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PBUS vs. SUSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBUS vs. SUSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PureBeta MSCI USA ETF (PBUS) and iShares ESG MSCI USA Leaders ETF (SUSL). The values are adjusted to include any dividend payments, if applicable.

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PBUS vs. SUSL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PBUS
Invesco PureBeta MSCI USA ETF
-4.49%17.58%24.99%27.33%-19.64%26.77%21.75%13.15%
SUSL
iShares ESG MSCI USA Leaders ETF
-6.08%18.97%23.51%29.08%-20.22%31.53%18.89%16.29%

Returns By Period

In the year-to-date period, PBUS achieves a -4.49% return, which is significantly higher than SUSL's -6.08% return.


PBUS

1D
2.91%
1M
-4.81%
YTD
-4.49%
6M
-2.24%
1Y
17.67%
3Y*
18.37%
5Y*
11.29%
10Y*

SUSL

1D
3.05%
1M
-5.62%
YTD
-6.08%
6M
-2.41%
1Y
19.84%
3Y*
18.20%
5Y*
11.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBUS vs. SUSL - Expense Ratio Comparison

PBUS has a 0.04% expense ratio, which is lower than SUSL's 0.10% 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%.


Return for Risk

PBUS vs. SUSL — Risk / Return Rank

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

PBUS
PBUS Risk / Return Rank: 6262
Overall Rank
PBUS Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PBUS Sortino Ratio Rank: 5959
Sortino Ratio Rank
PBUS Omega Ratio Rank: 6262
Omega Ratio Rank
PBUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
PBUS Martin Ratio Rank: 7171
Martin Ratio Rank

SUSL
SUSL Risk / Return Rank: 6767
Overall Rank
SUSL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SUSL Sortino Ratio Rank: 6767
Sortino Ratio Rank
SUSL Omega Ratio Rank: 6666
Omega Ratio Rank
SUSL Calmar Ratio Rank: 7171
Calmar Ratio Rank
SUSL Martin Ratio Rank: 7070
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.

PBUS vs. SUSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta MSCI USA ETF (PBUS) 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.


PBUSSUSLDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.09

-0.13

Sortino ratio

Return per unit of downside risk

1.47

1.65

-0.18

Omega ratio

Gain probability vs. loss probability

1.22

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.51

1.77

-0.26

Martin ratio

Return relative to average drawdown

7.08

7.04

+0.03

PBUS vs. SUSL - Sharpe Ratio Comparison

The current PBUS Sharpe Ratio is 0.96, which is comparable to the SUSL Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of PBUS and SUSL, 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


PBUSSUSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.09

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.67

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.74

-0.04

Correlation

The correlation between PBUS and SUSL is 0.94, 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

PBUS vs. SUSL - Dividend Comparison

PBUS's dividend yield for the trailing twelve months is around 1.14%, more than SUSL's 1.08% yield.


TTM202520242023202220212020201920182017
PBUS
Invesco PureBeta MSCI USA ETF
1.14%1.05%1.20%1.36%1.71%0.98%1.35%1.53%2.33%0.50%
SUSL
iShares ESG MSCI USA Leaders ETF
1.08%0.99%1.10%1.27%1.57%1.12%1.38%1.12%0.00%0.00%

Drawdowns

PBUS vs. SUSL - Drawdown Comparison

The maximum PBUS drawdown since its inception was -33.15%, roughly equal to the maximum SUSL drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for PBUS and SUSL.


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Drawdown Indicators


PBUSSUSLDifference

Max Drawdown

Largest peak-to-trough decline

-33.15%

-34.26%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-11.37%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-26.98%

+1.58%

Current Drawdown

Current decline from peak

-6.38%

-8.67%

+2.29%

Average Drawdown

Average peak-to-trough decline

-5.22%

-5.81%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.86%

-0.27%

Volatility

PBUS vs. SUSL - Volatility Comparison

Invesco PureBeta MSCI USA ETF (PBUS) and iShares ESG MSCI USA Leaders ETF (SUSL) have volatilities of 5.36% and 5.60%, 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.


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Volatility by Period


PBUSSUSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.60%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

10.19%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

18.33%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

17.44%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.46%

19.93%

-0.47%