EUSB vs. SUSC
Compare and contrast key facts about iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares ESG Aware USD Corporate Bond ETF (SUSC).
EUSB and SUSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Universal Choice ESG Screened Index. It was launched on Jun 23, 2020. SUSC is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Corporate ESG Focus Index. It was launched on Jul 11, 2017. Both EUSB and SUSC 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: EUSB or SUSC.
Performance
EUSB vs. SUSC - Performance Comparison
Returns By Period
In the year-to-date period, EUSB achieves a 1.95% return, which is significantly lower than SUSC's 2.32% return.
EUSB
1.95%
-0.75%
3.06%
6.49%
N/A
N/A
SUSC
2.32%
-0.38%
3.51%
7.63%
0.29%
N/A
Key characteristics
| EUSB | SUSC | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.26 |
| Sortino Ratio | 1.67 | 1.84 |
| Omega Ratio | 1.20 | 1.22 |
| Calmar Ratio | 0.48 | 0.50 |
| Martin Ratio | 3.95 | 4.53 |
| Ulcer Index | 1.64% | 1.69% |
| Daily Std Dev | 5.68% | 6.08% |
| Max Drawdown | -17.86% | -22.41% |
| Current Drawdown | -7.49% | -8.37% |
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EUSB vs. SUSC - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is lower than SUSC's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between EUSB and SUSC is 0.90, 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.
Risk-Adjusted Performance
EUSB vs. SUSC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) 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.
Dividends
EUSB vs. SUSC - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.56%, less than SUSC's 4.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.56% | 3.08% | 2.22% | 1.10% | 0.57% | 0.00% | 0.00% | 0.00% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.25% | 3.83% | 2.97% | 2.21% | 2.20% | 3.08% | 3.88% | 1.70% |
Drawdowns
EUSB vs. SUSC - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.86%, smaller than the maximum SUSC drawdown of -22.41%. Use the drawdown chart below to compare losses from any high point for EUSB and SUSC. For additional features, visit the drawdowns tool.
Volatility
EUSB vs. SUSC - Volatility Comparison
iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares ESG Aware USD Corporate Bond ETF (SUSC) have volatilities of 1.81% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.