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IQSU vs. SUSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IQSUSUSA
YTD Return3.18%5.15%
1Y Return23.59%22.10%
3Y Return (Ann)7.84%5.85%
Sharpe Ratio2.112.01
Daily Std Dev12.34%12.31%
Max Drawdown-31.29%-53.93%
Current Drawdown-2.62%-3.48%

Correlation

-0.50.00.51.00.9

The correlation between IQSU and SUSA is 0.92, 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.

Performance

IQSU vs. SUSA - Performance Comparison

In the year-to-date period, IQSU achieves a 3.18% return, which is significantly lower than SUSA's 5.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
20.93%
24.26%
IQSU
SUSA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQ Candriam ESG U.S. Equity ETF

iShares MSCI USA ESG Select ETF

IQSU vs. SUSA - Expense Ratio Comparison

IQSU has a 0.09% expense ratio, which is lower than SUSA's 0.25% 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%.


SUSA
iShares MSCI USA ESG Select ETF
Expense ratio chart for SUSA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IQSU: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

IQSU vs. SUSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG U.S. Equity ETF (IQSU) and iShares MSCI USA ESG Select ETF (SUSA). 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.


IQSU
Sharpe ratio
The chart of Sharpe ratio for IQSU, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.002.11
Sortino ratio
The chart of Sortino ratio for IQSU, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.003.03
Omega ratio
The chart of Omega ratio for IQSU, currently valued at 1.36, compared to the broader market0.501.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for IQSU, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.0012.001.69
Martin ratio
The chart of Martin ratio for IQSU, currently valued at 9.60, compared to the broader market0.0020.0040.0060.009.60
SUSA
Sharpe ratio
The chart of Sharpe ratio for SUSA, currently valued at 2.01, compared to the broader market-1.000.001.002.003.004.002.01
Sortino ratio
The chart of Sortino ratio for SUSA, currently valued at 2.92, compared to the broader market-2.000.002.004.006.008.002.92
Omega ratio
The chart of Omega ratio for SUSA, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for SUSA, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.0012.001.38
Martin ratio
The chart of Martin ratio for SUSA, currently valued at 7.08, compared to the broader market0.0020.0040.0060.007.08

IQSU vs. SUSA - Sharpe Ratio Comparison

The current IQSU Sharpe Ratio is 2.11, which roughly equals the SUSA Sharpe Ratio of 2.01. The chart below compares the 12-month rolling Sharpe Ratio of IQSU and SUSA.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
2.11
2.01
IQSU
SUSA

Dividends

IQSU vs. SUSA - Dividend Comparison

IQSU's dividend yield for the trailing twelve months is around 1.14%, less than SUSA's 1.26% yield.


TTM20232022202120202019201820172016201520142013
IQSU
IQ Candriam ESG U.S. Equity ETF
1.14%1.15%1.47%1.07%0.98%0.06%0.00%0.00%0.00%0.00%0.00%0.00%
SUSA
iShares MSCI USA ESG Select ETF
1.26%1.32%1.52%0.98%1.17%1.52%1.73%1.40%1.56%1.42%1.21%1.30%

Drawdowns

IQSU vs. SUSA - Drawdown Comparison

The maximum IQSU drawdown since its inception was -31.29%, smaller than the maximum SUSA drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for IQSU and SUSA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.62%
-3.48%
IQSU
SUSA

Volatility

IQSU vs. SUSA - Volatility Comparison

IQ Candriam ESG U.S. Equity ETF (IQSU) and iShares MSCI USA ESG Select ETF (SUSA) have volatilities of 3.50% and 3.56%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%NovemberDecember2024FebruaryMarchApril
3.50%
3.56%
IQSU
SUSA