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SUSC vs. USIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUSC vs. USIG - 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 Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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SUSC vs. USIG - 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%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
-0.29%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%1.35%

Returns By Period

In the year-to-date period, SUSC achieves a -0.33% return, which is significantly lower than USIG's -0.29% return.


SUSC

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

USIG

1D
0.51%
1M
-1.80%
YTD
-0.29%
6M
0.41%
1Y
5.06%
3Y*
4.93%
5Y*
0.82%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUSC vs. USIG - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is higher than USIG's 0.04% 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. USIG — 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

USIG
USIG Risk / Return Rank: 6060
Overall Rank
USIG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 5454
Sortino Ratio Rank
USIG Omega Ratio Rank: 5353
Omega Ratio Rank
USIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
USIG Martin Ratio Rank: 6262
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. USIG - 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 Broad USD Investment Grade Corporate Bond ETF (USIG). 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.


SUSCUSIGDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.01

-0.10

Sortino ratio

Return per unit of downside risk

1.27

1.38

-0.11

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.75

1.88

-0.13

Martin ratio

Return relative to average drawdown

5.21

5.84

-0.64

SUSC vs. USIG - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 0.91, which is comparable to the USIG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SUSC and USIG, 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


SUSCUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.01

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.12

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.53

-0.24

Correlation

The correlation between SUSC and USIG is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SUSC vs. USIG - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.43%, less than USIG's 4.68% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.68%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Drawdowns

SUSC vs. USIG - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, roughly equal to the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for SUSC and USIG.


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Drawdown Indicators


SUSCUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-22.21%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.79%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-21.45%

-0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-2.15%

-1.80%

-0.35%

Average Drawdown

Average peak-to-trough decline

-5.98%

-3.44%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.90%

+0.07%

Volatility

SUSC vs. USIG - Volatility Comparison

iShares ESG Aware USD Corporate Bond ETF (SUSC) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG) have volatilities of 2.20% and 2.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

2.10%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.89%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

5.05%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

6.83%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.68%

6.82%

+0.86%