SATO vs. SUSA
SATO (Invesco Alerian Galaxy Crypto Economy ETF) and SUSA (iShares ESG Optimized MSCI USA ETF) are both exchange-traded funds - SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while SUSA is a Large Cap Blend Equities fund tracking the MSCI USA Extended ESG Select Index. Both are passively managed. Over the past 3 years, SATO returned 21.83%/yr vs 17.89%/yr for SUSA. Their 0.61 correlation means they have sometimes moved together and sometimes differently. SATO charges 0.60%/yr vs 0.25%/yr for SUSA.
Performance
SATO vs. SUSA - Performance Comparison
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Returns By Period
In the year-to-date period, SATO achieves a -13.37% return, which is significantly lower than SUSA's 10.38% return.
SATO
- 1D
- -3.22%
- 1M
- -4.42%
- 6M
- -16.14%
- YTD
- -13.37%
- 1Y
- -18.39%
- 3Y*
- 21.83%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -3.90%
SUSA
- 1D
- 0.20%
- 1M
- -0.44%
- 6M
- 8.96%
- YTD
- 10.38%
- 1Y
- 21.88%
- 3Y*
- 17.89%
- 5Y*
- 10.62%
- 10Y*
- 14.60%
- ALL TIME*
- 10.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $33.71K | $38.05K | $74.17K | |
| $7.34M | $6.05M | $5.76M |
SATO vs. SUSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -13.37% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
SUSA iShares ESG Optimized MSCI USA ETF | 10.38% | 15.72% | 22.43% | 23.88% | -21.38% | 9.72% |
Correlation
The correlation between SATO and SUSA is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2021 | 0.61 |
The correlation between SATO and SUSA has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.
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Return for Risk
SATO vs. SUSA — Risk / Return Rank
SATO
SUSA
SATO vs. SUSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and iShares ESG Optimized MSCI USA 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.
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.
| SATO | SUSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.27 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.09 | -2.51 |
| Martin ratioReturn relative to average drawdown | -0.67 | 8.74 | -9.41 |
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Drawdowns
SATO vs. SUSA - Drawdown Comparison
The maximum SATO drawdown since its inception was -88.00%, which is greater than SUSA's maximum drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for SATO and SUSA.
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Drawdown Indicators
| SATO | SUSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.00% | -53.93% | -34.07% |
Max Drawdown (1Y)Largest decline over 1 year | -53.49% | -9.71% | -43.78% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -19.30% | -34.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.93% | — |
Current DrawdownCurrent decline from peak | -46.92% | -1.66% | -45.26% |
Average DrawdownAverage peak-to-trough decline | -50.68% | -7.20% | -43.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.62% | 2.32% | +31.30% |
Volatility
SATO vs. SUSA - Volatility Comparison
Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 16.55% compared to iShares ESG Optimized MSCI USA ETF (SUSA) at 3.22%. This indicates that SATO's price experiences larger fluctuations and is considered to be riskier than SUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SATO | SUSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.55% | 3.22% | +13.33% |
Volatility (6M)Calculated over the trailing 6-month period | 39.43% | 10.44% | +28.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.26% | 13.20% | +40.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.98% | 17.42% | +45.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.98% | 18.14% | +44.84% |
SATO vs. SUSA - Expense Ratio Comparison
SATO has a 0.60% expense ratio, which is higher than SUSA's 0.25% expense ratio.
Dividends
SATO vs. SUSA - Dividend Comparison
SATO's dividend yield for the trailing twelve months is around 7.74%, more than SUSA's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.74% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSA iShares ESG Optimized MSCI USA ETF | 0.85% | 0.89% | 1.15% | 1.32% | 1.52% | 0.98% | 1.17% | 1.52% | 1.72% | 1.40% | 1.56% | 1.42% |
Frequently Asked Questions
SATO and SUSA have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SATO has higher volatility (16.55%) compared to SUSA (3.22%). In terms of maximum drawdown, SATO dropped -88.00% vs SUSA's -53.93%.
On 3-year performance, SATO leads with 21.83% vs 17.89% for SUSA. On fees, SUSA is cheaper at 0.25% per year. On volatility, SUSA has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SATO has performed better with a 21.83% return vs 17.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSA is cheaper with a 0.25% expense ratio, compared with 0.60% for SATO.
SATO has the higher dividend yield at 7.74%, compared with 0.85% for SUSA.
SATO is categorized as Cryptocurrency, while SUSA is Large Cap Blend Equities. SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while SUSA tracks MSCI USA Extended ESG Select Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.60% for SATO and 0.25% for SUSA.
SUSA currently has the higher Sharpe Ratio (1.54 vs -0.42), 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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