SUSA vs. SATO
SUSA (iShares MSCI USA ESG Select ETF) and SATO (Invesco Alerian Galaxy Crypto Economy ETF) are both exchange-traded funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index. Both are passively managed. Over the past 3 years, SUSA returned 18.62%/yr vs 21.01%/yr for SATO. A 0.61 correlation means they provide meaningful diversification when combined. SUSA charges 0.25%/yr vs 0.60%/yr for SATO.
Performance
SUSA vs. SATO - Performance Comparison
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Returns By Period
In the year-to-date period, SUSA achieves a 11.35% return, which is significantly higher than SATO's -12.24% return.
SUSA
- 1D
- -0.32%
- 1M
- 0.74%
- 6M
- 9.37%
- YTD
- 11.35%
- 1Y
- 22.81%
- 3Y*
- 18.62%
- 5Y*
- 11.31%
- 10Y*
- 14.72%
SATO
- 1D
- -4.30%
- 1M
- -15.29%
- 6M
- -24.52%
- YTD
- -12.24%
- 1Y
- -26.56%
- 3Y*
- 21.01%
- 5Y*
- —
- 10Y*
- —
SUSA vs. SATO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 11.35% | 15.72% | 22.43% | 23.88% | -21.38% | 9.72% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | -12.24% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
Correlation
The correlation between SUSA and SATO is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2021 | 0.61 |
The correlation between SUSA and SATO has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.
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Return for Risk
SUSA vs. SATO — Risk / Return Rank
SUSA
SATO
SUSA vs. SATO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Invesco Alerian Galaxy Crypto Economy ETF (SATO). 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 | SATO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.95 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | -0.50 | +2.86 |
| Martin ratioReturn relative to average drawdown | 10.02 | -0.82 | +10.84 |
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Drawdowns
SUSA vs. SATO - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, smaller than the maximum SATO drawdown of -88.00%. Use the drawdown chart below to compare losses from any high point for SUSA and SATO.
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Drawdown Indicators
| SUSA | SATO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.93% | -88.00% | +34.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -53.49% | +43.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -53.49% | +34.19% |
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 | -0.80% | -46.22% | +45.42% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -50.73% | +43.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 32.38% | -30.10% |
Volatility
SUSA vs. SATO - Volatility Comparison
The current volatility for iShares MSCI USA ESG Select ETF (SUSA) is 3.27%, while Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a volatility of 11.55%. This indicates that SUSA experiences smaller price fluctuations and is considered to be less risky than SATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSA | SATO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 11.55% | -8.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 38.22% | -27.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 52.13% | -39.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 62.96% | -45.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 62.96% | -44.84% |
SUSA vs. SATO - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is lower than SATO's 0.60% expense ratio.
Dividends
SUSA vs. SATO - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 0.84%, less than SATO's 7.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.64% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% | 0.00% | 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 SATO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SATO has higher volatility (11.55%) compared to SUSA (3.27%). In terms of maximum drawdown, SUSA dropped -53.93% vs SATO's -88.00%.
On 3-year performance, SATO leads with 21.01% vs 18.62% for SUSA. On fees, SUSA is cheaper at 0.25% per year. On volatility, SUSA has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SATO has performed better with a 21.01% return vs 18.62%. 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 0.60% for SATO.
SATO has the higher dividend yield at 7.64%, compared with 0.84% for SUSA.
SUSA is categorized as Large Cap Growth Equities, while SATO is Cryptocurrency. SUSA tracks MSCI USA ESG Select Index, while SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for SUSA and 0.60% for SATO.
SUSA currently has the higher Sharpe Ratio (1.77 vs -0.51), 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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