SUSA vs. BAMU
SUSA (iShares MSCI USA ESG Select ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. SUSA is passively managed, while BAMU is actively managed. Over the past year, SUSA returned 22.28% vs 2.87% for BAMU. At a 0.01 correlation, their price movements are largely independent. SUSA charges 0.25%/yr vs 1.09%/yr for BAMU.
Performance
SUSA vs. BAMU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUSA achieves a 8.89% return, which is significantly higher than BAMU's 1.18% return.
SUSA
- 1D
- 0.11%
- 1M
- -0.06%
- YTD
- 8.89%
- 6M
- 7.49%
- 1Y
- 22.28%
- 3Y*
- 19.65%
- 5Y*
- 11.07%
- 10Y*
- 15.15%
BAMU
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 1.18%
- 6M
- 1.29%
- 1Y
- 2.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SUSA vs. BAMU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 8.89% | 15.72% | 22.43% | 12.72% |
BAMU Brookstone Ultra-Short Bond ETF | 1.18% | 3.21% | 4.14% | 1.20% |
Correlation
The correlation between SUSA and BAMU is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | 0.01 |
The correlation between SUSA and BAMU shifts across timeframes, from -0.12 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUSA vs. BAMU — Risk / Return Rank
SUSA
BAMU
SUSA vs. BAMU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Brookstone Ultra-Short Bond ETF (BAMU). 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.
| SUSA | BAMU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -6.32 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 2.41 | -1.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 24.37 | -22.07 |
| Martin ratioReturn relative to average drawdown | 9.86 | 96.52 | -86.66 |
Loading charts...
Drawdowns
SUSA vs. BAMU - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for SUSA and BAMU.
Loading charts...
Drawdown Indicators
| SUSA | BAMU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.93% | -0.36% | -53.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -0.12% | -9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | — | — |
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 | -2.85% | 0.00% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -0.02% | -7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 0.03% | +2.23% |
Volatility
SUSA vs. BAMU - Volatility Comparison
iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 5.01% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUSA | BAMU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 0.09% | +4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 0.39% | +9.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 0.58% | +12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 0.87% | +16.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 0.87% | +17.30% |
SUSA vs. BAMU - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is lower than BAMU's 1.09% expense ratio.
Dividends
SUSA vs. BAMU - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 0.86%, less than BAMU's 3.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMU Brookstone Ultra-Short Bond ETF | 3.05% | 3.20% | 3.97% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSA iShares MSCI USA ESG Select ETF | 0.86% | 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
SUSA and BAMU have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUSA has higher volatility (5.01%) compared to BAMU (0.09%). In terms of maximum drawdown, SUSA dropped -53.93% vs BAMU's -0.36%.
On 1-year performance, SUSA leads with 22.28% vs 2.87% for BAMU. On fees, SUSA is cheaper at 0.25% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SUSA has performed better with a 22.28% return vs 2.87%. 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 1.09% for BAMU.
BAMU has the higher dividend yield at 3.05%, compared with 0.86% for SUSA.
SUSA is categorized as Large Cap Growth Equities, while BAMU is Ultrashort Bond. They also come from different issuers: iShares and Brookstone. Their fees differ too: 0.25% for SUSA and 1.09% for BAMU.
BAMU currently has the higher Sharpe Ratio (4.94 vs 1.74), 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.
Find the right allocation for SUSA and BAMU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer