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SUSC vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUSC vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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SUSC vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%9.17%

Returns By Period

In the year-to-date period, SUSC achieves a -0.33% return, which is significantly higher than VOO's -4.42% return.


SUSC

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

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUSC vs. VOO - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is higher than VOO's 0.03% 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. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard S&P 500 ETF (VOO). 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.


SUSCVOODifference

Sharpe ratio

Return per unit of total volatility

0.91

0.98

-0.07

Sortino ratio

Return per unit of downside risk

1.27

1.50

-0.23

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.75

1.53

+0.22

Martin ratio

Return relative to average drawdown

5.21

7.29

-2.09

SUSC vs. VOO - Sharpe Ratio Comparison

The current SUSC Sharpe Ratio is 0.91, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SUSC and VOO, 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


SUSCVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.98

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.70

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.83

-0.54

Correlation

The correlation between SUSC and VOO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SUSC vs. VOO - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.43%, more than VOO's 1.19% 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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SUSC vs. VOO - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SUSC and VOO.


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Drawdown Indicators


SUSCVOODifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-33.99%

+11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-11.98%

+9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-24.52%

+2.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-2.15%

-6.29%

+4.14%

Average Drawdown

Average peak-to-trough decline

-5.98%

-3.72%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

2.52%

-1.55%

Volatility

SUSC vs. VOO - Volatility Comparison

The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 2.20%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSCVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

5.29%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

9.44%

-6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

18.10%

-12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

16.82%

-9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.68%

17.99%

-10.31%