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SUSB vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSB vs. QCON - 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 American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SUSB

1D
-0.08%
1M
0.22%
YTD
0.57%
6M
0.92%
1Y
4.51%
3Y*
5.45%
5Y*
2.20%
10Y*

QCON

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSB vs. QCON - Yearly Performance Comparison


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Return for Risk

SUSB vs. QCON — 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: 7171
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 8181
Sortino Ratio Rank
SUSB Omega Ratio Rank: 7676
Omega Ratio Rank
SUSB Calmar Ratio Rank: 6262
Calmar Ratio Rank
SUSB Martin Ratio Rank: 6868
Martin Ratio Rank

QCON
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. QCON - 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 American Century Quality Convertible Securities ETF (QCON). 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.


SUSBQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

3.05

Martin ratioReturn relative to average drawdown

12.47

SUSB vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SUSBQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Drawdowns

SUSB vs. QCON - Drawdown Comparison

The maximum SUSB drawdown since its inception was -13.25%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SUSB and QCON.


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Drawdown Indicators


SUSBQCONDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

0.00%

-13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

Current Drawdown

Current decline from peak

-0.35%

0.00%

-0.35%

Average Drawdown

Average peak-to-trough decline

-1.58%

0.00%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

SUSB vs. QCON - Volatility Comparison


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Volatility by Period


SUSBQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

0.00%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

0.00%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

0.00%

+3.72%

SUSB vs. QCON - Expense Ratio Comparison

SUSB has a 0.12% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

SUSB vs. QCON - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 4.50%, while QCON has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


On fees, SUSB is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUSB is cheaper with a 0.12% expense ratio, compared with 0.32% for QCON.

SUSB has the higher dividend yield at 4.50%, compared with 0.00% for QCON.

They also come from different issuers: iShares and American Century. Their fees differ too: 0.12% for SUSB and 0.32% for QCON.

Portfolio Optimizer

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