SUSC vs. CFA
SUSC (iShares ESG Aware USD Corporate Bond ETF) and CFA (VictoryShares US 500 Volatility Weighted ETF) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while CFA is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index. Both are passively managed. Over the past 5 years, SUSC returned 0.34%/yr vs 7.77%/yr for CFA. At a 0.19 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 0.35%/yr for CFA.
Performance
SUSC vs. CFA - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a 0.47% return, which is significantly lower than CFA's 6.66% return.
SUSC
- 1D
- -0.13%
- 1M
- 0.62%
- YTD
- 0.47%
- 6M
- 0.32%
- 1Y
- 5.87%
- 3Y*
- 5.09%
- 5Y*
- 0.34%
- 10Y*
- —
CFA
- 1D
- -0.30%
- 1M
- 1.81%
- YTD
- 6.66%
- 6M
- 6.96%
- 1Y
- 13.49%
- 3Y*
- 13.78%
- 5Y*
- 7.77%
- 10Y*
- 11.41%
SUSC vs. CFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.47% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
CFA VictoryShares US 500 Volatility Weighted ETF | 6.66% | 8.63% | 15.34% | 11.85% | -11.39% | 26.09% | 11.98% | 30.15% | -8.62% | 9.78% |
Correlation
The correlation between SUSC and CFA is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2017 | 0.19 |
Over the past year, SUSC and CFA have become more correlated (0.42) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
SUSC vs. CFA — Risk / Return Rank
SUSC
CFA
SUSC vs. CFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and VictoryShares US 500 Volatility Weighted ETF (CFA). 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.
| SUSC | CFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.90 | +0.15 |
| Martin ratioReturn relative to average drawdown | 6.37 | 7.03 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUSC | CFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.27 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.52 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.62 | -0.32 |
Drawdowns
SUSC vs. CFA - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum CFA drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for SUSC and CFA.
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Drawdown Indicators
| SUSC | CFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -37.74% | +15.32% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -7.13% | +4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -17.28% | +10.71% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -20.88% | -1.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.74% | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.30% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -4.17% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 1.92% | -1.00% |
Volatility
SUSC vs. CFA - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.40%, while VictoryShares US 500 Volatility Weighted ETF (CFA) has a volatility of 2.40%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than CFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSC | CFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 2.40% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 7.82% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 10.70% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 15.06% | -7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 17.21% | -9.58% |
SUSC vs. CFA - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than CFA's 0.35% expense ratio.
Dividends
SUSC vs. CFA - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.49%, more than CFA's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFA VictoryShares US 500 Volatility Weighted ETF | 1.24% | 1.29% | 1.32% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.15% | 1.37% | 1.31% |
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 CFA have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFA has higher volatility (2.40%) compared to SUSC (1.40%). In terms of maximum drawdown, SUSC dropped -22.42% vs CFA's -37.74%.
On 5-year performance, CFA leads with 7.77% vs 0.34% for SUSC. On fees, SUSC is cheaper at 0.18% per year. On volatility, SUSC has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, CFA has performed better with a 7.77% return vs 0.34%. 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 CFA.
SUSC has the higher dividend yield at 4.49%, compared with 1.24% for CFA.
SUSC is categorized as Corporate Bonds, while CFA is Large Cap Blend Equities. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while CFA tracks Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index. They also come from different issuers: iShares and VictoryShares. Their fees differ too: 0.18% for SUSC and 0.35% for CFA.
SUSC currently has the higher Sharpe Ratio (1.34 vs 1.27), 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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