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SUSB vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUSB vs. BND

Last updated Jun 3, 2026

SUSB (iShares ESG 1-5 Year USD Corporate Bond ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - SUSB is a Corporate Bonds fund tracking the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, SUSB returned 2.24%/yr vs 0.20%/yr for BND. A 0.73 correlation means they provide meaningful diversification when combined. SUSB charges 0.12%/yr vs 0.03%/yr for BND.

Performance

SUSB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUSB achieves a 0.65% return, which is significantly higher than BND's 0.46% return.

SUSB

1D
0.02%
1M
0.18%
YTD
0.65%
6M
1.16%
1Y
4.60%
3Y*
5.48%
5Y*
2.24%
10Y*
—

BND

1D
0.03%
1M
0.12%
YTD
0.46%
6M
0.46%
1Y
5.19%
3Y*
4.03%
5Y*
0.20%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSB vs. BND - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF		0.65%6.81%4.83%5.98%-5.72%-0.76%4.96%7.02%0.54%0.28%
BND
Vanguard Total Bond Market ETF		0.46%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%0.84%

Correlation

The correlation between SUSB and BND is 0.86, 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2017

0.73

The correlation between SUSB and BND shifts across timeframes, from 0.73 (all time) to 0.87 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG 1-5 Year USD Corporate Bond ETF

Vanguard Total Bond Market ETF

Often compared with SUSB:
SUSB vs. SUSCSUSB vs. EUSBSUSB vs. VRIGSUSB vs. IGSBSUSB vs. AGGSUSB vs. VIGSUSB vs. FXAIX
Often compared with BND:
BND vs. BNDXBND vs. FXNAXBND vs. AGGBND vs. FBNDBND vs. BNDWBND vs. TLTBND vs. VBTLX

Return for Risk

SUSB vs. BND — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUSB
SUSB Risk / Return Rank: 7171
Overall Rank
SUSB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 8282
Sortino Ratio Rank
SUSB Omega Ratio Rank: 7676
Omega Ratio Rank
SUSB Calmar Ratio Rank: 6060
Calmar Ratio Rank
SUSB Martin Ratio Rank: 6767
Martin Ratio Rank
BND
BND Risk / Return Rank: 3838
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4040
Sortino Ratio Rank
BND Omega Ratio Rank: 3636
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3636
Martin Ratio Rank
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.

SUSB vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and Vanguard Total Bond Market ETF (BND). 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.

SUSBBNDDifference

Sharpe ratio

Return per unit of total volatility

2.39

1.38

+1.01

Sortino ratio

Return per unit of downside risk

3.73

2.07

+1.66

Omega ratio

Gain probability vs. loss probability

1.46

1.24

+0.22

Calmar ratio

Return relative to maximum drawdown

3.04

1.85

+1.19

Martin ratio

Return relative to average drawdown

12.48

5.66

+6.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUSB vs. BND - Sharpe Ratio Comparison

The current SUSB Sharpe Ratio is 2.39, which is higher than the BND Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SUSB and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SUSBBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.38

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.03

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.29

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.59

+0.14

Drawdowns

SUSB vs. BND - Drawdown Comparison

The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SUSB and BND.

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Drawdown Indicators

SUSBBNDDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

-18.58%

+5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-2.68%

+1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

-5.92%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-17.91%

+8.34%

Max Drawdown (10Y)

Largest decline over 10 years

—

-18.58%

—

Current Drawdown

Current decline from peak

-0.27%

-2.18%

+1.91%

Average Drawdown

Average peak-to-trough decline

-1.58%

-3.06%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.88%

-0.52%

Volatility

SUSB vs. BND - Volatility Comparison

The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.64%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.26%. This indicates that SUSB experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUSBBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

1.26%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

2.68%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

3.78%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

6.02%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

5.53%

-1.81%

SUSB vs. BND - Expense Ratio Comparison

SUSB has a 0.12% expense ratio, which is higher than BND'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

SUSB vs. BND - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 4.50%, more than BND's 3.96% yield.

PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF		3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF		4.50%4.40%3.81%2.81%1.74%1.30%1.91%2.83%2.61%0.96%0.00%0.00%

Frequently Asked Questions

SUSB and BND have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BND has higher volatility (1.26%) compared to SUSB (0.64%). In terms of maximum drawdown, SUSB dropped -13.25% vs BND's -18.58%.

On 5-year performance, SUSB leads with 2.24% vs 0.20% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, SUSB has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SUSB has performed better with a 2.24% return vs 0.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.12% for SUSB.

SUSB has the higher dividend yield at 4.50%, compared with 3.96% for BND.

SUSB is categorized as Corporate Bonds, while BND is Total Bond Market. SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for SUSB and 0.03% for BND.

SUSB currently has the higher Sharpe Ratio (2.39 vs 1.38), 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.

Portfolio Optimizer

Find the right allocation for SUSB and BND

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