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SUSC vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSC vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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 0.47% return, which is significantly higher than TLT's -0.27% return.


SUSC

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

TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSC vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
0.47%7.57%1.91%8.58%-15.95%-1.57%9.57%14.43%-3.13%1.74%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%2.63%

Correlation

The correlation between SUSC and TLT is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.91

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2017

0.77

The correlation between SUSC and TLT shifts across timeframes, from 0.77 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SUSC vs. TLT — 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

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1515
Omega Ratio Rank
TLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
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. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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.


SUSCTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.23

1.09

+0.14

Calmar ratioReturn relative to maximum drawdown

2.05

0.65

+1.40

Martin ratioReturn relative to average drawdown

6.37

1.63

+4.74

SUSC vs. TLT - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 1.34, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SUSC and TLT, 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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Sharpe Ratios by Period


SUSCTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.51

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.40

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.26

+0.05

Drawdowns

SUSC vs. TLT - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SUSC and TLT.


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Drawdown Indicators


SUSCTLTDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-48.35%

+25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-7.58%

+4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

-19.18%

+12.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-43.70%

+21.28%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-1.36%

-40.44%

+39.08%

Average Drawdown

Average peak-to-trough decline

-5.89%

-13.82%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

3.04%

-2.12%

Volatility

SUSC vs. TLT - Volatility Comparison

The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.40%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.76%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

2.76%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

6.50%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

9.77%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

15.87%

-8.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

14.91%

-7.28%

SUSC vs. TLT - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is higher than TLT's 0.15% 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. TLT - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.49%, less than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.59%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


SUSC and TLT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.76%) compared to SUSC (1.40%). In terms of maximum drawdown, SUSC dropped -22.42% vs TLT's -48.35%.

On 5-year performance, SUSC leads with 0.34% vs -6.31% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, SUSC has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SUSC has performed better with a 0.34% return vs -6.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.18% for SUSC.

TLT has the higher dividend yield at 4.59%, compared with 4.49% for SUSC.

SUSC is categorized as Corporate Bonds, while TLT is Government Bonds. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.18% for SUSC and 0.15% for TLT.

SUSC currently has the higher Sharpe Ratio (1.34 vs 0.51), 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

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