SUSA vs. FITZ
SUSA (iShares MSCI USA ESG Select ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. SUSA is passively managed, while FITZ is actively managed. At a 0.40 correlation, their price movements are largely independent. SUSA charges 0.25%/yr vs 0.75%/yr for FITZ.
Performance
SUSA vs. FITZ - Performance Comparison
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Returns By Period
SUSA
- 1D
- 0.36%
- 1M
- 5.24%
- YTD
- 11.51%
- 6M
- 11.01%
- 1Y
- 26.81%
- 3Y*
- 21.19%
- 5Y*
- 11.94%
- 10Y*
- 15.03%
FITZ
- 1D
- -0.20%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SUSA vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SUSA iShares MSCI USA ESG Select ETF | 1.14% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -1.66% |
Correlation
The correlation between SUSA and FITZ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.40 |
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Return for Risk
SUSA vs. FITZ — Risk / Return Rank
SUSA
FITZ
SUSA vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.
| SUSA | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | — | — |
| Martin ratioReturn relative to average drawdown | 12.27 | — | — |
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
| SUSA | FITZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | -7.29 | +7.87 |
Drawdowns
SUSA vs. FITZ - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for SUSA and FITZ.
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Drawdown Indicators
| SUSA | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.93% | -1.97% | -51.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | — | — |
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 | -0.52% | -1.97% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -1.08% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | — | — |
Volatility
SUSA vs. FITZ - Volatility Comparison
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Volatility by Period
| SUSA | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 8.74% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 8.74% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 8.74% | +9.41% |
SUSA vs. FITZ - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is lower than FITZ's 0.75% expense ratio.
Dividends
SUSA vs. FITZ - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 0.82%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSA iShares MSCI USA ESG Select ETF | 0.82% | 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 FITZ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSA is cheaper with a 0.25% expense ratio, compared with 0.75% for FITZ.
SUSA has the higher dividend yield at 0.82%, compared with 0.00% for FITZ.
They also come from different issuers: iShares and Nicholas. Their fees differ too: 0.25% for SUSA and 0.75% for FITZ.
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