SUSA vs. SPY
Compare and contrast key facts about iShares MSCI USA ESG Select ETF (SUSA) and SPDR S&P 500 ETF (SPY).
SUSA and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both SUSA and SPY 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 SPY.
Performance
SUSA vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, SUSA achieves a 24.75% return, which is significantly lower than SPY's 26.08% return. Both investments have delivered pretty close results over the past 10 years, with SUSA having a 12.77% annualized return and SPY not far ahead at 13.10%.
SUSA
24.75%
2.89%
14.17%
32.47%
15.61%
12.77%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| SUSA | SPY | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.70 |
| Sortino Ratio | 3.63 | 3.60 |
| Omega Ratio | 1.48 | 1.50 |
| Calmar Ratio | 3.79 | 3.90 |
| Martin Ratio | 17.15 | 17.52 |
| Ulcer Index | 1.93% | 1.87% |
| Daily Std Dev | 12.31% | 12.14% |
| Max Drawdown | -53.93% | -55.19% |
| Current Drawdown | -0.55% | -0.85% |
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SUSA vs. SPY - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is higher than SPY'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 SPY is 0.95, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 1.12%, less than SPY's 1.18% 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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SUSA vs. SPY - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SUSA and SPY. For additional features, visit the drawdowns tool.
Volatility
SUSA vs. SPY - Volatility Comparison
iShares MSCI USA ESG Select ETF (SUSA) and SPDR S&P 500 ETF (SPY) have volatilities of 3.83% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.