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SUSB vs. SUSC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SUSBSUSC
YTD Return4.61%3.34%
1Y Return8.36%11.87%
3Y Return (Ann)1.30%-2.40%
5Y Return (Ann)1.85%0.70%
Sharpe Ratio2.971.75
Sortino Ratio4.762.59
Omega Ratio1.611.31
Calmar Ratio1.730.64
Martin Ratio19.567.03
Ulcer Index0.41%1.56%
Daily Std Dev2.71%6.28%
Max Drawdown-13.25%-22.41%
Current Drawdown-0.86%-7.45%

Correlation

-0.50.00.51.00.7

The correlation between SUSB and SUSC is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SUSB vs. SUSC - Performance Comparison

In the year-to-date period, SUSB achieves a 4.61% return, which is significantly higher than SUSC's 3.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.96%
5.16%
SUSB
SUSC

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SUSB vs. SUSC - Expense Ratio Comparison

SUSB has a 0.12% expense ratio, which is lower than SUSC's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SUSC
iShares ESG Aware USD Corporate Bond ETF
Expense ratio chart for SUSC: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for SUSB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SUSB vs. SUSC - 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 ESG Aware USD Corporate Bond ETF (SUSC). 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
Sharpe ratio
The chart of Sharpe ratio for SUSB, currently valued at 2.97, compared to the broader market-2.000.002.004.002.97
Sortino ratio
The chart of Sortino ratio for SUSB, currently valued at 4.76, compared to the broader market-2.000.002.004.006.008.0010.0012.004.76
Omega ratio
The chart of Omega ratio for SUSB, currently valued at 1.61, compared to the broader market1.001.502.002.503.001.61
Calmar ratio
The chart of Calmar ratio for SUSB, currently valued at 1.73, compared to the broader market0.005.0010.0015.001.73
Martin ratio
The chart of Martin ratio for SUSB, currently valued at 19.56, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.56
SUSC
Sharpe ratio
The chart of Sharpe ratio for SUSC, currently valued at 1.75, compared to the broader market-2.000.002.004.001.75
Sortino ratio
The chart of Sortino ratio for SUSC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.008.0010.0012.002.59
Omega ratio
The chart of Omega ratio for SUSC, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for SUSC, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.64
Martin ratio
The chart of Martin ratio for SUSC, currently valued at 7.03, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.03

SUSB vs. SUSC - Sharpe Ratio Comparison

The current SUSB Sharpe Ratio is 2.97, which is higher than the SUSC Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SUSB and SUSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.97
1.75
SUSB
SUSC

Dividends

SUSB vs. SUSC - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 3.63%, less than SUSC's 4.21% yield.


TTM2023202220212020201920182017
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%
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.21%3.83%2.97%2.21%2.20%3.08%3.88%1.70%

Drawdowns

SUSB vs. SUSC - Drawdown Comparison

The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum SUSC drawdown of -22.41%. Use the drawdown chart below to compare losses from any high point for SUSB and SUSC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.86%
-7.45%
SUSB
SUSC

Volatility

SUSB vs. SUSC - Volatility Comparison

The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.66%, while iShares ESG Aware USD Corporate Bond ETF (SUSC) has a volatility of 1.97%. This indicates that SUSB experiences smaller price fluctuations and is considered to be less risky than SUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JuneJulyAugustSeptemberOctoberNovember
0.66%
1.97%
SUSB
SUSC