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SUSL vs. PABU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUSL vs. PABU - Performance Comparison

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

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SUSL vs. PABU - Yearly Performance Comparison


2026 (YTD)2025202420232022
SUSL
iShares ESG MSCI USA Leaders ETF
-6.08%18.97%23.51%29.08%-13.04%
PABU
iShares Paris-Aligned Climate MSCI USA ETF
-8.86%13.08%24.84%29.51%-15.45%

Returns By Period

In the year-to-date period, SUSL achieves a -6.08% return, which is significantly higher than PABU's -8.86% return.


SUSL

1D
3.05%
1M
-5.62%
YTD
-6.08%
6M
-2.41%
1Y
19.84%
3Y*
18.20%
5Y*
11.55%
10Y*

PABU

1D
3.26%
1M
-4.28%
YTD
-8.86%
6M
-7.30%
1Y
11.67%
3Y*
14.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SUSL vs. PABU - Expense Ratio Comparison

Both SUSL and PABU 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%.


Return for Risk

SUSL vs. PABU — Risk / Return Rank

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

SUSL
SUSL Risk / Return Rank: 6767
Overall Rank
SUSL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SUSL Sortino Ratio Rank: 6767
Sortino Ratio Rank
SUSL Omega Ratio Rank: 6666
Omega Ratio Rank
SUSL Calmar Ratio Rank: 7171
Calmar Ratio Rank
SUSL Martin Ratio Rank: 7070
Martin Ratio Rank

PABU
PABU Risk / Return Rank: 3535
Overall Rank
PABU Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PABU Sortino Ratio Rank: 3535
Sortino Ratio Rank
PABU Omega Ratio Rank: 3535
Omega Ratio Rank
PABU Calmar Ratio Rank: 3636
Calmar Ratio Rank
PABU Martin Ratio Rank: 3434
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. PABU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Paris-Aligned Climate MSCI USA ETF (PABU). 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.


SUSLPABUDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.60

+0.49

Sortino ratio

Return per unit of downside risk

1.65

1.01

+0.64

Omega ratio

Gain probability vs. loss probability

1.24

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

1.77

0.92

+0.85

Martin ratio

Return relative to average drawdown

7.04

3.13

+3.92

SUSL vs. PABU - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 1.09, which is higher than the PABU Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SUSL and PABU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SUSLPABUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.60

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.48

+0.26

Correlation

The correlation between SUSL and PABU is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SUSL vs. PABU - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 1.08%, more than PABU's 1.04% yield.


TTM2025202420232022202120202019
SUSL
iShares ESG MSCI USA Leaders ETF
1.08%0.99%1.10%1.27%1.57%1.12%1.38%1.12%
PABU
iShares Paris-Aligned Climate MSCI USA ETF
1.04%0.90%1.00%1.06%1.00%0.00%0.00%0.00%

Drawdowns

SUSL vs. PABU - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, which is greater than PABU's maximum drawdown of -22.76%. Use the drawdown chart below to compare losses from any high point for SUSL and PABU.


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Drawdown Indicators


SUSLPABUDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-22.76%

-11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-13.40%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Current Drawdown

Current decline from peak

-8.67%

-10.58%

+1.91%

Average Drawdown

Average peak-to-trough decline

-5.81%

-5.79%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.93%

-1.07%

Volatility

SUSL vs. PABU - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Paris-Aligned Climate MSCI USA ETF (PABU) have volatilities of 5.60% and 5.70%, 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.


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Volatility by Period


SUSLPABUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.70%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

10.43%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

19.49%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

18.87%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

18.87%

+1.06%