SUSA vs. HYXF
SUSA (iShares MSCI USA ESG Select ETF) and HYXF (iShares ESG Advanced High Yield Corporate Bond ETF) are both exchange-traded funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while HYXF is a High Yield Bonds fund tracking the Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Both are passively managed. Over the past 5 years, SUSA returned 11.37%/yr vs 3.61%/yr for HYXF. A 0.61 correlation means they provide meaningful diversification when combined. SUSA charges 0.25%/yr vs 0.35%/yr for HYXF.
Performance
SUSA vs. HYXF - Performance Comparison
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Returns By Period
In the year-to-date period, SUSA achieves a 9.38% return, which is significantly higher than HYXF's 1.06% 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%
HYXF
- 1D
- -0.05%
- 1M
- 0.47%
- YTD
- 1.06%
- 6M
- 1.78%
- 1Y
- 5.83%
- 3Y*
- 8.51%
- 5Y*
- 3.61%
- 10Y*
- —
SUSA vs. HYXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 9.38% | 15.72% | 22.43% | 23.88% | -21.38% | 30.45% | 24.66% | 32.10% | -5.67% | 22.52% |
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 1.06% | 8.88% | 8.35% | 11.87% | -11.90% | 2.60% | 6.07% | 14.87% | -0.24% | 6.89% |
Correlation
The correlation between SUSA and HYXF is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016 | 0.61 |
The correlation between SUSA and HYXF shifts across timeframes, from 0.61 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUSA vs. HYXF — Risk / Return Rank
SUSA
HYXF
SUSA vs. HYXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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 | HYXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.29 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.26 | +0.16 |
| Martin ratioReturn relative to average drawdown | 10.46 | 10.11 | +0.35 |
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Drawdowns
SUSA vs. HYXF - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than HYXF's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for SUSA and HYXF.
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Drawdown Indicators
| SUSA | HYXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.93% | -18.75% | -35.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -2.57% | -7.14% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -4.81% | -14.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -16.00% | -12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.93% | — | — |
Current DrawdownCurrent decline from peak | -2.42% | -0.13% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -2.57% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 0.57% | +1.68% |
Volatility
SUSA vs. HYXF - Volatility Comparison
iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 4.67% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.26%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSA | HYXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 1.26% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 3.00% | +7.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 3.82% | +9.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 8.05% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 8.31% | +9.87% |
SUSA vs. HYXF - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is lower than HYXF's 0.35% expense ratio.
Dividends
SUSA vs. HYXF - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 0.84%, less than HYXF's 6.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYXF iShares ESG Advanced High Yield Corporate Bond ETF | 6.09% | 6.19% | 6.40% | 5.93% | 5.37% | 4.56% | 4.96% | 5.29% | 6.14% | 5.85% | 3.16% | 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 HYXF have a correlation of 0.75, 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 HYXF (1.26%). In terms of maximum drawdown, SUSA dropped -53.93% vs HYXF's -18.75%.
On 5-year performance, SUSA leads with 11.37% vs 3.61% for HYXF. On fees, SUSA is cheaper at 0.25% per year. On volatility, HYXF has been the lower-risk option at 1.26%. 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 3.61%. 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 0.35% for HYXF.
HYXF has the higher dividend yield at 6.09%, compared with 0.84% for SUSA.
SUSA is categorized as Large Cap Growth Equities, while HYXF is High Yield Bonds. SUSA tracks MSCI USA ESG Select Index, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Their fees differ too: 0.25% for SUSA and 0.35% for HYXF.
SUSA currently has the higher Sharpe Ratio (1.83 vs 1.52), 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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