SUSL vs. ESGV

Last updated Aug 2, 2026

SUSL (iShares ESG MSCI USA Leaders ETF) and ESGV (Vanguard ESG U.S. Stock ETF) are both exchange-traded funds - SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index, while ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index. Both are passively managed. Over the past 5 years, SUSL returned 12.85%/yr vs 11.32%/yr for ESGV. Their 0.95 correlation means they have historically moved very closely together. SUSL charges 0.10%/yr vs 0.09%/yr for ESGV.

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.

Returns By Period

The year-to-date returns for both stocks are quite close, with SUSL having a 10.13% return and ESGV slightly lower at 9.66%.

SUSL

• 1D: 1.47%
• 1M: 0.51%
• 6M: 8.56%
• YTD: 10.13%
• 1Y: 22.17%
• 3Y*: 19.92%
• 5Y*: 12.85%
• 10Y*: —
• ALL TIME*: 16.42%

ESGV

• 1D: 0.68%
• 1M: 0.09%
• 6M: 9.06%
• YTD: 9.66%
• 1Y: 21.29%
• 3Y*: 19.06%
• 5Y*: 11.32%
• 10Y*: —
• ALL TIME*: 14.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ESGV Vanguard ESG U.S. Stock ETF	$15.60M	$18.04M	$25.74M
SUSL iShares ESG MSCI USA Leaders ETF	$2.80M	$2.67M	$3.15M

SUSL vs. ESGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SUSL iShares ESG MSCI USA Leaders ETF	10.13%	18.97%	23.51%	29.08%	-20.22%	31.53%	18.89%	15.09%
ESGV Vanguard ESG U.S. Stock ETF	9.66%	16.48%	24.69%	30.79%	-24.04%	26.55%	25.69%	14.40%

Correlation

The correlation between SUSL and ESGV is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (5Y) Shows whether the relationship held over a longer period.	0.97
Correlation (All Time) Calculated using the full available price history since May 10, 2019	0.95

The correlation between SUSL and ESGV has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

SUSL vs. ESGV - Sectors Allocation Comparison

Sectors	SUSL	ESGV
Technology	35.8%	43.1%
Communication Services	11.9%	11.2%
Financial Services	11.4%	11.9%
Healthcare	10.6%	10.1%
Consumer Cyclical	8.5%	11.2%
Industrials	8.1%	4.2%
Consumer Defensive	5.4%	3.7%
Energy	2.2%	0.0%
Real Estate	2.1%	2.6%
Basic Materials	2.0%	2.0%
Utilities	1.9%	0.1%

Return for Risk

SUSL vs. ESGV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SUSL

SUSL Risk / Return Rank: 61
SUSL Sharpe Ratio Rank: 64
SUSL Sortino Ratio Rank: 64
SUSL Omega Ratio Rank: 62
SUSL Calmar Ratio Rank: 51
SUSL Martin Ratio Rank: 63

ESGV

ESGV Risk / Return Rank: 53
ESGV Sharpe Ratio Rank: 55
ESGV Sortino Ratio Rank: 53
ESGV Omega Ratio Rank: 53
ESGV Calmar Ratio Rank: 46
ESGV Martin Ratio Rank: 56

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SUSL vs. ESGV - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SUSL	ESGV	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.31	+0.17
Sortino ratio: Return per unit of downside risk	2.12	1.85	+0.26
Omega ratio: Gain probability vs. loss probability	1.27	1.23	+0.03
Calmar ratio: Return relative to maximum drawdown	1.83	1.65	+0.17
Martin ratio: Return relative to average drawdown	7.50	6.66	+0.85

SUSL vs. ESGV - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 1.48, which is comparable to the ESGV Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SUSL and ESGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	SUSL	ESGV	Difference
Max Drawdown Largest peak-to-trough decline	-34.26%	-33.66%	-0.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-11.60%	+0.23%
Max Drawdown (3Y) Largest decline over 3 years	-19.91%	-20.41%	+0.50%
Max Drawdown (5Y) Largest decline over 5 years	-26.98%	-28.81%	+1.83%
Current Drawdown Current decline from peak	-0.61%	-1.85%	+1.24%
Average Drawdown Average peak-to-trough decline	-5.61%	-6.34%	+0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.87%	-0.11%

Volatility

SUSL vs. ESGV - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) and Vanguard ESG U.S. Stock ETF (ESGV) have volatilities of 4.13% and 4.17%, 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.

Volatility by Period

	SUSL	ESGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	4.17%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	11.12%	11.64%	-0.52%
Volatility (1Y) Calculated over the trailing 1-year period	14.00%	14.59%	-0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	18.52%	-0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.72%	20.52%	-0.80%

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%.

Dividends

SUSL vs. ESGV - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 0.94%, more than ESGV's 0.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESGV Vanguard ESG U.S. Stock ETF	0.87%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%
SUSL iShares ESG MSCI USA Leaders ETF	0.94%	0.99%	1.10%	1.27%	1.57%	1.12%	1.38%	1.12%	0.00%

Frequently Asked Questions

Can I hold both SUSL and ESGV in my portfolio?

With a correlation of 0.95, SUSL and ESGV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SUSL or ESGV?

ESGV has higher volatility (4.17%) compared to SUSL (4.13%). In terms of maximum drawdown, SUSL dropped -34.26% vs ESGV's -33.66%.

Which ETF is better, SUSL or ESGV?

On 5-year performance, SUSL leads with 12.85% vs 11.32% for ESGV. On fees, ESGV is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SUSL or ESGV?

Over the 5-year period, SUSL has performed better with a 12.85% return vs 11.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSL or ESGV?

ESGV is cheaper with a 0.09% expense ratio, compared with 0.10% for SUSL.

Which ETF pays a higher dividend yield, SUSL or ESGV?

SUSL has the higher dividend yield at 0.94%, compared with 0.87% for ESGV.

What is the main difference between SUSL and ESGV?

SUSL is categorized as Large Cap Growth Equities, while ESGV is Large Cap Blend Equities. SUSL tracks MSCI USA Extended ESG Leaders Index, while ESGV tracks FTSE US All Cap Choice Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for SUSL and 0.09% for ESGV.

Which has better risk-adjusted returns?

SUSL currently has the higher Sharpe Ratio (1.48 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.