SUSC vs. IGLO.L
SUSC (iShares ESG Aware USD Corporate Bond ETF) and IGLO.L (iShares Global Government Bond UCITS) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while IGLO.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD. Both are passively managed. Over the past 5 years, SUSC returned 0.19%/yr vs -3.38%/yr for IGLO.L. A 0.54 correlation means they provide meaningful diversification when combined. SUSC charges 0.18%/yr vs 0.20%/yr for IGLO.L.
Performance
SUSC vs. IGLO.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUSC achieves a 0.69% return, which is significantly higher than IGLO.L's -1.54% return.
SUSC
- 1D
- -0.11%
- 1M
- 0.60%
- YTD
- 0.69%
- 6M
- 1.16%
- 1Y
- 5.55%
- 3Y*
- 5.35%
- 5Y*
- 0.19%
- 10Y*
- —
IGLO.L
- 1D
- 0.58%
- 1M
- 0.10%
- YTD
- -1.54%
- 6M
- -0.59%
- 1Y
- -0.32%
- 3Y*
- 1.50%
- 5Y*
- -3.38%
- 10Y*
- -0.86%
SUSC vs. IGLO.L - 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% |
IGLO.L iShares Global Government Bond UCITS | -1.54% | 7.14% | -3.65% | 4.00% | -17.69% | -6.89% | 9.37% | 5.54% | -0.30% | 1.65% |
Correlation
The correlation between SUSC and IGLO.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.54 |
The correlation between SUSC and IGLO.L shifts across timeframes, from 0.54 (all time) to 0.64 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUSC vs. IGLO.L — Risk / Return Rank
SUSC
IGLO.L
SUSC vs. IGLO.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 iShares Global Government Bond UCITS (IGLO.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 | IGLO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.99 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | -0.13 | +1.87 |
| Martin ratioReturn relative to average drawdown | 5.32 | -0.31 | +5.64 |
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Drawdowns
SUSC vs. IGLO.L - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum IGLO.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for SUSC and IGLO.L.
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Drawdown Indicators
| SUSC | IGLO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -28.01% | +5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -4.28% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -7.93% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -25.88% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.01% | — |
Current DrawdownCurrent decline from peak | -1.15% | -19.01% | +17.86% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -9.03% | +3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.75% | -0.81% |
Volatility
SUSC vs. IGLO.L - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.47%, while iShares Global Government Bond UCITS (IGLO.L) has a volatility of 2.08%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than IGLO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSC | IGLO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 2.08% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 4.42% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 5.92% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 7.47% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.62% | 6.67% | +0.95% |
SUSC vs. IGLO.L - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is lower than IGLO.L's 0.20% 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. IGLO.L - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.48%, more than IGLO.L's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLO.L iShares Global Government Bond UCITS | 3.09% | 2.86% | 2.51% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% |
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 IGLO.L have a correlation of 0.56, 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 0.20% for IGLO.L.
SUSC is categorized as Corporate Bonds, while IGLO.L is Global Bonds. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while IGLO.L tracks Bloomberg Global Aggregate TR USD. Their fees differ too: 0.18% for SUSC and 0.20% for IGLO.L.
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