SUSL vs. SOXX
Compare and contrast key facts about iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Semiconductor ETF (SOXX).
SUSL and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both SUSL and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SUSL vs. SOXX - Performance Comparison
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SUSL vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | -5.17% | 18.97% | 23.51% | 29.08% | -20.22% | 31.53% | 18.89% | 16.29% |
SOXX iShares Semiconductor ETF | 12.48% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 26.32% |
Returns By Period
In the year-to-date period, SUSL achieves a -5.17% return, which is significantly lower than SOXX's 12.48% return.
SUSL
- 1D
- 0.97%
- 1M
- -4.86%
- YTD
- -5.17%
- 6M
- -2.04%
- 1Y
- 20.34%
- 3Y*
- 18.58%
- 5Y*
- 11.76%
- 10Y*
- —
SOXX
- 1D
- 3.01%
- 1M
- -3.78%
- YTD
- 12.48%
- 6M
- 22.76%
- 1Y
- 80.97%
- 3Y*
- 32.61%
- 5Y*
- 19.19%
- 10Y*
- 28.39%
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SUSL vs. SOXX - Expense Ratio Comparison
SUSL has a 0.10% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Return for Risk
SUSL vs. SOXX — Risk / Return Rank
SUSL
SOXX
SUSL vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares Semiconductor ETF (SOXX). 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.
| SUSL | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 2.03 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.63 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.44 | -2.59 |
Martin ratioReturn relative to average drawdown | 7.24 | 16.46 | -9.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUSL | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.03 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.54 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.37 | +0.38 |
Correlation
The correlation between SUSL and SOXX is 0.78, 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. SOXX - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 1.07%, more than SOXX's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 1.07% | 0.99% | 1.10% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
SUSL vs. SOXX - Drawdown Comparison
The maximum SUSL drawdown since its inception was -34.26%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SUSL and SOXX.
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Drawdown Indicators
| SUSL | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -70.21% | +35.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -18.27% | +6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -45.75% | +18.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -7.78% | -7.95% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -20.10% | +14.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 4.92% | -2.02% |
Volatility
SUSL vs. SOXX - Volatility Comparison
The current volatility for iShares ESG MSCI USA Leaders ETF (SUSL) is 5.66%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that SUSL experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUSL | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 12.83% | -7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 26.41% | -16.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 40.12% | -21.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 35.48% | -18.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 32.98% | -13.05% |