SUSA vs. SUSL
Compare and contrast key facts about iShares MSCI USA ESG Select ETF (SUSA) and iShares ESG MSCI USA Leaders ETF (SUSL).
SUSA and SUSL 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. SUSL is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended ESG Leaders Index. It was launched on May 7, 2019. Both SUSA and SUSL 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 SUSL.
Performance
SUSA vs. SUSL - Performance Comparison
Returns By Period
In the year-to-date period, SUSA achieves a 24.75% return, which is significantly lower than SUSL's 26.28% return.
SUSA
24.75%
2.89%
14.17%
32.47%
15.61%
12.77%
SUSL
26.28%
2.41%
12.58%
32.70%
16.19%
N/A
Key characteristics
| SUSA | SUSL | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.44 |
| Sortino Ratio | 3.63 | 3.27 |
| Omega Ratio | 1.48 | 1.46 |
| Calmar Ratio | 3.79 | 3.54 |
| Martin Ratio | 17.15 | 14.91 |
| Ulcer Index | 1.93% | 2.22% |
| Daily Std Dev | 12.31% | 13.60% |
| Max Drawdown | -53.93% | -34.26% |
| Current Drawdown | -0.55% | -1.06% |
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SUSA vs. SUSL - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is higher than SUSL's 0.10% 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 SUSL 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. SUSL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and iShares ESG MSCI USA Leaders ETF (SUSL). 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. SUSL - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 1.12%, more than SUSL's 1.02% 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% |
SUSL iShares ESG MSCI USA Leaders ETF | 1.02% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SUSA vs. SUSL - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than SUSL's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for SUSA and SUSL. For additional features, visit the drawdowns tool.
Volatility
SUSA vs. SUSL - Volatility Comparison
The current volatility for iShares MSCI USA ESG Select ETF (SUSA) is 3.83%, while iShares ESG MSCI USA Leaders ETF (SUSL) has a volatility of 4.42%. This indicates that SUSA experiences smaller price fluctuations and is considered to be less risky than SUSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.