SUSA vs. BIBL

Last updated Jun 25, 2026

SUSA (iShares MSCI USA ESG Select ETF) and BIBL (Inspire 100 ETF) are both Large Cap Growth Equities funds - SUSA tracks the MSCI USA ESG Select Index while BIBL tracks the Inspire 100 Index. Both are passively managed. Over the past 5 years, SUSA returned 11.07%/yr vs 10.29%/yr for BIBL. Their correlation of 0.92 suggests significant overlap in exposure. SUSA charges 0.25%/yr vs 0.35%/yr for BIBL.

Performance

SUSA vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Select ETF (SUSA) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUSA achieves a 8.89% return, which is significantly lower than BIBL's 24.90% 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%

BIBL

• 1D: 0.27%
• 1M: 4.70%
• YTD: 24.90%
• 6M: 23.10%
• 1Y: 38.99%
• 3Y*: 22.52%
• 5Y*: 10.29%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSA vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUSA iShares MSCI USA ESG Select ETF	8.89%	15.72%	22.43%	23.88%	-21.38%	30.45%	24.66%	32.10%	-5.67%	3.79%
BIBL Inspire 100 ETF	24.90%	17.27%	12.49%	17.87%	-23.26%	27.44%	22.62%	29.68%	-7.64%	4.42%

Correlation

The correlation between SUSA and BIBL is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Oct 31, 2017	0.92

The correlation between SUSA and BIBL shifts across timeframes, from 0.80 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.

SUSA vs. BIBL - Sectors Allocation Comparison

Sectors	SUSA	BIBL
Technology	40.0%	31.9%
Financial Services	11.6%	8.5%
Industrials	9.0%	27.2%
Healthcare	8.8%	4.1%
Communication Services	7.9%	-
Consumer Cyclical	7.8%	0.3%
Consumer Defensive	4.2%	0.4%
Energy	3.5%	6.0%
Real Estate	2.8%	13.7%
Basic Materials	2.3%	4.3%
Utilities	1.9%	3.3%

Return for Risk

SUSA vs. BIBL — Risk / Return Rank

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

SUSA

SUSA Risk / Return Rank: 56
SUSA Sharpe Ratio Rank: 58
SUSA Sortino Ratio Rank: 56
SUSA Omega Ratio Rank: 56
SUSA Calmar Ratio Rank: 51
SUSA Martin Ratio Rank: 61

BIBL

BIBL Risk / Return Rank: 84
BIBL Sharpe Ratio Rank: 83
BIBL Sortino Ratio Rank: 80
BIBL Omega Ratio Rank: 78
BIBL Calmar Ratio Rank: 86
BIBL Martin Ratio Rank: 90

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.

SUSA vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Inspire 100 ETF (BIBL). 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	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	1.74	2.39	-0.65
Sortino ratio: Return per unit of downside risk	2.39	3.17	-0.78
Omega ratio: Gain probability vs. loss probability	1.31	1.41	-0.10
Calmar ratio: Return relative to maximum drawdown	2.31	4.38	-2.07
Martin ratio: Return relative to average drawdown	9.86	18.61	-8.75

SUSA vs. BIBL - Sharpe Ratio Comparison

The current SUSA Sharpe Ratio is 1.74, which is comparable to the BIBL Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SUSA and BIBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SUSA vs. BIBL - Drawdown Comparison

The maximum SUSA drawdown since its inception was -53.93%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for SUSA and BIBL.

Drawdown Indicators

	SUSA	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-53.93%	-36.12%	-17.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-8.94%	-0.77%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	-20.60%	+1.30%
Max Drawdown (5Y) Largest decline over 5 years	-28.23%	-30.85%	+2.62%
Max Drawdown (10Y) Largest decline over 10 years	-32.93%	—	—
Current Drawdown Current decline from peak	-2.85%	-1.92%	-0.93%
Average Drawdown Average peak-to-trough decline	-7.23%	-7.00%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	2.10%	+0.16%

Volatility

SUSA vs. BIBL - Volatility Comparison

The current volatility for iShares MSCI USA ESG Select ETF (SUSA) is 5.01%, while Inspire 100 ETF (BIBL) has a volatility of 6.81%. This indicates that SUSA experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSA	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	6.81%	-1.80%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	13.65%	-3.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.95%	16.44%	-3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.42%	19.76%	-2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	21.11%	-2.94%

SUSA vs. BIBL - Expense Ratio Comparison

SUSA has a 0.25% expense ratio, which is lower than BIBL's 0.35% expense ratio.

Dividends

SUSA vs. BIBL - Dividend Comparison

SUSA's dividend yield for the trailing twelve months is around 0.86%, less than BIBL's 0.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIBL Inspire 100 ETF	0.94%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%	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

Can I hold both SUSA and BIBL in my portfolio?

SUSA and BIBL have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUSA or BIBL?

BIBL has higher volatility (6.81%) compared to SUSA (5.01%). In terms of maximum drawdown, SUSA dropped -53.93% vs BIBL's -36.12%.

Which ETF is better, SUSA or BIBL?

On 5-year performance, SUSA leads with 11.07% vs 10.29% for BIBL. On fees, SUSA is cheaper at 0.25% per year. On volatility, SUSA has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SUSA or BIBL?

Over the 5-year period, SUSA has performed better with a 11.07% return vs 10.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSA or BIBL?

SUSA is cheaper with a 0.25% expense ratio, compared with 0.35% for BIBL.

Which ETF pays a higher dividend yield, SUSA or BIBL?

BIBL has the higher dividend yield at 0.94%, compared with 0.86% for SUSA.

What is the main difference between SUSA and BIBL?

SUSA tracks MSCI USA ESG Select Index, while BIBL tracks Inspire 100 Index. They also come from different issuers: iShares and Inspire. Their fees differ too: 0.25% for SUSA and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.39 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.