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SUSB vs. VRIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUSB vs. VRIG - 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 Invesco Variable Rate Investment Grade ETF (VRIG). The values are adjusted to include any dividend payments, if applicable.

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SUSB vs. VRIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
0.04%6.81%4.83%5.98%-5.72%-0.76%4.96%7.02%0.54%0.28%
VRIG
Invesco Variable Rate Investment Grade ETF
0.90%5.05%6.81%7.37%0.99%1.06%1.76%4.57%0.51%0.89%

Returns By Period

In the year-to-date period, SUSB achieves a 0.04% return, which is significantly lower than VRIG's 0.90% return.


SUSB

1D
0.26%
1M
-0.87%
YTD
0.04%
6M
1.28%
1Y
4.85%
3Y*
5.31%
5Y*
2.24%
10Y*

VRIG

1D
0.06%
1M
0.07%
YTD
0.90%
6M
2.12%
1Y
4.82%
3Y*
6.25%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SUSB vs. VRIG — Risk / Return Rank

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

SUSB
SUSB Risk / Return Rank: 9393
Overall Rank
SUSB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
SUSB Omega Ratio Rank: 9494
Omega Ratio Rank
SUSB Calmar Ratio Rank: 9292
Calmar Ratio Rank
SUSB Martin Ratio Rank: 9393
Martin Ratio Rank

VRIG
VRIG Risk / Return Rank: 9999
Overall Rank
VRIG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VRIG Sortino Ratio Rank: 9999
Sortino Ratio Rank
VRIG Omega Ratio Rank: 9999
Omega Ratio Rank
VRIG Calmar Ratio Rank: 9898
Calmar Ratio Rank
VRIG Martin Ratio Rank: 9999
Martin Ratio Rank
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. VRIG - 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 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.


SUSBVRIGDifference

Sharpe ratio

Return per unit of total volatility

2.12

5.20

-3.08

Sortino ratio

Return per unit of downside risk

3.09

6.80

-3.71

Omega ratio

Gain probability vs. loss probability

1.43

3.21

-1.77

Calmar ratio

Return relative to maximum drawdown

3.26

6.26

-3.00

Martin ratio

Return relative to average drawdown

13.63

52.80

-39.17

SUSB vs. VRIG - Sharpe Ratio Comparison

The current SUSB Sharpe Ratio is 2.12, which is lower than the VRIG Sharpe Ratio of 5.20. The chart below compares the historical Sharpe Ratios of SUSB and VRIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SUSBVRIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

5.20

-3.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

3.34

-2.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.89

-0.18

Correlation

The correlation between SUSB and VRIG is 0.05, 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.


Dividends

SUSB vs. VRIG - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 4.45%, less than VRIG's 4.89% yield.


TTM2025202420232022202120202019201820172016
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
4.45%4.40%3.81%2.81%1.74%1.30%1.91%2.83%2.61%0.96%0.00%
VRIG
Invesco Variable Rate Investment Grade ETF
4.89%4.99%6.09%5.97%2.39%0.78%1.57%3.12%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.


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Drawdown Indicators


SUSBVRIGDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

-13.04%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-0.78%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-2.28%

-7.29%

Current Drawdown

Current decline from peak

-0.87%

-0.02%

-0.85%

Average Drawdown

Average peak-to-trough decline

-1.60%

-0.27%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.09%

+0.27%

Volatility

SUSB vs. VRIG - Volatility Comparison

iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) has a higher volatility of 0.93% compared to Invesco Variable Rate Investment Grade ETF (VRIG) at 0.18%. 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.


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Volatility by Period


SUSBVRIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.18%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.35%

0.37%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

0.93%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

1.29%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.75%

3.83%

-0.08%