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SUSC vs. ANGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SUSC and ANGL is 0.45, 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.


-0.50.00.51.00.5

Performance

SUSC vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.60%
3.62%
SUSC
ANGL

Key characteristics

Sharpe Ratio

SUSC:

0.36

ANGL:

1.05

Sortino Ratio

SUSC:

0.54

ANGL:

1.50

Omega Ratio

SUSC:

1.06

ANGL:

1.19

Calmar Ratio

SUSC:

0.16

ANGL:

1.01

Martin Ratio

SUSC:

1.17

ANGL:

6.48

Ulcer Index

SUSC:

1.82%

ANGL:

0.79%

Daily Std Dev

SUSC:

5.91%

ANGL:

4.85%

Max Drawdown

SUSC:

-22.41%

ANGL:

-35.07%

Current Drawdown

SUSC:

-8.89%

ANGL:

-1.85%

Returns By Period

In the year-to-date period, SUSC achieves a 1.74% return, which is significantly lower than ANGL's 5.60% return.


SUSC

YTD

1.74%

1M

-0.57%

6M

1.61%

1Y

2.20%

5Y*

0.02%

10Y*

N/A

ANGL

YTD

5.60%

1M

-0.47%

6M

3.62%

1Y

5.28%

5Y*

4.36%

10Y*

6.37%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SUSC vs. ANGL - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is lower than ANGL's 0.35% expense ratio.


ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
Expense ratio chart for ANGL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SUSC: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

SUSC vs. ANGL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SUSC, currently valued at 0.36, compared to the broader market0.002.004.000.361.05
The chart of Sortino ratio for SUSC, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.000.541.50
The chart of Omega ratio for SUSC, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.19
The chart of Calmar ratio for SUSC, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.161.01
The chart of Martin ratio for SUSC, currently valued at 1.17, compared to the broader market0.0020.0040.0060.0080.00100.001.176.48
SUSC
ANGL

The current SUSC Sharpe Ratio is 0.36, which is lower than the ANGL Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SUSC and ANGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.36
1.05
SUSC
ANGL

Dividends

SUSC vs. ANGL - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.35%, less than ANGL's 6.23% yield.


TTM20232022202120202019201820172016201520142013
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.35%3.83%2.97%2.21%2.20%3.08%3.88%1.70%0.00%0.00%0.00%0.00%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.23%5.27%4.72%3.90%4.67%5.20%6.00%5.25%5.79%5.82%6.80%6.10%

Drawdowns

SUSC vs. ANGL - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.41%, smaller than the maximum ANGL drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for SUSC and ANGL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.89%
-1.85%
SUSC
ANGL

Volatility

SUSC vs. ANGL - Volatility Comparison

iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 1.97% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 1.82%. This indicates that SUSC's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.97%
1.82%
SUSC
ANGL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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