SUSL vs. FMTM
SUSL (iShares ESG MSCI USA Leaders ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index, while FMTM is a Momentum fund. SUSL is passively managed, while FMTM is actively managed. Over the past year, SUSL returned 24.28% vs 45.80% for FMTM. Their 0.66 correlation means they have sometimes moved together and sometimes differently. SUSL charges 0.10%/yr vs 0.45%/yr for FMTM.
Performance
SUSL vs. FMTM - Performance Comparison
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Returns By Period
In the year-to-date period, SUSL achieves a 12.03% return, which is significantly lower than FMTM's 21.20% return.
SUSL
- 1D
- 1.73%
- 1M
- 2.24%
- 6M
- 10.23%
- YTD
- 12.03%
- 1Y
- 24.28%
- 3Y*
- 21.39%
- 5Y*
- 13.21%
- 10Y*
- —
- ALL TIME*
- 16.67%
FMTM
- 1D
- 1.43%
- 1M
- -3.99%
- 6M
- 8.80%
- YTD
- 21.20%
- 1Y
- 45.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 37.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.19M | $8.18M | $9.06M | |
| $2.06M | $2.62M | $3.08M |
SUSL vs. FMTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 12.03% | 25.22% |
FMTM MarketDesk Focused U.S. Momentum ETF | 21.20% | 28.21% |
Correlation
The correlation between SUSL and FMTM is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2025 | 0.66 |
The correlation between SUSL and FMTM has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.
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Return for Risk
SUSL vs. FMTM — Risk / Return Rank
SUSL
FMTM
SUSL vs. FMTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and MarketDesk Focused U.S. Momentum ETF (FMTM). 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 | FMTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.99 | -0.84 |
| Martin ratioReturn relative to average drawdown | 8.82 | 10.28 | -1.46 |
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Drawdowns
SUSL vs. FMTM - Drawdown Comparison
The maximum SUSL drawdown since its inception was -34.26%, which is greater than FMTM's maximum drawdown of -15.40%. Use the drawdown chart below to compare losses from any high point for SUSL and FMTM.
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Drawdown Indicators
| SUSL | FMTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -15.40% | -18.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -15.40% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.75% | +10.75% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -2.45% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 4.47% | -1.71% |
Volatility
SUSL vs. FMTM - Volatility Comparison
The current volatility for iShares ESG MSCI USA Leaders ETF (SUSL) is 4.45%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 9.02%. This indicates that SUSL experiences smaller price fluctuations and is considered to be less risky than FMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSL | FMTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 9.02% | -4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.23% | 21.03% | -9.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 26.65% | -12.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 24.75% | -7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 24.75% | -5.02% |
SUSL vs. FMTM - Expense Ratio Comparison
SUSL has a 0.10% expense ratio, which is lower than FMTM's 0.45% expense ratio.
Dividends
SUSL vs. FMTM - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 0.92%, more than FMTM's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FMTM MarketDesk Focused U.S. Momentum ETF | 0.24% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SUSL iShares ESG MSCI USA Leaders ETF | 0.92% | 0.99% | 1.10% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% |
Frequently Asked Questions
SUSL and FMTM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMTM has higher volatility (9.02%) compared to SUSL (4.45%). In terms of maximum drawdown, SUSL dropped -34.26% vs FMTM's -15.40%.
On 1-year performance, FMTM leads with 45.80% vs 24.28% for SUSL. On fees, SUSL is cheaper at 0.10% per year. On volatility, SUSL has been the lower-risk option at 4.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FMTM has performed better with a 45.80% return vs 24.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SUSL is cheaper with a 0.10% expense ratio, compared with 0.45% for FMTM.
SUSL has the higher dividend yield at 0.92%, compared with 0.24% for FMTM.
SUSL is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.10% for SUSL and 0.45% for FMTM.
SUSL currently has the higher Sharpe Ratio (1.74 vs 1.73), 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.
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