SUSC vs. SUSB
Compare and contrast key facts about iShares ESG Aware USD Corporate Bond ETF (SUSC) and iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB).
SUSC and SUSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSC is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Corporate ESG Focus Index. It was launched on Jul 11, 2017. SUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index. It was launched on Jul 12, 2017. Both SUSC and SUSB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSC or SUSB.
Key characteristics
| SUSC | SUSB | |
|---|---|---|
| YTD Return | 3.21% | 4.48% |
| 1Y Return | 11.27% | 8.10% |
| 3Y Return (Ann) | -2.05% | 1.42% |
| 5Y Return (Ann) | 0.62% | 1.81% |
| Sharpe Ratio | 1.88 | 3.06 |
| Sortino Ratio | 2.80 | 4.93 |
| Omega Ratio | 1.34 | 1.63 |
| Calmar Ratio | 0.69 | 1.82 |
| Martin Ratio | 7.46 | 19.79 |
| Ulcer Index | 1.57% | 0.42% |
| Daily Std Dev | 6.23% | 2.69% |
| Max Drawdown | -22.41% | -13.25% |
| Current Drawdown | -7.57% | -0.98% |
Correlation
The correlation between SUSC and SUSB is 0.68, 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.
Performance
SUSC vs. SUSB - Performance Comparison
In the year-to-date period, SUSC achieves a 3.21% return, which is significantly lower than SUSB's 4.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
SUSC vs. SUSB - Risk-Adjusted Performance 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.
Dividends
SUSC vs. SUSB - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.21%, more than SUSB's 3.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.21% | 3.83% | 2.97% | 2.21% | 2.20% | 3.08% | 3.88% | 1.70% |
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 3.63% | 2.80% | 1.73% | 1.30% | 1.91% | 2.82% | 3.05% | 1.22% |
Drawdowns
SUSC vs. SUSB - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.41%, 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. For additional features, visit the drawdowns tool.
Volatility
SUSC vs. SUSB - Volatility Comparison
iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 1.97% compared to iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) at 0.66%. 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.