ESGE vs. SUSL
Compare and contrast key facts about iShares ESG Aware MSCI EM ETF (ESGE) and iShares ESG MSCI USA Leaders ETF (SUSL).
ESGE and SUSL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGE is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Focus Index. It was launched on Jun 28, 2016. SUSL is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended ESG Leaders Index. It was launched on May 7, 2019. Both ESGE and SUSL 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: ESGE or SUSL.
Key characteristics
| ESGE | SUSL | |
|---|---|---|
| YTD Return | 11.79% | 20.55% |
| 1Y Return | 18.27% | 33.29% |
| 3Y Return (Ann) | -2.75% | 7.66% |
| 5Y Return (Ann) | 2.83% | 15.51% |
| Sharpe Ratio | 1.33 | 2.58 |
| Sortino Ratio | 1.95 | 3.43 |
| Omega Ratio | 1.24 | 1.49 |
| Calmar Ratio | 0.67 | 3.70 |
| Martin Ratio | 7.16 | 15.72 |
| Ulcer Index | 2.92% | 2.20% |
| Daily Std Dev | 15.62% | 13.43% |
| Max Drawdown | -41.07% | -34.26% |
| Current Drawdown | -17.93% | -2.44% |
Correlation
The correlation between ESGE and SUSL is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ESGE vs. SUSL - Performance Comparison
In the year-to-date period, ESGE achieves a 11.79% return, which is significantly lower than SUSL's 20.55% return. 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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ESGE vs. SUSL - Expense Ratio Comparison
ESGE 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%.
Risk-Adjusted Performance
ESGE vs. SUSL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EM ETF (ESGE) 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.
Dividends
ESGE vs. SUSL - Dividend Comparison
ESGE's dividend yield for the trailing twelve months is around 2.45%, more than SUSL's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
ESGE iShares ESG Aware MSCI EM ETF | 2.45% | 2.64% | 2.68% | 2.66% | 1.31% | 2.59% | 2.19% | 1.86% | 0.27% |
SUSL iShares ESG MSCI USA Leaders ETF | 1.06% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% | 0.00% |
Drawdowns
ESGE vs. SUSL - Drawdown Comparison
The maximum ESGE drawdown since its inception was -41.07%, which is greater than SUSL's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for ESGE and SUSL. For additional features, visit the drawdowns tool.
Volatility
ESGE vs. SUSL - Volatility Comparison
iShares ESG Aware MSCI EM ETF (ESGE) has a higher volatility of 4.18% compared to iShares ESG MSCI USA Leaders ETF (SUSL) at 3.26%. This indicates that ESGE'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.