EUSB vs. SUSB
EUSB (iShares ESG Advanced Total USD Bond Market ETF) and SUSB (iShares ESG 1-5 Year USD Corporate Bond ETF) are both exchange-traded funds - EUSB is a Intermediate Core-Plus Bond fund tracking the Bloomberg MSCI US Universal Choice ESG Screened Index, while SUSB is a Corporate Bonds fund tracking the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index. Both are passively managed. Over the past 5 years, EUSB returned 0.31%/yr vs 2.24%/yr for SUSB. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.
Performance
EUSB vs. SUSB - Performance Comparison
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Returns By Period
In the year-to-date period, EUSB achieves a 0.28% return, which is significantly lower than SUSB's 0.51% return.
EUSB
- 1D
- -0.18%
- 1M
- 0.64%
- YTD
- 0.28%
- 6M
- 0.49%
- 1Y
- 4.51%
- 3Y*
- 4.30%
- 5Y*
- 0.31%
- 10Y*
- —
SUSB
- 1D
- -0.12%
- 1M
- 0.24%
- YTD
- 0.51%
- 6M
- 0.73%
- 1Y
- 4.12%
- 3Y*
- 5.49%
- 5Y*
- 2.24%
- 10Y*
- —
EUSB vs. SUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.28% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.47% |
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 0.51% | 6.81% | 4.83% | 5.98% | -5.72% | -0.76% | 1.95% |
Correlation
The correlation between EUSB and SUSB is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.79 |
The correlation between EUSB and SUSB has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
EUSB vs. SUSB — Risk / Return Rank
EUSB
SUSB
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.
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.
| EUSB | SUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.78 | -0.95 |
| Martin ratioReturn relative to average drawdown | 5.20 | 11.16 | -5.96 |
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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
| EUSB | SUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -13.25% | -4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -1.49% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -1.49% | -4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -9.57% | -7.88% |
Current DrawdownCurrent decline from peak | -1.22% | -0.41% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -1.57% | -4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.37% | +0.50% |
Volatility
EUSB vs. SUSB - Volatility Comparison
iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a higher volatility of 0.99% compared to iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) at 0.68%. 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
| EUSB | SUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 0.68% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.58% | 1.50% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 1.96% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 2.97% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 3.72% | +1.68% |
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%.
Dividends
EUSB vs. SUSB - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.96%, less than SUSB's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.96% | 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 | 4.50% | 4.40% | 3.81% | 2.81% | 1.74% | 1.30% | 1.91% | 2.83% | 2.61% | 0.96% |
Frequently Asked Questions
EUSB and SUSB have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUSB has higher volatility (0.99%) compared to SUSB (0.68%). In terms of maximum drawdown, EUSB dropped -17.87% vs SUSB's -13.25%.
On 5-year performance, SUSB leads with 2.24% vs 0.31% for EUSB. Both ETFs have the same 0.12% expense ratio. On volatility, SUSB has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SUSB has performed better with a 2.24% return vs 0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB and SUSB have the same expense ratio: 0.12% per year.
SUSB has the higher dividend yield at 4.50%, compared with 3.96% for EUSB.
EUSB is categorized as Intermediate Core-Plus Bond, while SUSB is Corporate Bonds. EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index, while SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index.
SUSB currently has the higher Sharpe Ratio (2.11 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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