HYXF vs. SUSL
HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) and SUSL (iShares ESG MSCI USA Leaders ETF) are both exchange-traded funds - HYXF is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index. Both are passively managed. Over the past 5 years, HYXF returned 3.71%/yr vs 14.02%/yr for SUSL. A 0.67 correlation means they provide meaningful diversification when combined. HYXF charges 0.35%/yr vs 0.10%/yr for SUSL.
Performance
HYXF vs. SUSL - Performance Comparison
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Returns By Period
In the year-to-date period, HYXF achieves a 1.34% return, which is significantly lower than SUSL's 10.40% return.
HYXF
- 1D
- 0.29%
- 1M
- 1.24%
- YTD
- 1.34%
- 6M
- 1.95%
- 1Y
- 6.13%
- 3Y*
- 8.59%
- 5Y*
- 3.71%
- 10Y*
- 5.12%
SUSL
- 1D
- 1.69%
- 1M
- 2.00%
- YTD
- 10.40%
- 6M
- 11.04%
- 1Y
- 28.66%
- 3Y*
- 21.40%
- 5Y*
- 14.02%
- 10Y*
- —
HYXF vs. SUSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.34% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 6.07% | 6.30% |
SUSL iShares ESG MSCI USA Leaders ETF | 10.40% | 18.97% | 23.51% | 29.08% | -20.22% | 31.53% | 18.89% | 15.09% |
Correlation
The correlation between HYXF and SUSL is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 10, 2019 | 0.67 |
The correlation between HYXF and SUSL has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
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Return for Risk
HYXF vs. SUSL — Risk / Return Rank
HYXF
SUSL
HYXF vs. SUSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) 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.
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.
| HYXF | SUSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.38 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 2.53 | -0.14 |
| Martin ratioReturn relative to average drawdown | 10.72 | 10.76 | -0.04 |
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Drawdowns
HYXF vs. SUSL - Drawdown Comparison
The maximum HYXF drawdown since its inception was -18.75%, smaller than the maximum SUSL drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for HYXF and SUSL.
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Drawdown Indicators
| HYXF | SUSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.75% | -34.26% | +15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -11.37% | +8.80% |
Max Drawdown (3Y)Largest decline over 3 years | -4.81% | -19.91% | +15.10% |
Max Drawdown (5Y)Largest decline over 5 years | -16.00% | -26.98% | +10.98% |
Max Drawdown (10Y)Largest decline over 10 years | -18.75% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.36% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -5.68% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.57% | 2.67% | -2.10% |
Volatility
HYXF vs. SUSL - Volatility Comparison
The current volatility for iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) is 1.29%, while iShares ESG MSCI USA Leaders ETF (SUSL) has a volatility of 4.91%. This indicates that HYXF experiences smaller price fluctuations and is considered to be less risky than SUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYXF | SUSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 4.91% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 10.72% | -7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 13.44% | -9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.05% | 17.56% | -9.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.31% | 19.81% | -11.50% |
HYXF vs. SUSL - Expense Ratio Comparison
HYXF has a 0.35% expense ratio, which is higher than SUSL's 0.10% expense ratio.
Dividends
HYXF vs. SUSL - Dividend Comparison
HYXF's dividend yield for the trailing twelve months is around 6.07%, more than SUSL's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.07% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% |
SUSL iShares ESG MSCI USA Leaders ETF | 1.13% | 0.99% | 1.10% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HYXF and SUSL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUSL has higher volatility (4.91%) compared to HYXF (1.29%). In terms of maximum drawdown, HYXF dropped -18.75% vs SUSL's -34.26%.
On 5-year performance, SUSL leads with 14.02% vs 3.71% for HYXF. On fees, SUSL is cheaper at 0.10% per year. On volatility, HYXF has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SUSL has performed better with a 14.02% return vs 3.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSL is cheaper with a 0.10% expense ratio, compared with 0.35% for HYXF.
HYXF has the higher dividend yield at 6.07%, compared with 1.13% for SUSL.
HYXF is categorized as High Yield Bonds, while SUSL is Large Cap Growth Equities. HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened, while SUSL tracks MSCI USA Extended ESG Leaders Index. Their fees differ too: 0.35% for HYXF and 0.10% for SUSL.
SUSL currently has the higher Sharpe Ratio (2.15 vs 1.61), 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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