SUSL vs. ESGU
Compare and contrast key facts about iShares ESG MSCI USA Leaders ETF (SUSL) and iShares ESG MSCI USA ETF (ESGU).
SUSL and ESGU 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. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. Both SUSL and ESGU 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 ESGU.
Key characteristics
| SUSL | ESGU | |
|---|---|---|
| YTD Return | 11.90% | 11.38% |
| 1Y Return | 30.66% | 28.03% |
| 3Y Return (Ann) | 10.92% | 8.94% |
| 5Y Return (Ann) | 15.49% | 14.75% |
| Sharpe Ratio | 2.53 | 2.47 |
| Daily Std Dev | 12.63% | 11.84% |
| Max Drawdown | -34.26% | -33.87% |
| Current Drawdown | -0.28% | -0.14% |
Correlation
The correlation between SUSL and ESGU is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SUSL vs. ESGU - Performance Comparison
The year-to-date returns for both stocks are quite close, with SUSL having a 11.90% return and ESGU slightly lower at 11.38%. 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. ESGU - Expense Ratio Comparison
SUSL has a 0.10% expense ratio, which is lower than ESGU's 0.15% 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. ESGU - 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 MSCI USA ETF (ESGU). 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. ESGU - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 1.15%, less than ESGU's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 1.15% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% |
ESGU iShares ESG MSCI USA ETF | 1.22% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
Drawdowns
SUSL vs. ESGU - Drawdown Comparison
The maximum SUSL drawdown since its inception was -34.26%, roughly equal to the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for SUSL and ESGU. For additional features, visit the drawdowns tool.
Volatility
SUSL vs. ESGU - Volatility Comparison
iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 3.76% compared to iShares ESG MSCI USA ETF (ESGU) at 3.37%. This indicates that SUSL's price experiences larger fluctuations and is considered to be riskier than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.