SUSC vs. EAGG
SUSC (iShares ESG Aware USD Corporate Bond ETF) and EAGG (iShares ESG Aware US Aggregate Bond ETF) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index. Both are passively managed. Over the past 5 years, SUSC returned 0.36%/yr vs 0.03%/yr for EAGG. Their correlation of 0.90 suggests significant overlap in exposure. SUSC charges 0.18%/yr vs 0.10%/yr for EAGG.
Performance
SUSC vs. EAGG - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a 0.58% return, which is significantly higher than EAGG's 0.34% return.
SUSC
- 1D
- 0.11%
- 1M
- 0.43%
- YTD
- 0.58%
- 6M
- 0.55%
- 1Y
- 5.39%
- 3Y*
- 5.19%
- 5Y*
- 0.36%
- 10Y*
- —
EAGG
- 1D
- 0.08%
- 1M
- 0.19%
- YTD
- 0.34%
- 6M
- 0.39%
- 1Y
- 4.59%
- 3Y*
- 3.90%
- 5Y*
- 0.03%
- 10Y*
- —
SUSC vs. EAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.58% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | 0.82% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.34% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.35% |
Correlation
The correlation between SUSC and EAGG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.90 |
The correlation between SUSC and EAGG has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
SUSC vs. EAGG — Risk / Return Rank
SUSC
EAGG
SUSC vs. EAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and iShares ESG Aware US Aggregate Bond ETF (EAGG). 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 | EAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.68 | +0.21 |
| Martin ratioReturn relative to average drawdown | 5.84 | 5.15 | +0.68 |
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 | EAGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.23 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.00 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.38 | -0.08 |
Drawdowns
SUSC vs. EAGG - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, which is greater than EAGG's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SUSC and EAGG.
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Drawdown Indicators
| SUSC | EAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -18.74% | -3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -2.75% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -6.20% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -17.98% | -4.44% |
Current DrawdownCurrent decline from peak | -1.25% | -2.71% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -6.05% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.89% | +0.04% |
Volatility
SUSC vs. EAGG - Volatility Comparison
iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 1.38% compared to iShares ESG Aware US Aggregate Bond ETF (EAGG) at 1.25%. This indicates that SUSC's price experiences larger fluctuations and is considered to be riskier than EAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSC | EAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 1.25% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 2.67% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 3.79% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 6.03% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 5.50% | +2.13% |
SUSC vs. EAGG - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is higher than EAGG's 0.10% 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. EAGG - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.49%, more than EAGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.00% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% |
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% |
Frequently Asked Questions
With a correlation of 0.94, SUSC and EAGG 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 (1.38%) compared to EAGG (1.25%). In terms of maximum drawdown, SUSC dropped -22.42% vs EAGG's -18.74%.
On 5-year performance, SUSC leads with 0.36% vs 0.03% for EAGG. On fees, EAGG is cheaper at 0.10% per year. On volatility, EAGG has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SUSC has performed better with a 0.36% return vs 0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAGG is cheaper with a 0.10% expense ratio, compared with 0.18% for SUSC.
SUSC has the higher dividend yield at 4.49%, compared with 4.00% for EAGG.
SUSC is categorized as Corporate Bonds, while EAGG is Intermediate Core Bond. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index. Their fees differ too: 0.18% for SUSC and 0.10% for EAGG.
SUSC currently has the higher Sharpe Ratio (1.24 vs 1.23), 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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