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SUSC vs. SUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUSC vs. SUSB - 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 ESG 1-5 Year USD Corporate Bond ETF (SUSB). The values are adjusted to include any dividend payments, if applicable.

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SUSC vs. SUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
-0.33%7.57%1.91%8.58%-15.95%-1.57%9.57%14.43%-3.13%1.74%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
0.04%6.81%4.83%5.98%-5.72%-0.76%4.96%7.02%0.54%0.28%

Returns By Period

In the year-to-date period, SUSC achieves a -0.33% return, which is significantly lower than SUSB's 0.04% return.


SUSC

1D
0.58%
1M
-1.81%
YTD
-0.33%
6M
0.39%
1Y
4.85%
3Y*
4.55%
5Y*
0.46%
10Y*

SUSB

1D
0.26%
1M
-0.87%
YTD
0.04%
6M
1.28%
1Y
4.85%
3Y*
5.31%
5Y*
2.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUSC vs. SUSB - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is higher than SUSB'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%.


Return for Risk

SUSC vs. SUSB — Risk / Return Rank

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

SUSC
SUSC Risk / Return Rank: 5454
Overall Rank
SUSC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SUSC Sortino Ratio Rank: 4848
Sortino Ratio Rank
SUSC Omega Ratio Rank: 4545
Omega Ratio Rank
SUSC Calmar Ratio Rank: 6969
Calmar Ratio Rank
SUSC Martin Ratio Rank: 5555
Martin Ratio Rank

SUSB
SUSB Risk / Return Rank: 9393
Overall Rank
SUSB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
SUSB Omega Ratio Rank: 9494
Omega Ratio Rank
SUSB Calmar Ratio Rank: 9292
Calmar Ratio Rank
SUSB Martin Ratio Rank: 9393
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. SUSB - 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 ESG 1-5 Year USD Corporate Bond ETF (SUSB). 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.


SUSCSUSBDifference

Sharpe ratio

Return per unit of total volatility

0.91

2.12

-1.21

Sortino ratio

Return per unit of downside risk

1.27

3.09

-1.82

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratio

Return relative to maximum drawdown

1.75

3.26

-1.51

Martin ratio

Return relative to average drawdown

5.21

13.63

-8.43

SUSC vs. SUSB - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 0.91, which is lower than the SUSB Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SUSC and SUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SUSCSUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.12

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.76

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.72

-0.42

Correlation

The correlation between SUSC and SUSB is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SUSC vs. SUSB - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.43%, which matches SUSB's 4.45% yield.


TTM202520242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.43%4.37%4.34%3.83%2.97%2.21%2.19%3.07%3.33%1.33%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
4.45%4.40%3.81%2.81%1.74%1.30%1.91%2.83%2.61%0.96%

Drawdowns

SUSC vs. SUSB - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, which is greater than SUSB's maximum drawdown of -13.25%. Use the drawdown chart below to compare losses from any high point for SUSC and SUSB.


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Drawdown Indicators


SUSCSUSBDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-13.25%

-9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-1.49%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-9.57%

-12.85%

Current Drawdown

Current decline from peak

-2.15%

-0.87%

-1.28%

Average Drawdown

Average peak-to-trough decline

-5.98%

-1.60%

-4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.36%

+0.61%

Volatility

SUSC vs. SUSB - Volatility Comparison

iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 2.20% compared to iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) at 0.93%. This indicates that SUSC's price experiences larger fluctuations and is considered to be riskier than SUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCSUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

0.93%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

1.35%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

2.29%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

2.94%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.68%

3.75%

+3.93%