Growth ETF | 10.66% | 19.02% | 32.85% | 27.00% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.72% | 7.57% | 1.91% | 3.20% |
Correlation
The correlation between EGUS and SUSC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.24 |
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Return for Risk
EGUS vs. SUSC — Risk / Return Rank
EGUS
SUSC
EGUS vs. SUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.
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.
| EGUS | SUSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.95 | +0.07 |
| Martin ratioReturn relative to average drawdown | 6.73 | 5.94 | +0.79 |
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Drawdowns
EGUS vs. SUSC - Drawdown Comparison
The maximum EGUS drawdown since its inception was -24.87%, which is greater than SUSC's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for EGUS and SUSC.
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Drawdown Indicators
| EGUS | SUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.87% | -22.42% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -2.87% | -12.79% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | -6.57% | -18.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.42% | — |
Current DrawdownCurrent decline from peak | -2.31% | -1.11% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -5.87% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 0.94% | +3.74% |
Volatility
EGUS vs. SUSC - Volatility Comparison
Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a higher volatility of 6.54% compared to iShares ESG Aware USD Corporate Bond ETF (SUSC) at 1.46%. This indicates that EGUS'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
| EGUS | SUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 1.46% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 3.30% | +10.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 4.36% | +12.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 7.19% | +12.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 7.62% | +11.67% |
EGUS vs. SUSC - Expense Ratio Comparison
Both EGUS and SUSC have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EGUS vs. SUSC - Dividend Comparison
EGUS's dividend yield for the trailing twelve months is around 0.25%, less than SUSC's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EGUS Ishares ESG Aware MSCI USA Growth ETF | 0.25% | 0.22% | 0.25% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.48% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% |
Frequently Asked Questions
EGUS and SUSC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGUS has higher volatility (6.54%) compared to SUSC (1.46%). In terms of maximum drawdown, EGUS dropped -24.87% vs SUSC's -22.42%.
On 3-year performance, EGUS leads with 25.10% vs 5.11% for SUSC. Both ETFs have the same 0.18% expense ratio. On volatility, SUSC has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EGUS has performed better with a 25.10% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EGUS and SUSC have the same expense ratio: 0.18% per year.
SUSC has the higher dividend yield at 4.48%, compared with 0.25% for EGUS.
EGUS is categorized as Large Cap Growth Equities, while SUSC is Corporate Bonds. EGUS tracks MSCI USA Growth Extended ESG Focus Index, while SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index.
EGUS currently has the higher Sharpe Ratio (1.84 vs 1.29), 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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