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

Correlation

The correlation between SUSC and EUSB is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

SUSC vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.01%
1.50%
SUSC
EUSB

Key characteristics

Sharpe Ratio

SUSC:

0.42

EUSB:

0.40

Sortino Ratio

SUSC:

0.63

EUSB:

0.59

Omega Ratio

SUSC:

1.07

EUSB:

1.07

Calmar Ratio

SUSC:

0.18

EUSB:

0.18

Martin Ratio

SUSC:

1.38

EUSB:

1.23

Ulcer Index

SUSC:

1.80%

EUSB:

1.77%

Daily Std Dev

SUSC:

5.90%

EUSB:

5.48%

Max Drawdown

SUSC:

-22.41%

EUSB:

-17.86%

Current Drawdown

SUSC:

-8.57%

EUSB:

-7.79%

Returns By Period

In the year-to-date period, SUSC achieves a 2.09% return, which is significantly higher than EUSB's 1.62% return.


SUSC

YTD

2.09%

1M

-0.44%

6M

2.01%

1Y

2.49%

5Y*

0.15%

10Y*

N/A

EUSB

YTD

1.62%

1M

-0.65%

6M

1.45%

1Y

1.86%

5Y*

N/A

10Y*

N/A

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. EUSB - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is higher than EUSB's 0.12% 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%.


SUSC
iShares ESG Aware USD Corporate Bond ETF
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%
Expense ratio chart for EUSB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SUSC vs. EUSB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). 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 0.42, compared to the broader market0.002.004.000.420.34
The chart of Sortino ratio for SUSC, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.000.630.51
The chart of Omega ratio for SUSC, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.06
The chart of Calmar ratio for SUSC, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.180.15
The chart of Martin ratio for SUSC, currently valued at 1.38, compared to the broader market0.0020.0040.0060.0080.00100.001.381.04
SUSC
EUSB

The current SUSC Sharpe Ratio is 0.42, which is comparable to the EUSB Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SUSC and EUSB, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.42
0.34
SUSC
EUSB

Dividends

SUSC vs. EUSB - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.33%, more than EUSB's 3.68% yield.


TTM2023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.33%3.83%2.97%2.21%2.20%3.08%3.88%1.70%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.68%3.08%2.22%1.10%0.57%0.00%0.00%0.00%

Drawdowns

SUSC vs. EUSB - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.41%, which is greater than EUSB's maximum drawdown of -17.86%. Use the drawdown chart below to compare losses from any high point for SUSC and EUSB. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-8.57%
-7.79%
SUSC
EUSB

Volatility

SUSC vs. EUSB - Volatility Comparison

iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 1.99% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.48%. This indicates that SUSC's price experiences larger fluctuations and is considered to be riskier than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%JulyAugustSeptemberOctoberNovemberDecember
1.99%
1.48%
SUSC
EUSB
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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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