SJNK vs. SUSC
Compare and contrast key facts about SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) and iShares ESG Aware USD Corporate Bond ETF (SUSC).
SJNK and SUSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SJNK is a passively managed fund by State Street that tracks the performance of the Bloomberg US High Yield 350mn Cash Pay 2% Capped (0-5 Y). It was launched on Mar 15, 2012. 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 SJNK 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.
Performance
SJNK vs. SUSC - Performance Comparison
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SJNK vs. SUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | -0.02% | 7.68% | 8.24% | 11.63% | -5.50% | 5.06% | 5.82% | 9.49% | -0.27% | 1.04% |
SUSC iShares ESG Aware USD Corporate Bond ETF | -0.31% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
Returns By Period
In the year-to-date period, SJNK achieves a -0.02% return, which is significantly higher than SUSC's -0.31% return.
SJNK
- 1D
- 0.21%
- 1M
- -0.31%
- YTD
- -0.02%
- 6M
- 0.97%
- 1Y
- 6.59%
- 3Y*
- 7.86%
- 5Y*
- 4.76%
- 10Y*
- 5.84%
SUSC
- 1D
- 0.02%
- 1M
- -1.48%
- YTD
- -0.31%
- 6M
- 0.07%
- 1Y
- 4.63%
- 3Y*
- 4.56%
- 5Y*
- 0.47%
- 10Y*
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SJNK vs. SUSC - Expense Ratio Comparison
SJNK has a 0.40% expense ratio, which is higher than SUSC's 0.18% expense ratio.
Return for Risk
SJNK vs. SUSC — Risk / Return Rank
SJNK
SUSC
SJNK vs. SUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) 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.
| SJNK | SUSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.87 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.21 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.70 | +0.07 |
Martin ratioReturn relative to average drawdown | 10.05 | 5.01 | +5.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SJNK | SUSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.87 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.07 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.29 | +0.49 |
Correlation
The correlation between SJNK and SUSC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SJNK vs. SUSC - Dividend Comparison
SJNK's dividend yield for the trailing twelve months is around 7.13%, more than SUSC's 4.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 7.13% | 7.12% | 7.47% | 7.20% | 5.85% | 4.21% | 5.34% | 5.64% | 5.69% | 5.64% | 5.65% | 5.81% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.46% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% | 0.00% | 0.00% |
Drawdowns
SJNK vs. SUSC - Drawdown Comparison
The maximum SJNK drawdown since its inception was -19.74%, smaller than the maximum SUSC drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for SJNK and SUSC.
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Drawdown Indicators
| SJNK | SUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -22.42% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.83% | -2.87% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -10.18% | -22.42% | +12.24% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -2.13% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -5.98% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.97% | -0.30% |
Volatility
SJNK vs. SUSC - Volatility Comparison
The current volatility for SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) is 1.83%, while iShares ESG Aware USD Corporate Bond ETF (SUSC) has a volatility of 2.20%. This indicates that SJNK experiences smaller price fluctuations and is considered to be less risky than SUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJNK | SUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 2.20% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 3.02% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.22% | 5.35% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 7.19% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 7.68% | -1.19% |