SUSC vs. FWWFX
SUSC (iShares ESG Aware USD Corporate Bond ETF) and FWWFX (Fidelity Worldwide Fund) are both funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while FWWFX is a Global Equities fund managed by Fidelity. Over the past 5 years, SUSC returned 0.19%/yr vs 11.70%/yr for FWWFX. At a 0.20 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 1.00%/yr for FWWFX.
Performance
SUSC vs. FWWFX - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a 0.69% return, which is significantly lower than FWWFX's 18.32% return.
SUSC
- 1D
- -0.11%
- 1M
- 0.60%
- YTD
- 0.69%
- 6M
- 1.16%
- 1Y
- 5.55%
- 3Y*
- 5.35%
- 5Y*
- 0.19%
- 10Y*
- —
FWWFX
- 1D
- 3.62%
- 1M
- -0.37%
- YTD
- 18.32%
- 6M
- 19.17%
- 1Y
- 37.56%
- 3Y*
- 24.02%
- 5Y*
- 11.70%
- 10Y*
- 15.11%
SUSC vs. FWWFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.69% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
FWWFX Fidelity Worldwide Fund | 18.32% | 16.16% | 27.65% | 24.96% | -25.74% | 18.49% | 30.91% | 28.97% | -4.53% | 8.77% |
Correlation
The correlation between SUSC and FWWFX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.20 |
The correlation between SUSC and FWWFX shifts across timeframes, from 0.20 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUSC vs. FWWFX — Risk / Return Rank
SUSC
FWWFX
SUSC vs. FWWFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and Fidelity Worldwide Fund (FWWFX). 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 | FWWFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.35 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.07 | -1.32 |
| Martin ratioReturn relative to average drawdown | 5.32 | 12.99 | -7.67 |
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Drawdowns
SUSC vs. FWWFX - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum FWWFX drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for SUSC and FWWFX.
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Drawdown Indicators
| SUSC | FWWFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -56.54% | +34.12% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -11.74% | +8.87% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -22.61% | +16.04% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -33.72% | +11.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -1.15% | -2.36% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -9.42% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.77% | -1.83% |
Volatility
SUSC vs. FWWFX - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.47%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 7.88%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than FWWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSC | FWWFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 7.88% | -6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 15.16% | -11.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 18.52% | -14.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 19.09% | -11.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.62% | 18.89% | -11.27% |
SUSC vs. FWWFX - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than FWWFX's 1.00% expense ratio.
Dividends
SUSC vs. FWWFX - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.48%, less than FWWFX's 9.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | 9.75% | 11.54% | 14.64% | 0.94% | 6.29% | 12.76% | 8.08% | 4.87% | 9.63% | 6.24% | 1.22% | 3.38% |
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% | 0.00% |
Frequently Asked Questions
SUSC and FWWFX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FWWFX has higher volatility (7.88%) compared to SUSC (1.47%). In terms of maximum drawdown, SUSC dropped -22.42% vs FWWFX's -56.54%.
FWWFX currently has the higher Sharpe Ratio (1.94 vs 1.14), 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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