SUSL vs. ESGE
Compare and contrast key facts about iShares ESG MSCI USA Leaders ETF (SUSL) and iShares ESG Aware MSCI EM ETF (ESGE).
SUSL and ESGE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSL is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended ESG Leaders Index. It was launched on May 7, 2019. ESGE is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Focus Index. It was launched on Jun 28, 2016. Both SUSL and ESGE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSL or ESGE.
Key characteristics
| SUSL | ESGE | |
|---|---|---|
| YTD Return | 11.90% | 7.17% |
| 1Y Return | 30.66% | 13.47% |
| 3Y Return (Ann) | 10.92% | -5.23% |
| 5Y Return (Ann) | 15.49% | 3.78% |
| Sharpe Ratio | 2.53 | 0.86 |
| Daily Std Dev | 12.63% | 15.09% |
| Max Drawdown | -34.26% | -41.07% |
| Current Drawdown | -0.28% | -21.31% |
Correlation
The correlation between SUSL and ESGE is 0.66, 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.
Performance
SUSL vs. ESGE - Performance Comparison
In the year-to-date period, SUSL achieves a 11.90% return, which is significantly higher than ESGE's 7.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
SUSL vs. ESGE - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 1.15%, less than ESGE's 2.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 1.15% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% | 0.00% |
ESGE iShares ESG Aware MSCI EM ETF | 2.47% | 2.64% | 2.68% | 2.66% | 1.31% | 2.59% | 2.19% | 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.
Volatility
SUSL vs. ESGE - Volatility Comparison
iShares ESG MSCI USA Leaders ETF (SUSL) and iShares ESG Aware MSCI EM ETF (ESGE) have volatilities of 3.76% and 3.70%, 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.