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SUSC vs. PABD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSC vs. PABD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD). 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 0.72% return, which is significantly lower than PABD's 8.37% return.


SUSC

1D
0.03%
1M
1.23%
YTD
0.72%
6M
1.11%
1Y
5.58%
3Y*
5.11%
5Y*
0.31%
10Y*

PABD

1D
0.75%
1M
4.79%
YTD
8.37%
6M
9.38%
1Y
20.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSC vs. PABD - Yearly Performance Comparison


Correlation

The correlation between SUSC and PABD is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2024

0.45

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Return for Risk

SUSC vs. PABD — Risk / Return Rank

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

SUSC
SUSC Risk / Return Rank: 3939
Overall Rank
SUSC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 4040
Sortino Ratio Rank
SUSC Omega Ratio Rank: 3636
Omega Ratio Rank
SUSC Calmar Ratio Rank: 4242
Calmar Ratio Rank
SUSC Martin Ratio Rank: 4040
Martin Ratio Rank

PABD
PABD Risk / Return Rank: 3838
Overall Rank
PABD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PABD Sortino Ratio Rank: 3939
Sortino Ratio Rank
PABD Omega Ratio Rank: 3737
Omega Ratio Rank
PABD Calmar Ratio Rank: 3535
Calmar Ratio Rank
PABD Martin Ratio Rank: 4141
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. PABD - 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 Paris-Aligned Climate MSCI World Ex USA ETF (PABD). 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.


SUSCPABDDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.23

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.95

1.66

+0.28

Martin ratioReturn relative to average drawdown

5.94

6.21

-0.27

SUSC vs. PABD - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 1.29, which is comparable to the PABD Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SUSC and PABD, 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. PABD - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, which is greater than PABD's maximum drawdown of -13.37%. Use the drawdown chart below to compare losses from any high point for SUSC and PABD.


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Drawdown Indicators


SUSCPABDDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-13.37%

-9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-12.55%

+9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

Current Drawdown

Current decline from peak

-1.11%

-0.02%

-1.09%

Average Drawdown

Average peak-to-trough decline

-5.87%

-2.62%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.36%

-2.42%

Volatility

SUSC vs. PABD - Volatility Comparison

The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.46%, while iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) has a volatility of 5.54%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than PABD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCPABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

5.54%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.30%

13.57%

-10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

16.00%

-11.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

15.66%

-8.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.62%

15.66%

-8.04%

SUSC vs. PABD - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is higher than PABD's 0.12% expense ratio. However, 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. PABD - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.48%, more than PABD's 4.03% yield.


PositionTTM202520242023202220212020201920182017
PABD
iShares Paris-Aligned Climate MSCI World Ex USA ETF
4.03%2.74%2.87%0.00%0.00%0.00%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 PABD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PABD has higher volatility (5.54%) compared to SUSC (1.46%). In terms of maximum drawdown, SUSC dropped -22.42% vs PABD's -13.37%.

On 1-year performance, PABD leads with 20.80% vs 5.58% for SUSC. On fees, PABD is cheaper at 0.12% per year. On volatility, SUSC has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PABD has performed better with a 20.80% return vs 5.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PABD is cheaper with a 0.12% expense ratio, compared with 0.18% for SUSC.

SUSC has the higher dividend yield at 4.48%, compared with 4.03% for PABD.

SUSC is categorized as Corporate Bonds, while PABD is Foreign Large Cap Equities. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while PABD tracks MSCI World ex USA Climate Paris Aligned Benchmark Extended Select Index - Benchmark TR Net. Their fees differ too: 0.18% for SUSC and 0.12% for PABD.

PABD currently has the higher Sharpe Ratio (1.31 vs 1.29), 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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