SUSB vs. AGG
Compare and contrast key facts about iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and iShares Core U.S. Aggregate Bond ETF (AGG).
SUSB and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index. It was launched on Jul 12, 2017. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both SUSB and AGG 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: SUSB or AGG.
Performance
SUSB vs. AGG - Performance Comparison
Returns By Period
In the year-to-date period, SUSB achieves a 4.48% return, which is significantly higher than AGG's 2.01% return.
SUSB
4.48%
-0.42%
3.50%
7.24%
1.79%
N/A
AGG
2.01%
-1.33%
3.28%
6.74%
-0.21%
1.47%
Key characteristics
| SUSB | AGG | |
|---|---|---|
| Sharpe Ratio | 2.77 | 1.20 |
| Sortino Ratio | 4.36 | 1.75 |
| Omega Ratio | 1.56 | 1.21 |
| Calmar Ratio | 1.92 | 0.48 |
| Martin Ratio | 16.16 | 3.97 |
| Ulcer Index | 0.45% | 1.74% |
| Daily Std Dev | 2.61% | 5.76% |
| Max Drawdown | -13.25% | -18.43% |
| Current Drawdown | -0.98% | -8.30% |
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SUSB vs. AGG - Expense Ratio Comparison
SUSB has a 0.12% expense ratio, which is higher than AGG's 0.05% 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 SUSB and AGG is 0.70, 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
SUSB vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and iShares Core U.S. Aggregate Bond ETF (AGG). 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
SUSB vs. AGG - Dividend Comparison
SUSB's dividend yield for the trailing twelve months is around 3.63%, less than AGG's 3.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 3.63% | 2.80% | 1.73% | 1.30% | 1.91% | 2.82% | 3.05% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.95% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
SUSB vs. AGG - Drawdown Comparison
The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SUSB and AGG. For additional features, visit the drawdowns tool.
Volatility
SUSB vs. AGG - Volatility Comparison
The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.61%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.52%. This indicates that SUSB experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.