SUSB vs. SCHJ

Last updated Jun 4, 2026

SUSB (iShares ESG 1-5 Year USD Corporate Bond ETF) and SCHJ (Schwab 1-5 Year Corporate Bond ETF) are both Corporate Bonds funds - SUSB tracks the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index while SCHJ tracks the Bloomberg US Corporate (1-5 Y). Both are passively managed. Over the past 5 years, SUSB returned 2.20%/yr vs 2.31%/yr for SCHJ. Their correlation of 0.89 suggests significant overlap in exposure. SUSB charges 0.12%/yr vs 0.05%/yr for SCHJ.

Performance

SUSB vs. SCHJ - 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 Schwab 1-5 Year Corporate Bond ETF (SCHJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SUSB having a 0.57% return and SCHJ slightly lower at 0.56%.

SUSB

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

SCHJ

• 1D: -0.08%
• 1M: 0.13%
• YTD: 0.56%
• 6M: 0.86%
• 1Y: 4.52%
• 3Y*: 5.49%
• 5Y*: 2.31%
• 10Y*: —

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

SUSB vs. SCHJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF	0.57%	6.81%	4.83%	5.98%	-5.72%	-0.76%	4.96%	0.57%
SCHJ Schwab 1-5 Year Corporate Bond ETF	0.56%	6.80%	4.89%	6.36%	-5.73%	-0.67%	5.30%	0.61%

Correlation

The correlation between SUSB and SCHJ is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019	0.89

The correlation between SUSB and SCHJ has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

SUSB vs. SCHJ — Risk / Return Rank

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

SUSB

SUSB Risk / Return Rank: 71
SUSB Sharpe Ratio Rank: 71
SUSB Sortino Ratio Rank: 81
SUSB Omega Ratio Rank: 76
SUSB Calmar Ratio Rank: 62
SUSB Martin Ratio Rank: 68

SCHJ

SCHJ Risk / Return Rank: 72
SCHJ Sharpe Ratio Rank: 73
SCHJ Sortino Ratio Rank: 83
SCHJ Omega Ratio Rank: 79
SCHJ Calmar Ratio Rank: 61
SCHJ Martin Ratio Rank: 66

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. SCHJ - 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 Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.

	SUSB	SCHJ	Difference
Sharpe ratio Return per unit of total volatility	2.34	2.42	-0.08
Sortino ratio Return per unit of downside risk	3.66	3.78	-0.12
Omega ratio Gain probability vs. loss probability	1.45	1.48	-0.03
Calmar ratio Return relative to maximum drawdown	3.05	3.08	-0.03
Martin ratio Return relative to average drawdown	12.47	12.17	+0.30
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. SCHJ - Sharpe Ratio Comparison

The current SUSB Sharpe Ratio is 2.34, which is comparable to the SCHJ Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of SUSB and SCHJ, 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

	SUSB	SCHJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	2.42	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.79	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.64	+0.08

Drawdowns

SUSB vs. SCHJ - Drawdown Comparison

The maximum SUSB drawdown since its inception was -13.25%, roughly equal to the maximum SCHJ drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for SUSB and SCHJ.

Drawdown Indicators

	SUSB	SCHJ	Difference
Max Drawdown Largest peak-to-trough decline	-13.25%	-13.62%	+0.37%
Max Drawdown (1Y) Largest decline over 1 year	-1.49%	-1.47%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	-1.49%	-1.47%	-0.02%
Max Drawdown (5Y) Largest decline over 5 years	-9.57%	-9.43%	-0.14%
Current Drawdown Current decline from peak	-0.35%	-0.45%	+0.10%
Average Drawdown Average peak-to-trough decline	-1.58%	-1.88%	+0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.36%	0.37%	-0.01%

Volatility

SUSB vs. SCHJ - Volatility Comparison

iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) has a higher volatility of 0.64% compared to Schwab 1-5 Year Corporate Bond ETF (SCHJ) at 0.55%. This indicates that SUSB's price experiences larger fluctuations and is considered to be riskier than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSB	SCHJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.64%	0.55%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	1.41%	1.35%	+0.06%
Volatility (1Y) Calculated over the trailing 1-year period	1.93%	1.87%	+0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.96%	2.94%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.72%	4.13%	-0.41%

SUSB vs. SCHJ - Expense Ratio Comparison

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

Dividends

SUSB vs. SCHJ - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 4.50%, which matches SCHJ's 4.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHJ Schwab 1-5 Year Corporate Bond ETF	4.50%	4.42%	4.00%	2.98%	1.64%	0.94%	2.54%	0.42%	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

Can I hold both SUSB and SCHJ in my portfolio?

With a correlation of 0.92, SUSB and SCHJ 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.

Which is riskier, SUSB or SCHJ?

SUSB has higher volatility (0.64%) compared to SCHJ (0.55%). In terms of maximum drawdown, SUSB dropped -13.25% vs SCHJ's -13.62%.

Which ETF is better, SUSB or SCHJ?

On 5-year performance, SCHJ leads with 2.31% vs 2.20% for SUSB. On fees, SCHJ is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SUSB or SCHJ?

Over the 5-year period, SCHJ has performed better with a 2.31% return vs 2.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSB or SCHJ?

SCHJ is cheaper with a 0.05% expense ratio, compared with 0.12% for SUSB.

Which ETF pays a higher dividend yield, SUSB or SCHJ?

SUSB and SCHJ have nearly identical dividend yields, around 4.50%.

What is the main difference between SUSB and SCHJ?

SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while SCHJ tracks Bloomberg US Corporate (1-5 Y). They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.12% for SUSB and 0.05% for SCHJ.

Which has better risk-adjusted returns?

SCHJ currently has the higher Sharpe Ratio (2.42 vs 2.34), 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.