SUSL vs. IBID

Last updated Jun 24, 2026

SUSL (iShares ESG MSCI USA Leaders ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, SUSL returned 24.43% vs 3.92% for IBID. At a correlation of -0.00, they often move in opposite directions. Both charge a 0.10% expense ratio.

Performance

SUSL vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Leaders ETF (SUSL) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUSL achieves a 7.19% return, which is significantly higher than IBID's 1.94% return.

SUSL

• 1D: -1.29%
• 1M: -1.49%
• YTD: 7.19%
• 6M: 6.05%
• 1Y: 24.43%
• 3Y*: 20.87%
• 5Y*: 13.07%
• 10Y*: —

IBID

• 1D: -0.05%
• 1M: -0.25%
• YTD: 1.94%
• 6M: 2.03%
• 1Y: 3.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SUSL vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SUSL iShares ESG MSCI USA Leaders ETF	7.19%	18.97%	23.51%	6.41%
IBID iShares iBonds Oct 2027 Term TIPS ETF	1.94%	5.66%	4.71%	2.61%

Correlation

The correlation between SUSL and IBID is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.16
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	-0.00

The correlation between SUSL and IBID shifts across timeframes, from -0.16 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SUSL vs. IBID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUSL

SUSL Risk / Return Rank: 54
SUSL Sharpe Ratio Rank: 57
SUSL Sortino Ratio Rank: 56
SUSL Omega Ratio Rank: 55
SUSL Calmar Ratio Rank: 46
SUSL Martin Ratio Rank: 55

IBID

IBID Risk / Return Rank: 95
IBID Sharpe Ratio Rank: 94
IBID Sortino Ratio Rank: 96
IBID Omega Ratio Rank: 95
IBID Calmar Ratio Rank: 95
IBID Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUSL vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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	IBID	Difference
Sharpe ratio: Return per unit of total volatility	1.82	3.19	-1.38
Sortino ratio: Return per unit of downside risk	2.53	5.38	-2.85
Omega ratio: Gain probability vs. loss probability	1.33	1.72	-0.39
Calmar ratio: Return relative to maximum drawdown	2.16	7.20	-5.04
Martin ratio: Return relative to average drawdown	9.13	29.14	-20.01

SUSL vs. IBID - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 1.82, which is lower than the IBID Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of SUSL and IBID, 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. IBID - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for SUSL and IBID.

Drawdown Indicators

	SUSL	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-34.26%	-1.28%	-32.98%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-0.55%	-10.82%
Max Drawdown (3Y) Largest decline over 3 years	-19.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.98%	—	—
Current Drawdown Current decline from peak	-3.26%	-0.55%	-2.71%
Average Drawdown Average peak-to-trough decline	-5.67%	-0.22%	-5.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	0.13%	+2.55%

Volatility

SUSL vs. IBID - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 5.01% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that SUSL's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSL	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	0.35%	+4.66%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	0.86%	+9.95%
Volatility (1Y) Calculated over the trailing 1-year period	13.55%	1.23%	+12.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.58%	2.24%	+15.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.80%	2.24%	+17.56%

SUSL vs. IBID - Expense Ratio Comparison

Both SUSL and IBID have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SUSL vs. IBID - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 0.96%, less than IBID's 3.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.68%	4.43%	4.24%	0.81%	0.00%	0.00%	0.00%	0.00%
SUSL iShares ESG MSCI USA Leaders ETF	0.96%	0.99%	1.10%	1.27%	1.57%	1.12%	1.38%	1.12%

Frequently Asked Questions

Can I hold both SUSL and IBID in my portfolio?

SUSL and IBID have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUSL or IBID?

SUSL has higher volatility (5.01%) compared to IBID (0.35%). In terms of maximum drawdown, SUSL dropped -34.26% vs IBID's -1.28%.

Which ETF is better, SUSL or IBID?

On 1-year performance, SUSL leads with 24.43% vs 3.92% for IBID. Both ETFs have the same 0.10% expense ratio. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SUSL or IBID?

Over the 1-year period, SUSL has performed better with a 24.43% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSL or IBID?

SUSL and IBID have the same expense ratio: 0.10% per year.

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

IBID has the higher dividend yield at 3.68%, compared with 0.96% for SUSL.

What is the main difference between SUSL and IBID?

SUSL is categorized as Large Cap Growth Equities, while IBID is Inflation-Protected Bonds. SUSL tracks MSCI USA Extended ESG Leaders Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index.

Which has better risk-adjusted returns?

IBID currently has the higher Sharpe Ratio (3.19 vs 1.82), 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.