SUSA vs. VTHRX
SUSA (iShares MSCI USA ESG Select ETF) and VTHRX (Vanguard Target Retirement 2030 Fund) are both funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while VTHRX is a Target Retirement Date fund managed by Vanguard. Over the past 10 years, SUSA returned 15.02%/yr vs 8.89%/yr for VTHRX. Their correlation of 0.93 suggests significant overlap in exposure. SUSA charges 0.25%/yr vs 0.08%/yr for VTHRX.
Performance
SUSA vs. VTHRX - 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 VTHRX's 6.52% return. Over the past 10 years, SUSA has outperformed VTHRX with an annualized return of 15.02%, while VTHRX has yielded a comparatively lower 8.89% annualized 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%
VTHRX
- 1D
- 1.60%
- 1M
- -0.02%
- YTD
- 6.52%
- 6M
- 7.17%
- 1Y
- 17.56%
- 3Y*
- 13.65%
- 5Y*
- 6.55%
- 10Y*
- 8.89%
SUSA vs. VTHRX - 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% |
VTHRX Vanguard Target Retirement 2030 Fund | 6.52% | 16.25% | 10.43% | 16.24% | -16.28% | 11.37% | 14.11% | 21.08% | -5.85% | 15.24% |
Correlation
The correlation between SUSA and VTHRX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2006 | 0.93 |
The correlation between SUSA and VTHRX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
SUSA vs. VTHRX — Risk / Return Rank
SUSA
VTHRX
SUSA vs. VTHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Vanguard Target Retirement 2030 Fund (VTHRX). 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 | VTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.60 | -0.18 |
| Martin ratioReturn relative to average drawdown | 10.46 | 11.15 | -0.69 |
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Drawdowns
SUSA vs. VTHRX - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than VTHRX's maximum drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for SUSA and VTHRX.
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Drawdown Indicators
| SUSA | VTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.93% | -49.57% | -4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -6.56% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -9.64% | -9.66% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -22.75% | -5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -32.93% | -24.86% | -8.07% |
Current DrawdownCurrent decline from peak | -2.42% | -1.42% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -6.18% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 1.53% | +0.72% |
Volatility
SUSA vs. VTHRX - Volatility Comparison
iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 4.67% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 3.52%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSA | VTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.52% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 7.09% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 8.53% | +4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 10.43% | +6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 11.28% | +6.90% |
SUSA vs. VTHRX - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is higher than VTHRX's 0.08% 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%.
Dividends
SUSA vs. VTHRX - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 0.84%, less than VTHRX's 3.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTHRX Vanguard Target Retirement 2030 Fund | 3.78% | 4.03% | 3.63% | 2.59% | 2.53% | 17.56% | 2.56% | 2.38% | 2.71% | 0.06% | 2.38% | 3.72% |
Frequently Asked Questions
With a correlation of 0.93, SUSA and VTHRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SUSA has higher volatility (4.67%) compared to VTHRX (3.52%). In terms of maximum drawdown, SUSA dropped -53.93% vs VTHRX's -49.57%.
VTHRX currently has the higher Sharpe Ratio (2.00 vs 1.83), 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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