SUSA vs. BLDG
SUSA (iShares MSCI USA ESG Select ETF) and BLDG (Cambria Global Real Estate ETF) are both exchange-traded funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while BLDG is a REIT fund actively managed by Cambria. SUSA is passively managed, while BLDG is actively managed. Over the past 5 years, SUSA returned 11.37%/yr vs 2.80%/yr for BLDG. A 0.63 correlation means they provide meaningful diversification when combined. SUSA charges 0.25%/yr vs 0.59%/yr for BLDG.
Performance
SUSA vs. BLDG - Performance Comparison
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Returns By Period
In the year-to-date period, SUSA achieves a 9.38% return, which is significantly lower than BLDG's 11.81% return.
SUSA
- 1D
- 0.53%
- 1M
- 0.44%
- YTD
- 9.38%
- 6M
- 9.38%
- 1Y
- 25.21%
- 3Y*
- 19.45%
- 5Y*
- 11.37%
- 10Y*
- 15.02%
BLDG
- 1D
- 0.58%
- 1M
- 4.13%
- YTD
- 11.81%
- 6M
- 12.26%
- 1Y
- 14.51%
- 3Y*
- 10.36%
- 5Y*
- 2.80%
- 10Y*
- —
SUSA vs. BLDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 9.38% | 15.72% | 22.43% | 23.88% | -21.38% | 30.45% | 16.85% |
BLDG Cambria Global Real Estate ETF | 11.81% | 4.26% | 8.18% | 1.76% | -14.66% | 22.47% | 15.25% |
Correlation
The correlation between SUSA and BLDG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.63 |
Over the past year, the correlation between SUSA and BLDG has dropped to 0.38 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
SUSA vs. BLDG — Risk / Return Rank
SUSA
BLDG
SUSA vs. BLDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Cambria Global Real Estate ETF (BLDG). 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 | BLDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.20 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.30 | +1.12 |
| Martin ratioReturn relative to average drawdown | 10.46 | 4.59 | +5.86 |
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Drawdowns
SUSA vs. BLDG - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than BLDG's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for SUSA and BLDG.
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Drawdown Indicators
| SUSA | BLDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.93% | -27.25% | -26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -10.08% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -18.57% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -27.25% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -32.93% | — | — |
Current DrawdownCurrent decline from peak | -2.42% | 0.00% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -9.18% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.86% | -0.61% |
Volatility
SUSA vs. BLDG - Volatility Comparison
iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 4.67% compared to Cambria Global Real Estate ETF (BLDG) at 3.71%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than BLDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSA | BLDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.71% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 8.38% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.20% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 15.27% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 15.52% | +2.66% |
SUSA vs. BLDG - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is lower than BLDG's 0.59% expense ratio.
Dividends
SUSA vs. BLDG - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 0.84%, less than BLDG's 5.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLDG Cambria Global Real Estate ETF | 5.42% | 7.46% | 7.97% | 4.99% | 3.99% | 10.40% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSA iShares MSCI USA ESG Select ETF | 0.84% | 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 BLDG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUSA has higher volatility (4.67%) compared to BLDG (3.71%). In terms of maximum drawdown, SUSA dropped -53.93% vs BLDG's -27.25%.
On 5-year performance, SUSA leads with 11.37% vs 2.80% for BLDG. On fees, SUSA is cheaper at 0.25% per year. On volatility, BLDG has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SUSA has performed better with a 11.37% return vs 2.80%. 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 0.59% for BLDG.
BLDG has the higher dividend yield at 5.42%, compared with 0.84% for SUSA.
SUSA is categorized as Large Cap Growth Equities, while BLDG is REIT. They also come from different issuers: iShares and Cambria. Their fees differ too: 0.25% for SUSA and 0.59% for BLDG.
SUSA currently has the higher Sharpe Ratio (1.83 vs 1.17), 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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