SUSA vs. VUG

Last updated Jun 4, 2026

SUSA (iShares MSCI USA ESG Select ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds - SUSA tracks the MSCI USA ESG Select Index while VUG tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 10 years, SUSA returned 15.06%/yr vs 18.26%/yr for VUG. Their correlation of 0.91 suggests significant overlap in exposure. SUSA charges 0.25%/yr vs 0.03%/yr for VUG.

Performance

SUSA vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Select ETF (SUSA) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUSA achieves a 11.10% return, which is significantly higher than VUG's 9.49% return. Over the past 10 years, SUSA has underperformed VUG with an annualized return of 15.06%, while VUG has yielded a comparatively higher 18.26% annualized return.

SUSA

• 1D: -0.88%
• 1M: 6.04%
• YTD: 11.10%
• 6M: 10.68%
• 1Y: 26.44%
• 3Y*: 20.92%
• 5Y*: 11.86%
• 10Y*: 15.06%

VUG

• 1D: -1.23%
• 1M: 6.22%
• YTD: 9.49%
• 6M: 8.72%
• 1Y: 27.84%
• 3Y*: 25.93%
• 5Y*: 15.11%
• 10Y*: 18.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSA vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUSA iShares MSCI USA ESG Select ETF	11.10%	15.72%	22.43%	23.88%	-21.38%	30.45%	24.66%	32.10%	-5.67%	22.52%
VUG Vanguard Growth ETF	9.49%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Correlation

The correlation between SUSA and VUG is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jan 31, 2005	0.91

The correlation between SUSA and VUG has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

SUSA vs. VUG - Sectors Allocation Comparison

Sectors	SUSA	VUG
Technology	39.4%	53.5%
Financial Services	11.9%	4.3%
Industrials	10.2%	3.6%
Healthcare	9.0%	4.6%
Communication Services	8.5%	17.3%
Consumer Cyclical	6.9%	12.2%
Energy	3.9%	0.4%
Consumer Defensive	3.5%	1.5%
Real Estate	3.1%	1.0%
Basic Materials	2.5%	0.6%
Utilities	1.3%	0.9%

Return for Risk

SUSA vs. VUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSA

SUSA Risk / Return Rank: 62
SUSA Sharpe Ratio Rank: 63
SUSA Sortino Ratio Rank: 63
SUSA Omega Ratio Rank: 62
SUSA Calmar Ratio Rank: 55
SUSA Martin Ratio Rank: 66

VUG

VUG Risk / Return Rank: 43
VUG Sharpe Ratio Rank: 50
VUG Sortino Ratio Rank: 47
VUG Omega Ratio Rank: 48
VUG Calmar Ratio Rank: 33
VUG Martin Ratio Rank: 37

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUSA vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Vanguard Growth ETF (VUG). 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	VUG	Difference
Sharpe ratio: Return per unit of total volatility	2.15	1.77	+0.38
Sortino ratio: Return per unit of downside risk	2.97	2.40	+0.57
Omega ratio: Gain probability vs. loss probability	1.38	1.31	+0.08
Calmar ratio: Return relative to maximum drawdown	2.74	1.69	+1.04
Martin ratio: Return relative to average drawdown	12.10	5.92	+6.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUSA vs. VUG - Sharpe Ratio Comparison

The current SUSA Sharpe Ratio is 2.15, which is comparable to the VUG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SUSA and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SUSA	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	1.77	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.68	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.85	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.62	-0.04

Drawdowns

SUSA vs. VUG - Drawdown Comparison

The maximum SUSA drawdown since its inception was -53.93%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SUSA and VUG.

Drawdown Indicators

	SUSA	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-53.93%	-50.68%	-3.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-16.53%	+6.82%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	-22.85%	+3.55%
Max Drawdown (5Y) Largest decline over 5 years	-28.23%	-35.61%	+7.38%
Max Drawdown (10Y) Largest decline over 10 years	-32.93%	-35.61%	+2.68%
Current Drawdown Current decline from peak	-0.88%	-1.51%	+0.63%
Average Drawdown Average peak-to-trough decline	-7.25%	-7.09%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	4.71%	-2.52%

Volatility

SUSA vs. VUG - Volatility Comparison

The current volatility for iShares MSCI USA ESG Select ETF (SUSA) is 3.29%, while Vanguard Growth ETF (VUG) has a volatility of 3.83%. This indicates that SUSA experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSA	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	3.83%	-0.54%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	12.11%	-2.53%
Volatility (1Y) Calculated over the trailing 1-year period	12.37%	15.84%	-3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	22.22%	-4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.15%	21.44%	-3.29%

SUSA vs. VUG - Expense Ratio Comparison

SUSA has a 0.25% expense ratio, which is higher than VUG's 0.03% 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. VUG - Dividend Comparison

SUSA's dividend yield for the trailing twelve months is around 0.83%, more than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SUSA iShares MSCI USA ESG Select ETF	0.83%	0.89%	1.15%	1.32%	1.52%	0.98%	1.17%	1.52%	1.72%	1.40%	1.56%	1.42%
VUG Vanguard Growth ETF	0.37%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both SUSA and VUG in my portfolio?

SUSA and VUG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUSA or VUG?

VUG has higher volatility (3.83%) compared to SUSA (3.29%). In terms of maximum drawdown, SUSA dropped -53.93% vs VUG's -50.68%.

Which ETF is better, SUSA or VUG?

On 10-year performance, VUG leads with 18.26% vs 15.06% for SUSA. On fees, VUG is cheaper at 0.03% per year. On volatility, SUSA has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SUSA or VUG?

Over the 10-year period, VUG has performed better with a 18.26% return vs 15.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSA or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.25% for SUSA.

Which ETF pays a higher dividend yield, SUSA or VUG?

SUSA has the higher dividend yield at 0.83%, compared with 0.37% for VUG.

What is the main difference between SUSA and VUG?

SUSA tracks MSCI USA ESG Select Index, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for SUSA and 0.03% for VUG.

Which has better risk-adjusted returns?

SUSA currently has the higher Sharpe Ratio (2.15 vs 1.77), 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.