SUSL vs. ESGV
Compare and contrast key facts about iShares ESG MSCI USA Leaders ETF (SUSL) and Vanguard ESG U.S. Stock ETF (ESGV).
SUSL and ESGV 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. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both SUSL and ESGV 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 ESGV.
Key characteristics
| SUSL | ESGV | |
|---|---|---|
| YTD Return | 11.90% | 10.47% |
| 1Y Return | 30.66% | 28.69% |
| 3Y Return (Ann) | 10.92% | 8.56% |
| 5Y Return (Ann) | 15.49% | 14.94% |
| Sharpe Ratio | 2.53 | 2.36 |
| Daily Std Dev | 12.63% | 12.77% |
| Max Drawdown | -34.26% | -33.66% |
| Current Drawdown | -0.28% | -0.20% |
Correlation
The correlation between SUSL and ESGV is 0.95, 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. ESGV - Performance Comparison
In the year-to-date period, SUSL achieves a 11.90% return, which is significantly higher than ESGV's 10.47% 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. ESGV - Expense Ratio Comparison
SUSL has a 0.10% expense ratio, which is higher than ESGV's 0.09% 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%.
Risk-Adjusted Performance
SUSL vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and Vanguard ESG U.S. Stock ETF (ESGV). 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. ESGV - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 1.15%, more than ESGV's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 1.15% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.09% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Drawdowns
SUSL vs. ESGV - Drawdown Comparison
The maximum SUSL drawdown since its inception was -34.26%, roughly equal to the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SUSL and ESGV. For additional features, visit the drawdowns tool.
Volatility
SUSL vs. ESGV - Volatility Comparison
iShares ESG MSCI USA Leaders ETF (SUSL) and Vanguard ESG U.S. Stock ETF (ESGV) have volatilities of 3.76% and 3.67%, 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.