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SUSC vs. OVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSC vs. OVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and Overlay Shares Short Term Bond ETF (OVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUSC achieves a 0.71% return, which is significantly lower than OVT's 1.98% return.


SUSC

1D
0.13%
1M
0.80%
YTD
0.71%
6M
0.84%
1Y
5.00%
3Y*
5.10%
5Y*
0.18%
10Y*

OVT

1D
-0.14%
1M
-0.17%
YTD
1.98%
6M
1.98%
1Y
7.33%
3Y*
7.26%
5Y*
2.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSC vs. OVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SUSC
iShares ESG Aware USD Corporate Bond ETF
0.71%7.57%1.91%8.58%-15.95%-0.34%
OVT
Overlay Shares Short Term Bond ETF
1.98%7.61%7.44%7.73%-9.68%1.73%

Correlation

The correlation between SUSC and OVT is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2021

0.63

The correlation between SUSC and OVT has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

SUSC vs. OVT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSC
SUSC Risk / Return Rank: 3434
Overall Rank
SUSC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 3535
Sortino Ratio Rank
SUSC Omega Ratio Rank: 3131
Omega Ratio Rank
SUSC Calmar Ratio Rank: 3737
Calmar Ratio Rank
SUSC Martin Ratio Rank: 3636
Martin Ratio Rank

OVT
OVT Risk / Return Rank: 7575
Overall Rank
OVT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 6666
Sortino Ratio Rank
OVT Omega Ratio Rank: 7272
Omega Ratio Rank
OVT Calmar Ratio Rank: 8888
Calmar Ratio Rank
OVT Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUSC vs. OVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and Overlay Shares Short Term Bond ETF (OVT). 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.


SUSCOVTDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

1.74

4.74

-3.00

Martin ratioReturn relative to average drawdown

5.28

14.89

-9.61

SUSC vs. OVT - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 1.15, which is lower than the OVT Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SUSC and OVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SUSC vs. OVT - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, which is greater than OVT's maximum drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for SUSC and OVT.


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Drawdown Indicators


SUSCOVTDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-13.59%

-8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-1.55%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

-3.55%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-13.59%

-8.83%

Current Drawdown

Current decline from peak

-1.13%

-1.02%

-0.11%

Average Drawdown

Average peak-to-trough decline

-5.86%

-3.37%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.49%

+0.46%

Volatility

SUSC vs. OVT - Volatility Comparison

The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.12%, while Overlay Shares Short Term Bond ETF (OVT) has a volatility of 1.54%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than OVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.54%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

2.83%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

3.68%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

4.67%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.61%

4.56%

+3.05%

SUSC vs. OVT - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is lower than OVT's 0.80% expense ratio.


Dividends

SUSC vs. OVT - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.48%, less than OVT's 8.22% yield.


PositionTTM202520242023202220212020201920182017
OVT
Overlay Shares Short Term Bond ETF
8.22%7.21%6.15%5.11%4.12%4.41%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


SUSC and OVT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OVT has higher volatility (1.54%) compared to SUSC (1.12%). In terms of maximum drawdown, SUSC dropped -22.42% vs OVT's -13.59%.

On 5-year performance, OVT leads with 2.84% vs 0.18% for SUSC. On fees, SUSC is cheaper at 0.18% per year. On volatility, SUSC has been the lower-risk option at 1.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OVT has performed better with a 2.84% return vs 0.18%. 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 0.80% for OVT.

OVT has the higher dividend yield at 8.22%, compared with 4.48% for SUSC.

They also come from different issuers: iShares and Liquid Strategies. Their fees differ too: 0.18% for SUSC and 0.80% for OVT.

OVT currently has the higher Sharpe Ratio (2.01 vs 1.15), 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.

Portfolio Optimizer

Find the right allocation for SUSC and OVT

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