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SUSC vs. VCEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

SUSC vs. VCEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
0.58%
0.77%
SUSC
VCEB

Key characteristics

Sharpe Ratio

SUSC:

1.09

VCEB:

1.14

Sortino Ratio

SUSC:

1.59

VCEB:

1.66

Omega Ratio

SUSC:

1.19

VCEB:

1.19

Calmar Ratio

SUSC:

0.45

VCEB:

0.49

Martin Ratio

SUSC:

3.10

VCEB:

3.37

Ulcer Index

SUSC:

1.98%

VCEB:

1.82%

Daily Std Dev

SUSC:

5.65%

VCEB:

5.39%

Max Drawdown

SUSC:

-22.41%

VCEB:

-21.61%

Current Drawdown

SUSC:

-6.64%

VCEB:

-5.63%

Returns By Period

The year-to-date returns for both stocks are quite close, with SUSC having a 2.30% return and VCEB slightly lower at 2.29%.


SUSC

YTD

2.30%

1M

2.12%

6M

0.36%

1Y

6.12%

5Y*

0.00%

10Y*

N/A

VCEB

YTD

2.29%

1M

2.01%

6M

0.45%

1Y

6.29%

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


Expense ratio chart for SUSC: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for VCEB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SUSC vs. VCEB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSC
The Risk-Adjusted Performance Rank of SUSC is 4141
Overall Rank
The Sharpe Ratio Rank of SUSC is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SUSC is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SUSC is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SUSC is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SUSC is 3737
Martin Ratio Rank

VCEB
The Risk-Adjusted Performance Rank of VCEB is 4343
Overall Rank
The Sharpe Ratio Rank of VCEB is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VCEB is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VCEB is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VCEB is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VCEB is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SUSC, currently valued at 1.09, compared to the broader market0.002.004.001.091.14
The chart of Sortino ratio for SUSC, currently valued at 1.59, compared to the broader market0.005.0010.001.591.66
The chart of Omega ratio for SUSC, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.19
The chart of Calmar ratio for SUSC, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.450.49
The chart of Martin ratio for SUSC, currently valued at 3.10, compared to the broader market0.0020.0040.0060.0080.00100.003.103.37
SUSC
VCEB

The current SUSC Sharpe Ratio is 1.09, which is comparable to the VCEB Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SUSC and VCEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.09
1.14
SUSC
VCEB

Dividends

SUSC vs. VCEB - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.27%, less than VCEB's 4.43% yield.


TTM20242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.27%4.34%3.83%2.97%2.21%2.20%3.08%3.88%1.70%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.43%4.47%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.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%SeptemberOctoberNovemberDecember2025February
-6.64%
-5.63%
SUSC
VCEB

Volatility

SUSC vs. VCEB - Volatility Comparison

iShares ESG Aware USD Corporate Bond ETF (SUSC) has a higher volatility of 1.52% compared to Vanguard ESG U.S. Corporate Bond ETF (VCEB) at 1.41%. 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.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%SeptemberOctoberNovemberDecember2025February
1.52%
1.41%
SUSC
VCEB