SUSA vs. IBIT
SUSA (iShares MSCI USA ESG Select ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, SUSA returned 26.81% vs -39.60% for IBIT. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
SUSA vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, SUSA achieves a 11.51% return, which is significantly higher than IBIT's -27.45% return.
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%
IBIT
- 1D
- -2.65%
- 1M
- -22.17%
- YTD
- -27.45%
- 6M
- -31.40%
- 1Y
- -39.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SUSA vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 11.51% | 15.72% | 22.93% |
IBIT iShares Bitcoin Trust ETF | -27.45% | -6.41% | 99.21% |
Correlation
The correlation between SUSA and IBIT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.39 |
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Return for Risk
SUSA vs. IBIT — Risk / Return Rank
SUSA
IBIT
SUSA vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.09 | ||
| Sortino ratioReturn per unit of downside risk | +4.27 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.86 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | -0.80 | +3.58 |
| Martin ratioReturn relative to average drawdown | 12.27 | -1.39 | +13.65 |
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 | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | -0.91 | +3.09 |
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 | 0.27 | +0.31 |
Drawdowns
SUSA vs. IBIT - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than IBIT's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for SUSA and IBIT.
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Drawdown Indicators
| SUSA | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.93% | -49.47% | -4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -49.47% | +39.76% |
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% | -49.47% | +48.95% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -16.07% | +8.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 28.61% | -26.42% |
Volatility
SUSA vs. IBIT - Volatility Comparison
The current volatility for iShares MSCI USA ESG Select ETF (SUSA) is 3.17%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.14%. This indicates that SUSA experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSA | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 9.14% | -5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 33.89% | -24.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 43.76% | -31.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 50.18% | -32.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 50.18% | -32.03% |
SUSA vs. IBIT - Expense Ratio Comparison
Both SUSA and IBIT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SUSA vs. IBIT - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 0.82%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBIT iShares Bitcoin Trust 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 IBIT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (9.14%) compared to SUSA (3.17%). In terms of maximum drawdown, SUSA dropped -53.93% vs IBIT's -49.47%.
On 1-year performance, SUSA leads with 26.81% vs -39.60% for IBIT. Both ETFs have the same 0.25% expense ratio. On volatility, SUSA has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SUSA has performed better with a 26.81% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSA and IBIT have the same expense ratio: 0.25% per year.
SUSA has the higher dividend yield at 0.82%, compared with 0.00% for IBIT.
SUSA is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. SUSA tracks MSCI USA ESG Select Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant.
SUSA currently has the higher Sharpe Ratio (2.18 vs -0.91), 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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