SUSC vs. IBND
Compare and contrast key facts about iShares ESG Aware USD Corporate Bond ETF (SUSC) and SPDR Bloomberg Barclays International Corporate Bond ETF (IBND).
SUSC and IBND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSC is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Corporate ESG Focus Index. It was launched on Jul 11, 2017. IBND is a passively managed fund by State Street that tracks the performance of the Bloomberg Global Aggregate x USD >$1B: Corporate Bond. It was launched on May 19, 2010. Both SUSC and IBND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSC or IBND.
Performance
SUSC vs. IBND - Performance Comparison
Returns By Period
In the year-to-date period, SUSC achieves a 2.54% return, which is significantly higher than IBND's -0.79% return.
SUSC
2.54%
-1.27%
3.51%
8.30%
0.38%
N/A
IBND
-0.79%
-2.76%
0.99%
4.42%
-1.62%
-1.00%
Key characteristics
| SUSC | IBND | |
|---|---|---|
| Sharpe Ratio | 1.42 | 0.57 |
| Sortino Ratio | 2.08 | 0.85 |
| Omega Ratio | 1.25 | 1.10 |
| Calmar Ratio | 0.57 | 0.19 |
| Martin Ratio | 5.24 | 1.44 |
| Ulcer Index | 1.65% | 3.09% |
| Daily Std Dev | 6.09% | 7.86% |
| Max Drawdown | -22.41% | -35.63% |
| Current Drawdown | -8.17% | -19.57% |
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SUSC vs. IBND - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than IBND's 0.50% expense ratio.
Correlation
The correlation between SUSC and IBND is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SUSC vs. IBND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and SPDR Bloomberg Barclays International Corporate Bond ETF (IBND). 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.
Dividends
SUSC vs. IBND - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.24%, more than IBND's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.24% | 3.83% | 2.97% | 2.21% | 2.20% | 3.08% | 3.88% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | 2.54% | 2.08% | 0.54% | 0.37% | 0.45% | 0.67% | 0.70% | 0.34% | 0.01% | 0.01% | 1.66% | 1.24% |
Drawdowns
SUSC vs. IBND - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.41%, smaller than the maximum IBND drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for SUSC and IBND. For additional features, visit the drawdowns tool.
Volatility
SUSC vs. IBND - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.82%, while SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a volatility of 2.36%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than IBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.