SUSC vs. VUAA.L
SUSC (iShares ESG Aware USD Corporate Bond ETF) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, SUSC returned 0.19%/yr vs 13.22%/yr for VUAA.L. At a 0.11 correlation, their price movements are largely independent. SUSC charges 0.18%/yr vs 0.07%/yr for VUAA.L.
Performance
SUSC vs. VUAA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUSC achieves a 0.69% return, which is significantly lower than VUAA.L's 8.41% return.
SUSC
- 1D
- -0.11%
- 1M
- 0.60%
- YTD
- 0.69%
- 6M
- 1.16%
- 1Y
- 5.55%
- 3Y*
- 5.35%
- 5Y*
- 0.19%
- 10Y*
- —
VUAA.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.41%
- 6M
- 9.69%
- 1Y
- 24.92%
- 3Y*
- 20.75%
- 5Y*
- 13.22%
- 10Y*
- —
SUSC vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.69% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 8.18% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 8.41% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 20.33% | 14.82% |
Correlation
The correlation between SUSC and VUAA.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.11 |
The correlation between SUSC and VUAA.L shifts across timeframes, from 0.11 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUSC vs. VUAA.L — Risk / Return Rank
SUSC
VUAA.L
SUSC vs. VUAA.L - 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 UCITS ETF USD Accumulation (VUAA.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SUSC | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.99 | -1.25 |
| Martin ratioReturn relative to average drawdown | 5.32 | 12.46 | -7.13 |
Loading charts...
Drawdowns
SUSC vs. VUAA.L - Drawdown Comparison
The maximum SUSC drawdown since its inception was -22.42%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for SUSC and VUAA.L.
Loading charts...
Drawdown Indicators
| SUSC | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -34.05% | +11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -8.18% | +5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -18.39% | +11.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -24.36% | +1.94% |
Current DrawdownCurrent decline from peak | -1.15% | -2.26% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -4.99% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.97% | -1.03% |
Volatility
SUSC vs. VUAA.L - Volatility Comparison
The current volatility for iShares ESG Aware USD Corporate Bond ETF (SUSC) is 1.47%, while Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) has a volatility of 3.99%. This indicates that SUSC experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUSC | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 3.99% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 9.03% | -5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 12.03% | -7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 16.05% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.62% | 17.81% | -10.19% |
SUSC vs. VUAA.L - Expense Ratio Comparison
SUSC has a 0.18% expense ratio, which is higher than VUAA.L's 0.07% 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%.
Dividends
SUSC vs. VUAA.L - Dividend Comparison
SUSC's dividend yield for the trailing twelve months is around 4.48%, while VUAA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.48% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.63% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SUSC and VUAA.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.18% for SUSC.
SUSC is categorized as Corporate Bonds, while VUAA.L is S&P 500. SUSC tracks Bloomberg MSCI US Corporate ESG Focus Index, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for SUSC and 0.07% for VUAA.L.
Find the right allocation for SUSC and VUAA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer