SUSB vs. VIG
Compare and contrast key facts about iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and Vanguard Dividend Appreciation ETF (VIG).
SUSB and VIG 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. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Apr 21, 2006. Both SUSB and VIG 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 VIG.
Key characteristics
| SUSB | VIG | |
|---|---|---|
| YTD Return | 4.61% | 20.77% |
| 1Y Return | 8.36% | 31.87% |
| 3Y Return (Ann) | 1.30% | 8.80% |
| 5Y Return (Ann) | 1.85% | 13.12% |
| Sharpe Ratio | 2.97 | 3.08 |
| Sortino Ratio | 4.76 | 4.32 |
| Omega Ratio | 1.61 | 1.57 |
| Calmar Ratio | 1.73 | 5.47 |
| Martin Ratio | 19.56 | 20.34 |
| Ulcer Index | 0.41% | 1.52% |
| Daily Std Dev | 2.71% | 10.07% |
| Max Drawdown | -13.25% | -46.81% |
| Current Drawdown | -0.86% | 0.00% |
Correlation
The correlation between SUSB and VIG is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SUSB vs. VIG - Performance Comparison
In the year-to-date period, SUSB achieves a 4.61% return, which is significantly lower than VIG's 20.77% 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. VIG - Expense Ratio Comparison
SUSB has a 0.12% expense ratio, which is higher than VIG's 0.06% 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. VIG - 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 Dividend Appreciation ETF (VIG). 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. VIG - Dividend Comparison
SUSB's dividend yield for the trailing twelve months is around 3.63%, more than VIG's 1.68% 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% |
VIG Vanguard Dividend Appreciation ETF | 1.68% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Drawdowns
SUSB vs. VIG - Drawdown Comparison
The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for SUSB and VIG. For additional features, visit the drawdowns tool.
Volatility
SUSB vs. VIG - Volatility Comparison
The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.66%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.64%. This indicates that SUSB experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.