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SUSC vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSC vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SUSC

1D
-0.13%
1M
0.62%
YTD
0.47%
6M
0.32%
1Y
5.87%
3Y*
5.09%
5Y*
0.34%
10Y*

QCON

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSC vs. QCON - Yearly Performance Comparison


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Return for Risk

SUSC vs. QCON — 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: 3838
Sortino Ratio Rank
SUSC Omega Ratio Rank: 3535
Omega Ratio Rank
SUSC Calmar Ratio Rank: 4141
Calmar Ratio Rank
SUSC Martin Ratio Rank: 4040
Martin Ratio Rank

QCON
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. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and American Century Quality Convertible Securities ETF (QCON). 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.


SUSCQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.05

Martin ratioReturn relative to average drawdown

6.37

SUSC vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SUSCQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Drawdowns

SUSC vs. QCON - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SUSC and QCON.


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Drawdown Indicators


SUSCQCONDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

0.00%

-22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

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

-1.36%

0.00%

-1.36%

Average Drawdown

Average peak-to-trough decline

-5.89%

0.00%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

SUSC vs. QCON - Volatility Comparison


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Volatility by Period


SUSCQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

0.00%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

0.00%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

0.00%

+7.63%

SUSC vs. QCON - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

SUSC vs. QCON - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.49%, while QCON has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
QCON
American Century Quality Convertible Securities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


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 0.32% for QCON.

SUSC has the higher dividend yield at 4.49%, compared with 0.00% for QCON.

They also come from different issuers: iShares and American Century. Their fees differ too: 0.18% for SUSC and 0.32% for QCON.

Portfolio Optimizer

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