SUSL vs. AGG
SUSL (iShares ESG MSCI USA Leaders ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, SUSL returned 13.07%/yr vs 0.07%/yr for AGG. At a 0.14 correlation, their price movements are largely independent. SUSL charges 0.10%/yr vs 0.03%/yr for AGG.
Performance
SUSL vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, SUSL achieves a 7.19% return, which is significantly higher than AGG's 0.47% return.
SUSL
- 1D
- -1.29%
- 1M
- -1.49%
- YTD
- 7.19%
- 6M
- 6.05%
- 1Y
- 24.43%
- 3Y*
- 20.87%
- 5Y*
- 13.07%
- 10Y*
- —
AGG
- 1D
- 0.08%
- 1M
- 0.61%
- YTD
- 0.47%
- 6M
- 0.55%
- 1Y
- 4.33%
- 3Y*
- 3.96%
- 5Y*
- 0.07%
- 10Y*
- 1.54%
SUSL vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 7.19% | 18.97% | 23.51% | 29.08% | -20.22% | 31.53% | 18.89% | 15.09% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.47% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 5.26% |
Correlation
The correlation between SUSL and AGG is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 10, 2019 | 0.14 |
Over the past year, SUSL and AGG have become more correlated (0.34) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
SUSL vs. AGG — Risk / Return Rank
SUSL
AGG
SUSL vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| SUSL | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.20 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.57 | +0.59 |
| Martin ratioReturn relative to average drawdown | 9.13 | 4.54 | +4.59 |
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Drawdowns
SUSL vs. AGG - Drawdown Comparison
The maximum SUSL drawdown since its inception was -34.26%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SUSL and AGG.
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Drawdown Indicators
| SUSL | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -18.43% | -15.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -2.76% | -8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.91% | -6.11% | -13.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -17.82% | -9.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -3.26% | -1.93% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -2.71% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 0.96% | +1.72% |
Volatility
SUSL vs. AGG - Volatility Comparison
iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 5.01% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.10%. This indicates that SUSL's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSL | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 1.10% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 2.83% | +7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 3.81% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 6.10% | +11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 5.41% | +14.39% |
SUSL vs. AGG - Expense Ratio Comparison
SUSL has a 0.10% expense ratio, which is higher than AGG'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%.
Dividends
SUSL vs. AGG - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 0.96%, less than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
SUSL iShares ESG MSCI USA Leaders ETF | 0.96% | 0.99% | 1.10% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SUSL and AGG have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUSL has higher volatility (5.01%) compared to AGG (1.10%). In terms of maximum drawdown, SUSL dropped -34.26% vs AGG's -18.43%.
On 5-year performance, SUSL leads with 13.07% vs 0.07% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SUSL has performed better with a 13.07% return vs 0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.10% for SUSL.
AGG has the higher dividend yield at 3.98%, compared with 0.96% for SUSL.
SUSL is categorized as Large Cap Growth Equities, while AGG is Total Bond Market. SUSL tracks MSCI USA Extended ESG Leaders Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.10% for SUSL and 0.03% for AGG.
SUSL currently has the higher Sharpe Ratio (1.82 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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