SUSC vs. IDMO
SUSC (iShares ESG Aware USD Corporate Bond ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. Over the past 5 years, SUSC returned 0.36%/yr vs 15.63%/yr for IDMO. At a 0.21 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 0.25%/yr for IDMO.
Performance
SUSC vs. IDMO - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a 0.58% return, which is significantly lower than IDMO's 8.19% return.
SUSC
- 1D
- 0.11%
- 1M
- 0.43%
- YTD
- 0.58%
- 6M
- 0.55%
- 1Y
- 5.39%
- 3Y*
- 5.19%
- 5Y*
- 0.36%
- 10Y*
- —
IDMO
- 1D
- 0.42%
- 1M
- 1.27%
- YTD
- 8.19%
- 6M
- 12.09%
- 1Y
- 23.26%
- 3Y*
- 26.17%
- 5Y*
- 15.63%
- 10Y*
- 12.04%
SUSC vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.58% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
IDMO Invesco S&P International Developed Momentum ETF | 8.19% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 11.24% |
Correlation
The correlation between SUSC and IDMO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2017 | 0.21 |
The correlation between SUSC and IDMO shifts across timeframes, from 0.21 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SUSC vs. IDMO — Risk / Return Rank
SUSC
IDMO
SUSC vs. IDMO - 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 International Developed Momentum ETF (IDMO). 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.
| SUSC | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.90 | -0.02 |
| Martin ratioReturn relative to average drawdown | 5.84 | 7.89 | -2.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUSC | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.38 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.88 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.15 |
Drawdowns
SUSC vs. IDMO - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for SUSC and IDMO.
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Drawdown Indicators
| SUSC | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -39.38% | +16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -12.31% | +9.44% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -12.65% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -27.07% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -1.25% | -1.90% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -9.75% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.95% | -2.02% |
Volatility
SUSC vs. IDMO - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.38%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 6.31%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSC | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 6.31% | -4.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 14.88% | -11.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 16.88% | -12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 17.83% | -10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 18.11% | -10.48% |
SUSC vs. IDMO - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than IDMO's 0.25% 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. IDMO - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.49%, more than IDMO's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 3.52% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.49% | 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 IDMO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDMO has higher volatility (6.31%) compared to SUSC (1.38%). In terms of maximum drawdown, SUSC dropped -22.42% vs IDMO's -39.38%.
On 5-year performance, IDMO leads with 15.63% vs 0.36% for SUSC. On fees, SUSC is cheaper at 0.18% per year. On volatility, SUSC has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IDMO has performed better with a 15.63% return vs 0.36%. 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 0.25% for IDMO.
SUSC has the higher dividend yield at 4.49%, compared with 3.52% for IDMO.
SUSC is categorized as Corporate Bonds, while IDMO is Momentum. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for SUSC and 0.25% for IDMO.
IDMO currently has the higher Sharpe Ratio (1.38 vs 1.24), 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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