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SUSL vs. ESGE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SUSL and ESGE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SUSL vs. ESGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Leaders ETF (SUSL) and iShares ESG Aware MSCI EM ETF (ESGE). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
111.77%
20.32%
SUSL
ESGE

Key characteristics

Sharpe Ratio

SUSL:

0.36

ESGE:

0.69

Sortino Ratio

SUSL:

0.64

ESGE:

1.09

Omega Ratio

SUSL:

1.09

ESGE:

1.14

Calmar Ratio

SUSL:

0.36

ESGE:

0.48

Martin Ratio

SUSL:

1.36

ESGE:

2.32

Ulcer Index

SUSL:

5.30%

ESGE:

5.69%

Daily Std Dev

SUSL:

19.98%

ESGE:

19.33%

Max Drawdown

SUSL:

-34.26%

ESGE:

-41.07%

Current Drawdown

SUSL:

-12.50%

ESGE:

-18.27%

Returns By Period

In the year-to-date period, SUSL achieves a -8.44% return, which is significantly lower than ESGE's 4.40% return.


SUSL

YTD

-8.44%

1M

-5.21%

6M

-7.91%

1Y

5.79%

5Y*

15.39%

10Y*

N/A

ESGE

YTD

4.40%

1M

-2.24%

6M

-1.17%

1Y

12.33%

5Y*

6.46%

10Y*

N/A

*Annualized

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SUSL vs. ESGE - Expense Ratio Comparison

SUSL has a 0.10% expense ratio, which is lower than ESGE's 0.25% expense ratio. Despite the difference, 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 ESGE: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESGE: 0.25%
Expense ratio chart for SUSL: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SUSL: 0.10%

Risk-Adjusted Performance

SUSL vs. ESGE — Risk-Adjusted Performance Rank

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

SUSL
The Risk-Adjusted Performance Rank of SUSL is 5050
Overall Rank
The Sharpe Ratio Rank of SUSL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SUSL is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SUSL is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SUSL is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SUSL is 5050
Martin Ratio Rank

ESGE
The Risk-Adjusted Performance Rank of ESGE is 6767
Overall Rank
The Sharpe Ratio Rank of ESGE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGE is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ESGE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ESGE is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ESGE is 6666
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.

SUSL vs. ESGE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares ESG Aware MSCI EM ETF (ESGE). 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 SUSL, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.00
SUSL: 0.36
ESGE: 0.69
The chart of Sortino ratio for SUSL, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
SUSL: 0.64
ESGE: 1.09
The chart of Omega ratio for SUSL, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
SUSL: 1.09
ESGE: 1.14
The chart of Calmar ratio for SUSL, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.00
SUSL: 0.36
ESGE: 0.48
The chart of Martin ratio for SUSL, currently valued at 1.36, compared to the broader market0.0020.0040.0060.00
SUSL: 1.36
ESGE: 2.32

The current SUSL Sharpe Ratio is 0.36, which is lower than the ESGE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SUSL and ESGE, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.36
0.69
SUSL
ESGE

Dividends

SUSL vs. ESGE - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 1.21%, less than ESGE's 2.30% yield.


TTM202420232022202120202019201820172016
SUSL
iShares ESG MSCI USA Leaders ETF
1.21%1.10%1.27%1.57%1.12%1.38%1.12%0.00%0.00%0.00%
ESGE
iShares ESG Aware MSCI EM ETF
2.30%2.40%2.65%2.68%2.66%1.31%2.59%2.18%1.86%0.27%

Drawdowns

SUSL vs. ESGE - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, smaller than the maximum ESGE drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for SUSL and ESGE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.50%
-18.27%
SUSL
ESGE

Volatility

SUSL vs. ESGE - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 13.47% compared to iShares ESG Aware MSCI EM ETF (ESGE) at 11.37%. This indicates that SUSL's price experiences larger fluctuations and is considered to be riskier than ESGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.47%
11.37%
SUSL
ESGE