SUSC vs. VCEB
Compare and contrast key facts about iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard ESG U.S. Corporate Bond ETF (VCEB).
SUSC and VCEB 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. VCEB is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Barclays MSCI US Corp SRI Select Index. It was launched on Sep 22, 2020. Both SUSC and VCEB 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 VCEB.
Key characteristics
| SUSC | VCEB | |
|---|---|---|
| YTD Return | 3.34% | 3.63% |
| 1Y Return | 11.87% | 11.56% |
| 3Y Return (Ann) | -2.40% | -1.92% |
| Sharpe Ratio | 1.75 | 1.79 |
| Sortino Ratio | 2.59 | 2.69 |
| Omega Ratio | 1.31 | 1.32 |
| Calmar Ratio | 0.64 | 0.66 |
| Martin Ratio | 7.03 | 7.53 |
| Ulcer Index | 1.56% | 1.43% |
| Daily Std Dev | 6.28% | 6.01% |
| Max Drawdown | -22.41% | -21.61% |
| Current Drawdown | -7.45% | -6.49% |
Correlation
The correlation between SUSC and VCEB is 0.98, 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.
Performance
SUSC vs. VCEB - Performance Comparison
In the year-to-date period, SUSC achieves a 3.34% return, which is significantly lower than VCEB's 3.63% 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. VCEB - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is higher than VCEB'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. VCEB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). 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. VCEB - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.21%, less than VCEB's 4.31% 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% |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 4.31% | 3.70% | 2.82% | 1.69% | 0.43% | 0.00% | 0.00% | 0.00% |
Drawdowns
SUSC vs. VCEB - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.41%, roughly equal to the maximum VCEB drawdown of -21.61%. Use the drawdown chart below to compare losses from any high point for SUSC and VCEB. For additional features, visit the drawdowns tool.
Volatility
SUSC vs. VCEB - Volatility Comparison
iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 1.97% compared to Vanguard ESG U.S. Corporate Bond ETF (VCEB) at 1.84%. This indicates that SUSC's price experiences larger fluctuations and is considered to be riskier than VCEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.