SUSC vs. HDLV.L
SUSC (iShares ESG Aware USD Corporate Bond ETF) and HDLV.L (Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while HDLV.L is a S&P 500 fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. Over the past 5 years, SUSC returned 0.31%/yr vs 5.80%/yr for HDLV.L. At a 0.10 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 0.30%/yr for HDLV.L.
Performance
SUSC vs. HDLV.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUSC achieves a 0.72% return, which is significantly lower than HDLV.L's 8.12% return.
SUSC
- 1D
- 0.03%
- 1M
- 1.23%
- YTD
- 0.72%
- 6M
- 1.11%
- 1Y
- 5.58%
- 3Y*
- 5.11%
- 5Y*
- 0.31%
- 10Y*
- —
HDLV.L
- 1D
- -0.62%
- 1M
- 4.80%
- YTD
- 8.12%
- 6M
- 8.21%
- 1Y
- 11.72%
- 3Y*
- 11.03%
- 5Y*
- 5.80%
- 10Y*
- 6.87%
SUSC vs. HDLV.L - 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% |
HDLV.L Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist | 8.12% | 3.58% | 16.39% | 1.20% | 0.44% | 24.81% | -10.91% | 18.81% | -7.12% | 6.94% |
Correlation
The correlation between SUSC and HDLV.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.10 |
The correlation between SUSC and HDLV.L shifts across timeframes, from 0.10 (all time) to 0.23 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUSC vs. HDLV.L — Risk / Return Rank
SUSC
HDLV.L
SUSC vs. HDLV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L). 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 | HDLV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.63 | +0.32 |
| Martin ratioReturn relative to average drawdown | 5.94 | 3.75 | +2.19 |
Loading charts...
Drawdowns
SUSC vs. HDLV.L - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum HDLV.L drawdown of -41.00%. Use the drawdown chart below to compare losses from any high point for SUSC and HDLV.L.
Loading charts...
Drawdown Indicators
| SUSC | HDLV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -41.00% | +18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -7.16% | +4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -14.56% | +7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -20.04% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.00% | — |
Current DrawdownCurrent decline from peak | -1.11% | -1.77% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -5.68% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.12% | -2.18% |
Volatility
SUSC vs. HDLV.L - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.46%, while Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) has a volatility of 3.62%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than HDLV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUSC | HDLV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 3.62% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 7.87% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.36% | 10.77% | -6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 14.04% | -6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.62% | 16.17% | -8.55% |
SUSC vs. HDLV.L - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than HDLV.L's 0.30% expense ratio.
Dividends
SUSC vs. HDLV.L - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.48%, more than HDLV.L's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDLV.L Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist | 3.58% | 3.91% | 3.54% | 4.04% | 3.56% | 3.37% | 4.35% | 3.69% | 3.79% | 3.07% | 3.07% | 1.89% |
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 HDLV.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSC is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSC is cheaper with a 0.18% expense ratio, compared with 0.30% for HDLV.L.
SUSC is categorized as Corporate Bonds, while HDLV.L is S&P 500. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while HDLV.L tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for SUSC and 0.30% for HDLV.L.
Find the right allocation for SUSC and HDLV.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer