SUSC vs. ANGL
SUSC (iShares ESG Aware USD Corporate Bond ETF) and ANGL (VanEck Vectors Fallen Angel High Yield Bond ETF) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while ANGL is a High Yield Bonds fund tracking the BofA Merrill Lynch US Fallen Angel High Yield Index. Both are passively managed. Over the past 5 years, SUSC returned 0.19%/yr vs 3.32%/yr for ANGL. At a 0.48 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 0.35%/yr for ANGL.
Performance
SUSC vs. ANGL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUSC achieves a 0.58% return, which is significantly lower than ANGL's 2.04% return.
SUSC
- 1D
- -0.15%
- 1M
- 0.67%
- YTD
- 0.58%
- 6M
- 0.75%
- 1Y
- 5.11%
- 3Y*
- 5.05%
- 5Y*
- 0.19%
- 10Y*
- —
ANGL
- 1D
- -0.03%
- 1M
- 1.01%
- YTD
- 2.04%
- 6M
- 2.40%
- 1Y
- 7.40%
- 3Y*
- 8.62%
- 5Y*
- 3.32%
- 10Y*
- 6.25%
SUSC vs. ANGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.58% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 2.04% | 9.04% | 6.06% | 12.52% | -14.26% | 6.84% | 13.20% | 18.06% | -5.84% | 3.31% |
Correlation
The correlation between SUSC and ANGL is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.48 |
Over the past year, SUSC and ANGL have become more correlated (0.73) than their long-term average of 0.48, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUSC vs. ANGL — Risk / Return Rank
SUSC
ANGL
SUSC vs. ANGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SUSC | ANGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.84 | -0.05 |
| Martin ratioReturn relative to average drawdown | 5.41 | 7.68 | -2.27 |
Loading charts...
Drawdowns
SUSC vs. ANGL - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum ANGL drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for SUSC and ANGL.
Loading charts...
Drawdown Indicators
| SUSC | ANGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -29.31% | +6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -4.05% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -5.48% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -19.25% | -3.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.31% | — |
Current DrawdownCurrent decline from peak | -1.25% | -0.03% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -3.29% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.97% | -0.02% |
Volatility
SUSC vs. ANGL - Volatility Comparison
iShares ESG Aware USD Corporate Bond ETF (SUSC) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) have volatilities of 1.12% and 1.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUSC | ANGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 1.17% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.29% | 3.55% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 4.37% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.18% | 7.64% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.62% | 9.28% | -1.66% |
SUSC vs. ANGL - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than ANGL's 0.35% expense ratio.
Dividends
SUSC vs. ANGL - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.49%, less than ANGL's 6.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 6.34% | 6.20% | 6.29% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.34% | 5.81% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.49% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% | 0.00% | 0.00% |
Frequently Asked Questions
SUSC and ANGL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ANGL has higher volatility (1.17%) compared to SUSC (1.12%). In terms of maximum drawdown, SUSC dropped -22.42% vs ANGL's -29.31%.
On 5-year performance, ANGL leads with 3.32% vs 0.19% for SUSC. On fees, SUSC is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ANGL has performed better with a 3.32% return vs 0.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSC is cheaper with a 0.18% expense ratio, compared with 0.35% for ANGL.
ANGL has the higher dividend yield at 6.34%, compared with 4.49% for SUSC.
SUSC is categorized as Corporate Bonds, while ANGL is High Yield Bonds. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while ANGL tracks BofA Merrill Lynch US Fallen Angel High Yield Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.18% for SUSC and 0.35% for ANGL.
ANGL currently has the higher Sharpe Ratio (1.71 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SUSC and ANGL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer