SUSL vs. ICLN
Compare and contrast key facts about iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Global Clean Energy ETF (ICLN).
SUSL and ICLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSL is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended ESG Leaders Index. It was launched on May 7, 2019. ICLN is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jun 24, 2008. Both SUSL and ICLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSL or ICLN.
Key characteristics
| SUSL | ICLN | |
|---|---|---|
| YTD Return | 11.90% | -9.06% |
| 1Y Return | 30.66% | -23.28% |
| 3Y Return (Ann) | 10.92% | -12.41% |
| 5Y Return (Ann) | 15.49% | 8.67% |
| Sharpe Ratio | 2.53 | -0.96 |
| Daily Std Dev | 12.63% | 25.24% |
| Max Drawdown | -34.26% | -87.16% |
| Current Drawdown | -0.28% | -62.78% |
Correlation
The correlation between SUSL and ICLN is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SUSL vs. ICLN - Performance Comparison
In the year-to-date period, SUSL achieves a 11.90% return, which is significantly higher than ICLN's -9.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SUSL vs. ICLN - Expense Ratio Comparison
SUSL has a 0.10% expense ratio, which is lower than ICLN's 0.46% expense ratio.
Risk-Adjusted Performance
SUSL vs. ICLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Global Clean Energy ETF (ICLN). 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.
Dividends
SUSL vs. ICLN - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 1.15%, less than ICLN's 1.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 1.15% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICLN iShares Global Clean Energy ETF | 1.75% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.82% | 2.10% |
Drawdowns
SUSL vs. ICLN - Drawdown Comparison
The maximum SUSL drawdown since its inception was -34.26%, smaller than the maximum ICLN drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for SUSL and ICLN. For additional features, visit the drawdowns tool.
Volatility
SUSL vs. ICLN - Volatility Comparison
The current volatility for iShares ESG MSCI USA Leaders ETF (SUSL) is 3.76%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 4.90%. This indicates that SUSL experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.