SUSB vs. VRIG
Compare and contrast key facts about iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and Invesco Variable Rate Investment Grade ETF (VRIG).
SUSB and VRIG 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. VRIG is an actively managed fund by Invesco. It was launched on Sep 22, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSB or VRIG.
Key characteristics
| SUSB | VRIG | |
|---|---|---|
| YTD Return | 4.61% | 5.88% |
| 1Y Return | 8.36% | 7.23% |
| 3Y Return (Ann) | 1.30% | 4.71% |
| 5Y Return (Ann) | 1.85% | 3.47% |
| Sharpe Ratio | 2.97 | 8.99 |
| Sortino Ratio | 4.76 | 19.45 |
| Omega Ratio | 1.61 | 4.46 |
| Calmar Ratio | 1.73 | 36.67 |
| Martin Ratio | 19.56 | 243.72 |
| Ulcer Index | 0.41% | 0.03% |
| Daily Std Dev | 2.71% | 0.81% |
| Max Drawdown | -13.25% | -13.04% |
| Current Drawdown | -0.86% | 0.00% |
Correlation
The correlation between SUSB and VRIG is 0.03, 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. VRIG - Performance Comparison
In the year-to-date period, SUSB achieves a 4.61% return, which is significantly lower than VRIG's 5.88% 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. VRIG - Expense Ratio Comparison
SUSB has a 0.12% expense ratio, which is lower than VRIG's 0.30% expense ratio.
Risk-Adjusted Performance
SUSB vs. VRIG - 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 Invesco Variable Rate Investment Grade ETF (VRIG). 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. VRIG - Dividend Comparison
SUSB's dividend yield for the trailing twelve months is around 3.63%, less than VRIG's 6.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VRIG Invesco Variable Rate Investment Grade ETF | 6.18% | 5.96% | 2.39% | 0.77% | 1.56% | 3.13% | 2.89% | 2.31% | 0.60% |
Drawdowns
SUSB vs. VRIG - Drawdown Comparison
The maximum SUSB drawdown since its inception was -13.25%, roughly equal to the maximum VRIG drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for SUSB and VRIG. For additional features, visit the drawdowns tool.
Volatility
SUSB vs. VRIG - Volatility Comparison
iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) has a higher volatility of 0.66% compared to Invesco Variable Rate Investment Grade ETF (VRIG) at 0.24%. This indicates that SUSB's price experiences larger fluctuations and is considered to be riskier than VRIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.