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

Correlation

The correlation between SUSC and VTC is 0.18, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

SUSC vs. VTC - 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 Total Corporate Bond ETF (VTC). The values are adjusted to include any dividend payments, if applicable.

11.00%12.00%13.00%14.00%15.00%16.00%17.00%NovemberDecember2025FebruaryMarchApril
15.06%
15.75%
SUSC
VTC

Key characteristics

Sharpe Ratio

SUSC:

1.11

VTC:

1.11

Sortino Ratio

SUSC:

1.59

VTC:

1.58

Omega Ratio

SUSC:

1.20

VTC:

1.20

Calmar Ratio

SUSC:

0.51

VTC:

0.54

Martin Ratio

SUSC:

3.34

VTC:

3.45

Ulcer Index

SUSC:

2.04%

VTC:

2.01%

Daily Std Dev

SUSC:

6.16%

VTC:

6.24%

Max Drawdown

SUSC:

-22.41%

VTC:

-22.05%

Current Drawdown

SUSC:

-6.91%

VTC:

-6.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with SUSC having a 2.00% return and VTC slightly lower at 1.98%.


SUSC

YTD

2.00%

1M

0.32%

6M

1.17%

1Y

7.47%

5Y*

0.10%

10Y*

N/A

VTC

YTD

1.98%

1M

0.41%

6M

1.21%

1Y

7.51%

5Y*

0.32%

10Y*

N/A

*Annualized

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SUSC vs. VTC - Expense Ratio Comparison

SUSC has a 0.18% expense ratio, which is higher than VTC'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%.


Expense ratio chart for SUSC: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SUSC: 0.18%
Expense ratio chart for VTC: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTC: 0.04%

Risk-Adjusted Performance

SUSC vs. VTC — 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 7676
Overall Rank
The Sharpe Ratio Rank of SUSC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SUSC is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SUSC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SUSC is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SUSC is 7575
Martin Ratio Rank

VTC
The Risk-Adjusted Performance Rank of VTC is 7777
Overall Rank
The Sharpe Ratio Rank of VTC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VTC is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VTC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTC is 7777
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. VTC - 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 Total Corporate Bond ETF (VTC). 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 1.11, compared to the broader market-1.000.001.002.003.004.00
SUSC: 1.11
VTC: 1.11
The chart of Sortino ratio for SUSC, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.00
SUSC: 1.59
VTC: 1.58
The chart of Omega ratio for SUSC, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
SUSC: 1.20
VTC: 1.20
The chart of Calmar ratio for SUSC, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
SUSC: 0.51
VTC: 0.54
The chart of Martin ratio for SUSC, currently valued at 3.34, compared to the broader market0.0020.0040.0060.00
SUSC: 3.34
VTC: 3.45

The current SUSC Sharpe Ratio is 1.11, which is comparable to the VTC Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SUSC and VTC, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.11
1.11
SUSC
VTC

Dividends

SUSC vs. VTC - Dividend Comparison

SUSC's dividend yield for the trailing twelve months is around 4.37%, less than VTC's 4.52% yield.


TTM20242023202220212020201920182017
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.37%4.34%3.83%2.97%2.21%2.20%3.08%3.88%1.70%
VTC
Vanguard Total Corporate Bond ETF
4.52%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Drawdowns

SUSC vs. VTC - Drawdown Comparison

The maximum SUSC drawdown since its inception was -22.41%, roughly equal to the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for SUSC and VTC. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%NovemberDecember2025FebruaryMarchApril
-6.91%
-6.30%
SUSC
VTC

Volatility

SUSC vs. VTC - Volatility Comparison

iShares ESG Aware USD Corporate Bond ETF (SUSC) and Vanguard Total Corporate Bond ETF (VTC) have volatilities of 3.24% and 3.41%, 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.


1.50%2.00%2.50%3.00%3.50%NovemberDecember2025FebruaryMarchApril
3.24%
3.41%
SUSC
VTC