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

Correlation

The correlation between SUSL and ESGV 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SUSL vs. ESGV - Performance Comparison

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

90.00%100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
97.07%
90.64%
SUSL
ESGV

Key characteristics

Sharpe Ratio

SUSL:

-0.28

ESGV:

-0.15

Sortino Ratio

SUSL:

-0.26

ESGV:

-0.09

Omega Ratio

SUSL:

0.96

ESGV:

0.99

Calmar Ratio

SUSL:

-0.26

ESGV:

-0.14

Martin Ratio

SUSL:

-1.17

ESGV:

-0.68

Ulcer Index

SUSL:

4.08%

ESGV:

3.83%

Daily Std Dev

SUSL:

16.96%

ESGV:

17.11%

Max Drawdown

SUSL:

-34.26%

ESGV:

-33.66%

Current Drawdown

SUSL:

-18.57%

ESGV:

-18.75%

Returns By Period

The year-to-date returns for both stocks are quite close, with SUSL having a -14.79% return and ESGV slightly lower at -15.17%.


SUSL

YTD

-14.79%

1M

-12.58%

6M

-12.96%

1Y

-3.43%

5Y*

16.62%

10Y*

N/A

ESGV

YTD

-15.17%

1M

-13.96%

6M

-11.83%

1Y

-1.32%

5Y*

16.63%

10Y*

N/A

*Annualized

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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%.


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%
Expense ratio chart for ESGV: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESGV: 0.09%

Risk-Adjusted Performance

SUSL vs. ESGV — 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 1616
Overall Rank
The Sharpe Ratio Rank of SUSL is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SUSL is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SUSL is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SUSL is 1717
Calmar Ratio Rank
The Martin Ratio Rank of SUSL is 1313
Martin Ratio Rank

ESGV
The Risk-Adjusted Performance Rank of ESGV is 2020
Overall Rank
The Sharpe Ratio Rank of ESGV is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGV is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ESGV is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ESGV is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ESGV is 1818
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. 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.


The chart of Sharpe ratio for SUSL, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.005.00
SUSL: -0.28
ESGV: -0.15
The chart of Sortino ratio for SUSL, currently valued at -0.26, compared to the broader market-2.000.002.004.006.008.0010.00
SUSL: -0.26
ESGV: -0.09
The chart of Omega ratio for SUSL, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
SUSL: 0.96
ESGV: 0.99
The chart of Calmar ratio for SUSL, currently valued at -0.26, compared to the broader market0.005.0010.0015.00
SUSL: -0.26
ESGV: -0.14
The chart of Martin ratio for SUSL, currently valued at -1.17, compared to the broader market0.0020.0040.0060.0080.00
SUSL: -1.17
ESGV: -0.68

The current SUSL Sharpe Ratio is -0.28, which is lower than the ESGV Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SUSL and ESGV, 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
-0.28
-0.15
SUSL
ESGV

Dividends

SUSL vs. ESGV - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 1.30%, which matches ESGV's 1.29% yield.


TTM2024202320222021202020192018
SUSL
iShares ESG MSCI USA Leaders ETF
1.30%1.10%1.27%1.57%1.12%1.38%1.12%0.00%
ESGV
Vanguard ESG U.S. Stock ETF
1.29%1.05%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.57%
-18.75%
SUSL
ESGV

Volatility

SUSL vs. ESGV - Volatility Comparison

The current volatility for iShares ESG MSCI USA Leaders ETF (SUSL) is 8.89%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 9.58%. This indicates that SUSL experiences smaller price fluctuations and is considered to be less risky than ESGV 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%NovemberDecember2025FebruaryMarchApril
8.89%
9.58%
SUSL
ESGV