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EUSB vs. SUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUSB vs. SUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB). The values are adjusted to include any dividend payments, if applicable.

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EUSB vs. SUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUSB
iShares ESG Advanced Total USD Bond Market ETF
-0.30%7.45%1.83%5.80%-12.81%-1.29%1.68%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
0.04%6.81%4.83%5.98%-5.72%-0.76%1.77%

Returns By Period

In the year-to-date period, EUSB achieves a -0.30% return, which is significantly lower than SUSB's 0.04% return.


EUSB

1D
0.16%
1M
-1.79%
YTD
-0.30%
6M
0.99%
1Y
4.39%
3Y*
3.88%
5Y*
0.42%
10Y*

SUSB

1D
0.26%
1M
-0.87%
YTD
0.04%
6M
1.28%
1Y
4.85%
3Y*
5.31%
5Y*
2.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUSB vs. SUSB - Expense Ratio Comparison

Both EUSB and SUSB have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

EUSB vs. SUSB — Risk / Return Rank

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

EUSB
EUSB Risk / Return Rank: 6161
Overall Rank
EUSB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 6060
Sortino Ratio Rank
EUSB Omega Ratio Rank: 5252
Omega Ratio Rank
EUSB Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUSB Martin Ratio Rank: 5757
Martin Ratio Rank

SUSB
SUSB Risk / Return Rank: 9393
Overall Rank
SUSB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
SUSB Omega Ratio Rank: 9494
Omega Ratio Rank
SUSB Calmar Ratio Rank: 9292
Calmar Ratio Rank
SUSB Martin Ratio Rank: 9393
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.

EUSB vs. SUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB). 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.


EUSBSUSBDifference

Sharpe ratio

Return per unit of total volatility

1.08

2.12

-1.04

Sortino ratio

Return per unit of downside risk

1.52

3.09

-1.58

Omega ratio

Gain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratio

Return relative to maximum drawdown

1.86

3.26

-1.40

Martin ratio

Return relative to average drawdown

5.54

13.63

-8.10

EUSB vs. SUSB - Sharpe Ratio Comparison

The current EUSB Sharpe Ratio is 1.08, which is lower than the SUSB Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EUSB and SUSB, 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


EUSBSUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.12

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.76

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.72

-0.68

Correlation

The correlation between EUSB and SUSB is 0.79, 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.


Dividends

EUSB vs. SUSB - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.90%, less than SUSB's 4.45% yield.


TTM202520242023202220212020201920182017
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.90%3.84%3.67%3.08%2.21%1.10%0.57%0.00%0.00%0.00%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
4.45%4.40%3.81%2.81%1.74%1.30%1.91%2.83%2.61%0.96%

Drawdowns

EUSB vs. SUSB - Drawdown Comparison

The maximum EUSB drawdown since its inception was -17.87%, which is greater than SUSB's maximum drawdown of -13.25%. Use the drawdown chart below to compare losses from any high point for EUSB and SUSB.


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Drawdown Indicators


EUSBSUSBDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-13.25%

-4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-1.49%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-9.57%

-7.88%

Current Drawdown

Current decline from peak

-1.79%

-0.87%

-0.92%

Average Drawdown

Average peak-to-trough decline

-6.65%

-1.60%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.36%

+0.45%

Volatility

EUSB vs. SUSB - Volatility Comparison

iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a higher volatility of 1.50% compared to iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) at 0.93%. This indicates that EUSB's price experiences larger fluctuations and is considered to be riskier than SUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUSBSUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

0.93%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

1.35%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

2.29%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

2.94%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

3.75%

+1.71%