SUSB vs. VCLT
Compare and contrast key facts about iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and Vanguard Long-Term Corporate Bond ETF (VCLT).
SUSB and VCLT 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. VCLT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 10+ Year Corporate Index. It was launched on Nov 19, 2009. Both SUSB and VCLT 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 VCLT.
Key characteristics
| SUSB | VCLT | |
|---|---|---|
| YTD Return | 4.61% | 1.90% |
| 1Y Return | 8.36% | 15.98% |
| 3Y Return (Ann) | 1.30% | -6.27% |
| 5Y Return (Ann) | 1.85% | -0.58% |
| Sharpe Ratio | 2.97 | 1.28 |
| Sortino Ratio | 4.76 | 1.86 |
| Omega Ratio | 1.61 | 1.22 |
| Calmar Ratio | 1.73 | 0.49 |
| Martin Ratio | 19.56 | 4.02 |
| Ulcer Index | 0.41% | 3.54% |
| Daily Std Dev | 2.71% | 11.13% |
| Max Drawdown | -13.25% | -34.31% |
| Current Drawdown | -0.86% | -17.81% |
Correlation
The correlation between SUSB and VCLT is 0.62, 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. VCLT - Performance Comparison
In the year-to-date period, SUSB achieves a 4.61% return, which is significantly higher than VCLT's 1.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SUSB vs. VCLT - Expense Ratio Comparison
SUSB has a 0.12% expense ratio, which is higher than VCLT's 0.04% 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%.
Risk-Adjusted Performance
SUSB vs. VCLT - 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 Vanguard Long-Term Corporate Bond ETF (VCLT). 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. VCLT - Dividend Comparison
SUSB's dividend yield for the trailing twelve months is around 3.63%, less than VCLT's 4.90% 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% |
VCLT Vanguard Long-Term Corporate Bond ETF | 4.90% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
Drawdowns
SUSB vs. VCLT - Drawdown Comparison
The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for SUSB and VCLT. For additional features, visit the drawdowns tool.
Volatility
SUSB vs. VCLT - Volatility Comparison
The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.66%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 3.83%. This indicates that SUSB experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.