SUSC vs. BND
SUSC (iShares ESG Aware USD Corporate Bond ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, SUSC returned -0.46%/yr vs -0.42%/yr for BND. Their correlation of 0.88 means they have usually moved in the same direction. SUSC charges 0.18%/yr vs 0.03%/yr for BND.
Performance
SUSC vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a -0.83% return, which is significantly lower than BND's -0.54% return.
SUSC
- 1D
- -0.18%
- 1M
- -1.73%
- 6M
- -1.19%
- YTD
- -0.83%
- 1Y
- 1.60%
- 3Y*
- 4.64%
- 5Y*
- -0.46%
- 10Y*
- —
- ALL TIME*
- 2.10%
BND
- 1D
- -0.26%
- 1M
- -1.20%
- 6M
- -0.75%
- YTD
- -0.54%
- 1Y
- 1.75%
- 3Y*
- 3.92%
- 5Y*
- -0.42%
- 10Y*
- 1.36%
- ALL TIME*
- 2.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $451.00M | $507.49M | $592.68M | |
| $5.30M | $4.85M | $8.54M |
SUSC vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | -0.83% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
BND Vanguard Total Bond Market ETF | -0.54% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 0.83% |
Correlation
The correlation between SUSC and BND is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.88 |
The correlation between SUSC and BND has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.
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Return for Risk
SUSC vs. BND — Risk / Return Rank
SUSC
BND
SUSC vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard Total Bond Market ETF (BND). 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 | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.99 | -0.14 |
| Martin ratioReturn relative to average drawdown | 2.31 | 2.48 | -0.17 |
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Drawdowns
SUSC vs. BND - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SUSC and BND.
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Drawdown Indicators
| SUSC | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -18.58% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -2.68% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -5.33% | -4.81% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -17.91% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -2.64% | -3.15% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -3.06% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.07% | -0.01% |
Volatility
SUSC vs. BND - Volatility Comparison
iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 1.12% compared to Vanguard Total Bond Market ETF (BND) at 0.98%. This indicates that SUSC's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSC | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 0.98% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 2.90% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.33% | 3.70% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.18% | 6.03% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 5.53% | +2.05% |
SUSC vs. BND - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is higher than BND's 0.03% 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%.
Dividends
SUSC vs. BND - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.58%, more than BND's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.69% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.21% | 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
With a correlation of 0.95, SUSC and BND move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SUSC has higher volatility (1.12%) compared to BND (0.98%). In terms of maximum drawdown, SUSC dropped -22.42% vs BND's -18.58%.
On 5-year performance, BND leads with -0.42% vs -0.46% for SUSC. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BND has performed better with a -0.42% return vs -0.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.18% for SUSC.
SUSC has the higher dividend yield at 4.21%, compared with 3.69% for BND.
SUSC is categorized as Corporate Bonds, while BND is Total Bond Market. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for SUSC and 0.03% for BND.
BND currently has the higher Sharpe Ratio (0.72 vs 0.56), 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.
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