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SUSC vs. TRET.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSC vs. TRET.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and VanEck Global Real Estate UCITS ETF (TRET.L). 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 TRET.L's 8.17% return.


SUSC

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

TRET.L

1D
-0.25%
1M
2.98%
YTD
8.17%
6M
8.79%
1Y
14.84%
3Y*
11.42%
5Y*
2.69%
10Y*
5.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSC vs. TRET.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
0.72%7.57%1.91%8.58%-15.95%-1.57%9.57%14.43%-3.13%1.74%
TRET.L
VanEck Global Real Estate UCITS ETF
8.17%14.41%1.07%13.92%-25.67%29.73%-6.91%36.63%0.98%-0.06%

Correlation

The correlation between SUSC and TRET.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.36

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2017

0.24

The correlation between SUSC and TRET.L shifts across timeframes, from 0.24 (all time) to 0.36 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SUSC vs. TRET.L — 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

TRET.L
TRET.L Risk / Return Rank: 3232
Overall Rank
TRET.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TRET.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
TRET.L Omega Ratio Rank: 3232
Omega Ratio Rank
TRET.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
TRET.L Martin Ratio Rank: 3333
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. TRET.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and VanEck Global Real Estate UCITS ETF (TRET.L). 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.


SUSCTRET.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.95

1.41

+0.54

Martin ratioReturn relative to average drawdown

5.94

4.82

+1.12

SUSC vs. TRET.L - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 1.29, which is comparable to the TRET.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SUSC and TRET.L, 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. TRET.L - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum TRET.L drawdown of -42.25%. Use the drawdown chart below to compare losses from any high point for SUSC and TRET.L.


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Drawdown Indicators


SUSCTRET.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-42.25%

+19.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-10.49%

+7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

-16.92%

+10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-33.35%

+10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

Current Drawdown

Current decline from peak

-1.11%

-2.14%

+1.03%

Average Drawdown

Average peak-to-trough decline

-5.87%

-10.61%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

3.07%

-2.13%

Volatility

SUSC vs. TRET.L - Volatility Comparison

The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.46%, while VanEck Global Real Estate UCITS ETF (TRET.L) has a volatility of 4.41%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than TRET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCTRET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

4.41%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

3.30%

9.93%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

12.57%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

16.85%

-9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.62%

17.98%

-10.36%

SUSC vs. TRET.L - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is lower than TRET.L's 0.25% expense ratio. Despite the difference, 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. TRET.L - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.48%, more than TRET.L's 3.36% yield.


PositionTTM202520242023202220212020201920182017
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%
TRET.L
VanEck Global Real Estate UCITS ETF
3.36%3.54%3.56%3.54%4.55%1.86%4.18%3.32%5.03%3.63%

Frequently Asked Questions


SUSC and TRET.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.25% for TRET.L.

SUSC is categorized as Corporate Bonds, while TRET.L is REIT. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while TRET.L tracks GPR Global 100 Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.18% for SUSC and 0.25% for TRET.L.

Portfolio Optimizer

Find the right allocation for SUSC and TRET.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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