SUSA vs. ESGV
Compare and contrast key facts about iShares MSCI USA ESG Select ETF (SUSA) and Vanguard ESG U.S. Stock ETF (ESGV).
SUSA and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Select Index. It was launched on Jan 24, 2005. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both SUSA and ESGV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSA or ESGV.
Performance
SUSA vs. ESGV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SUSA having a 24.75% return and ESGV slightly higher at 25.21%.
SUSA
24.75%
2.89%
14.17%
32.47%
15.61%
12.77%
ESGV
25.21%
2.30%
14.03%
32.83%
15.60%
N/A
Key characteristics
| SUSA | ESGV | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.48 |
| Sortino Ratio | 3.63 | 3.29 |
| Omega Ratio | 1.48 | 1.45 |
| Calmar Ratio | 3.79 | 3.59 |
| Martin Ratio | 17.15 | 15.05 |
| Ulcer Index | 1.93% | 2.22% |
| Daily Std Dev | 12.31% | 13.47% |
| Max Drawdown | -53.93% | -33.66% |
| Current Drawdown | -0.55% | -1.07% |
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SUSA vs. ESGV - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SUSA and ESGV is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SUSA vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
Dividends
SUSA vs. ESGV - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 1.12%, more than ESGV's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 1.12% | 1.32% | 1.52% | 0.98% | 1.17% | 1.52% | 1.72% | 1.40% | 1.56% | 1.42% | 1.21% | 1.30% |
ESGV Vanguard ESG U.S. Stock ETF | 1.07% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SUSA vs. ESGV - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SUSA and ESGV. For additional features, visit the drawdowns tool.
Volatility
SUSA vs. ESGV - Volatility Comparison
The current volatility for iShares MSCI USA ESG Select ETF (SUSA) is 3.83%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 4.42%. This indicates that SUSA experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.