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SUSL vs. SUSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SUSL and SUSA is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SUSL vs. SUSA - Performance Comparison

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

90.00%100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
114.16%
106.17%
SUSL
SUSA

Key characteristics

Sharpe Ratio

SUSL:

0.35

SUSA:

0.53

Sortino Ratio

SUSL:

0.62

SUSA:

0.86

Omega Ratio

SUSL:

1.09

SUSA:

1.12

Calmar Ratio

SUSL:

0.35

SUSA:

0.52

Martin Ratio

SUSL:

1.29

SUSA:

2.11

Ulcer Index

SUSL:

5.35%

SUSA:

4.73%

Daily Std Dev

SUSL:

20.01%

SUSA:

18.96%

Max Drawdown

SUSL:

-34.26%

SUSA:

-53.93%

Current Drawdown

SUSL:

-11.51%

SUSA:

-10.09%

Returns By Period

In the year-to-date period, SUSL achieves a -7.40% return, which is significantly lower than SUSA's -6.33% return.


SUSL

YTD

-7.40%

1M

-2.69%

6M

-6.94%

1Y

7.31%

5Y*

15.64%

10Y*

N/A

SUSA

YTD

-6.33%

1M

-2.81%

6M

-5.00%

1Y

10.06%

5Y*

15.15%

10Y*

11.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SUSL vs. SUSA - Expense Ratio Comparison

SUSL has a 0.10% expense ratio, which is lower than SUSA'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%.


Expense ratio chart for SUSA: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SUSA: 0.25%
Expense ratio chart for SUSL: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SUSL: 0.10%

Risk-Adjusted Performance

SUSL vs. SUSA — Risk-Adjusted Performance Rank

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

SUSL
The Risk-Adjusted Performance Rank of SUSL is 4646
Overall Rank
The Sharpe Ratio Rank of SUSL is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SUSL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SUSL is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SUSL is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SUSL is 4646
Martin Ratio Rank

SUSA
The Risk-Adjusted Performance Rank of SUSA is 6060
Overall Rank
The Sharpe Ratio Rank of SUSA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SUSA is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SUSA is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SUSA is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SUSA is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SUSL vs. SUSA - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SUSL, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
SUSL: 0.35
SUSA: 0.53
The chart of Sortino ratio for SUSL, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
SUSL: 0.62
SUSA: 0.86
The chart of Omega ratio for SUSL, currently valued at 1.09, compared to the broader market0.501.001.502.00
SUSL: 1.09
SUSA: 1.12
The chart of Calmar ratio for SUSL, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
SUSL: 0.35
SUSA: 0.52
The chart of Martin ratio for SUSL, currently valued at 1.29, compared to the broader market0.0020.0040.0060.00
SUSL: 1.29
SUSA: 2.11

The current SUSL Sharpe Ratio is 0.35, which is lower than the SUSA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SUSL and SUSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.53
SUSL
SUSA

Dividends

SUSL vs. SUSA - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 1.19%, which matches SUSA's 1.19% yield.


TTM20242023202220212020201920182017201620152014
SUSL
iShares ESG MSCI USA Leaders ETF
1.19%1.10%1.27%1.57%1.12%1.38%1.12%0.00%0.00%0.00%0.00%0.00%
SUSA
iShares MSCI USA ESG Select ETF
1.19%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%1.21%

Drawdowns

SUSL vs. SUSA - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, smaller than the maximum SUSA drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for SUSL and SUSA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.51%
-10.09%
SUSL
SUSA

Volatility

SUSL vs. SUSA - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) and iShares MSCI USA ESG Select ETF (SUSA) have volatilities of 13.47% and 13.66%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.47%
13.66%
SUSL
SUSA