SUSC vs. ESGD
SUSC (iShares ESG Aware USD Corporate Bond ETF) and ESGD (iShares ESG Aware MSCI EAFE ETF) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while ESGD is a Foreign Large Cap Equities fund tracking the MSCI EAFE Extended ESG Focus Index. Both are passively managed. Over the past 5 years, SUSC returned 0.31%/yr vs 8.21%/yr for ESGD. At a 0.23 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 0.20%/yr for ESGD.
Performance
SUSC vs. ESGD - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a 0.72% return, which is significantly lower than ESGD's 9.85% return.
SUSC
- 1D
- 0.03%
- 1M
- 1.23%
- YTD
- 0.72%
- 6M
- 1.11%
- 1Y
- 5.58%
- 3Y*
- 5.11%
- 5Y*
- 0.31%
- 10Y*
- —
ESGD
- 1D
- 0.66%
- 1M
- 3.97%
- YTD
- 9.85%
- 6M
- 10.51%
- 1Y
- 21.72%
- 3Y*
- 15.36%
- 5Y*
- 8.21%
- 10Y*
- —
SUSC vs. ESGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.72% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
ESGD iShares ESG Aware MSCI EAFE ETF | 9.85% | 29.63% | 3.95% | 18.53% | -15.17% | 11.79% | 8.20% | 23.12% | -13.33% | 7.14% |
Correlation
The correlation between SUSC and ESGD is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.23 |
Over the past year, SUSC and ESGD have become more correlated (0.50) than their long-term average of 0.23, meaning their price movements have been converging.
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Return for Risk
SUSC vs. ESGD — Risk / Return Rank
SUSC
ESGD
SUSC vs. ESGD - 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 MSCI EAFE ETF (ESGD). 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 | ESGD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.87 | +0.08 |
| Martin ratioReturn relative to average drawdown | 5.94 | 6.97 | -1.02 |
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Drawdowns
SUSC vs. ESGD - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum ESGD drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for SUSC and ESGD.
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Drawdown Indicators
| SUSC | ESGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -33.70% | +11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -11.68% | +8.81% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -13.86% | +7.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -30.03% | +7.61% |
Current DrawdownCurrent decline from peak | -1.11% | 0.00% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -6.17% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.13% | -2.19% |
Volatility
SUSC vs. ESGD - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.46%, while iShares ESG Aware MSCI EAFE ETF (ESGD) has a volatility of 5.58%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSC | ESGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 5.58% | -4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 13.32% | -10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.36% | 15.82% | -11.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 16.73% | -9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.62% | 17.00% | -9.38% |
SUSC vs. ESGD - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than ESGD's 0.20% expense ratio. Despite the difference, 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. ESGD - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.48%, less than ESGD's 4.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 4.92% | 3.60% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.48% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% | 0.00% |
Frequently Asked Questions
SUSC and ESGD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGD has higher volatility (5.58%) compared to SUSC (1.46%). In terms of maximum drawdown, SUSC dropped -22.42% vs ESGD's -33.70%.
On 5-year performance, ESGD leads with 8.21% vs 0.31% for SUSC. On fees, SUSC is cheaper at 0.18% per year. On volatility, SUSC has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGD has performed better with a 8.21% return vs 0.31%. 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 0.20% for ESGD.
ESGD has the higher dividend yield at 4.92%, compared with 4.48% for SUSC.
SUSC is categorized as Corporate Bonds, while ESGD is Foreign Large Cap Equities. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while ESGD tracks MSCI EAFE Extended ESG Focus Index. Their fees differ too: 0.18% for SUSC and 0.20% for ESGD.
ESGD currently has the higher Sharpe Ratio (1.38 vs 1.29), 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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