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SUSL vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSL vs. IBIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, SUSL achieves a 9.27% return, which is significantly higher than IBIT's -25.48% return.


SUSL

1D
-0.94%
1M
4.53%
YTD
9.27%
6M
10.06%
1Y
27.64%
3Y*
22.34%
5Y*
13.77%
10Y*

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSL vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
SUSL
iShares ESG MSCI USA Leaders ETF
9.27%18.97%22.67%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between SUSL and IBIT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.40

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Return for Risk

SUSL vs. IBIT — Risk / Return Rank

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

SUSL
SUSL Risk / Return Rank: 6060
Overall Rank
SUSL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SUSL Sortino Ratio Rank: 6464
Sortino Ratio Rank
SUSL Omega Ratio Rank: 6262
Omega Ratio Rank
SUSL Calmar Ratio Rank: 5050
Calmar Ratio Rank
SUSL Martin Ratio Rank: 5959
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Bitcoin Trust ETF (IBIT). 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.


SUSLIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+4.22

Omega ratioGain probability vs. loss probability

1.38

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

2.44

-0.79

+3.23

Martin ratioReturn relative to average drawdown

10.49

-1.36

+11.86

SUSL vs. IBIT - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 2.14, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of SUSL and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SUSLIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

-0.89

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.30

+0.56

Drawdowns

SUSL vs. IBIT - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for SUSL and IBIT.


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Drawdown Indicators


SUSLIBITDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-49.36%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-49.36%

+37.99%

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

-1.38%

-48.10%

+46.72%

Average Drawdown

Average peak-to-trough decline

-5.70%

-16.02%

+10.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

28.44%

-25.80%

Volatility

SUSL vs. IBIT - Volatility Comparison

The current volatility for iShares ESG MSCI USA Leaders ETF (SUSL) is 3.68%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that SUSL experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSLIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

9.50%

-5.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

34.44%

-24.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.98%

43.73%

-30.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

50.19%

-32.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

50.19%

-30.39%

SUSL vs. IBIT - Expense Ratio Comparison

SUSL has a 0.10% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, 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. IBIT - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 0.93%, while IBIT has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUSL
iShares ESG MSCI USA Leaders ETF
0.93%0.99%1.10%1.27%1.57%1.12%1.38%1.12%

Frequently Asked Questions


SUSL and IBIT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to SUSL (3.68%). In terms of maximum drawdown, SUSL dropped -34.26% vs IBIT's -49.36%.

On 1-year performance, SUSL leads with 27.64% vs -38.74% for IBIT. On fees, SUSL is cheaper at 0.10% per year. On volatility, SUSL has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SUSL has performed better with a 27.64% return vs -38.74%. 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 0.25% for IBIT.

SUSL has the higher dividend yield at 0.93%, compared with 0.00% for IBIT.

SUSL is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. SUSL tracks MSCI USA Extended ESG Leaders Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.10% for SUSL and 0.25% for IBIT.

SUSL currently has the higher Sharpe Ratio (2.14 vs -0.89), 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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