SUSL vs. VUG

Last updated Jun 4, 2026

SUSL (iShares ESG MSCI USA Leaders ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds - SUSL tracks the MSCI USA Extended ESG Leaders Index while VUG tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 5 years, SUSL returned 13.77%/yr vs 15.11%/yr for VUG. Their correlation of 0.91 suggests significant overlap in exposure. SUSL charges 0.10%/yr vs 0.03%/yr for VUG.

Performance

SUSL vs. VUG - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with SUSL having a 9.27% return and VUG slightly higher at 9.49%.

SUSL

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

VUG

• 1D: -1.23%
• 1M: 6.22%
• YTD: 9.49%
• 6M: 8.72%
• 1Y: 27.84%
• 3Y*: 25.93%
• 5Y*: 15.11%
• 10Y*: 18.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSL vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SUSL iShares ESG MSCI USA Leaders ETF	9.27%	18.97%	23.51%	29.08%	-20.22%	31.53%	18.89%	16.29%
VUG Vanguard Growth ETF	9.49%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	14.47%

Correlation

The correlation between SUSL and VUG is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since May 13, 2019	0.91

The correlation between SUSL and VUG has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

SUSL vs. VUG - Sectors Allocation Comparison

Sectors	SUSL	VUG
Technology	36.9%	53.5%
Communication Services	14.5%	17.3%
Financial Services	10.6%	4.3%
Healthcare	9.6%	4.6%
Consumer Cyclical	8.6%	12.2%
Industrials	8.1%	3.6%
Consumer Defensive	4.2%	1.5%
Real Estate	2.2%	1.0%
Basic Materials	2.1%	0.6%
Energy	2.1%	0.4%
Utilities	1.1%	0.9%

Return for Risk

SUSL vs. VUG — Risk / Return Rank

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

SUSL

SUSL Risk / Return Rank: 60
SUSL Sharpe Ratio Rank: 63
SUSL Sortino Ratio Rank: 64
SUSL Omega Ratio Rank: 62
SUSL Calmar Ratio Rank: 50
SUSL Martin Ratio Rank: 59

VUG

VUG Risk / Return Rank: 43
VUG Sharpe Ratio Rank: 50
VUG Sortino Ratio Rank: 47
VUG Omega Ratio Rank: 48
VUG Calmar Ratio Rank: 33
VUG Martin Ratio Rank: 37

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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and Vanguard Growth ETF (VUG). 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	VUG	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.77	+0.37
Sortino ratio: Return per unit of downside risk	2.99	2.40	+0.59
Omega ratio: Gain probability vs. loss probability	1.38	1.31	+0.08
Calmar ratio: Return relative to maximum drawdown	2.44	1.69	+0.75
Martin ratio: Return relative to average drawdown	10.49	5.92	+4.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUSL vs. VUG - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 2.14, which is comparable to the VUG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SUSL and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SUSL	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	1.77	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.68	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.62	+0.24

Drawdowns

SUSL vs. VUG - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SUSL and VUG.

Drawdown Indicators

	SUSL	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-34.26%	-50.68%	+16.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-16.53%	+5.16%
Max Drawdown (3Y) Largest decline over 3 years	-19.91%	-22.85%	+2.94%
Max Drawdown (5Y) Largest decline over 5 years	-26.98%	-35.61%	+8.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-1.38%	-1.51%	+0.13%
Average Drawdown Average peak-to-trough decline	-5.70%	-7.09%	+1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	4.71%	-2.07%

Volatility

SUSL vs. VUG - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) and Vanguard Growth ETF (VUG) have volatilities of 3.68% and 3.83%, 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.

Volatility by Period

	SUSL	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	3.83%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	9.98%	12.11%	-2.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.98%	15.84%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.48%	22.22%	-4.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.80%	21.44%	-1.64%

SUSL vs. VUG - Expense Ratio Comparison

SUSL has a 0.10% expense ratio, which is higher than VUG's 0.03% expense ratio. However, 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. VUG - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 0.93%, more than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SUSL iShares ESG MSCI USA Leaders ETF	0.93%	0.99%	1.10%	1.27%	1.57%	1.12%	1.38%	1.12%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.37%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both SUSL and VUG in my portfolio?

With a correlation of 0.92, SUSL and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SUSL or VUG?

VUG has higher volatility (3.83%) compared to SUSL (3.68%). In terms of maximum drawdown, SUSL dropped -34.26% vs VUG's -50.68%.

Which ETF is better, SUSL or VUG?

On 5-year performance, VUG leads with 15.11% vs 13.77% for SUSL. On fees, VUG is cheaper at 0.03% 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.

Which ETF has performed better, SUSL or VUG?

Over the 5-year period, VUG has performed better with a 15.11% return vs 13.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSL or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.10% for SUSL.

Which ETF pays a higher dividend yield, SUSL or VUG?

SUSL has the higher dividend yield at 0.93%, compared with 0.37% for VUG.

What is the main difference between SUSL and VUG?

SUSL tracks MSCI USA Extended ESG Leaders Index, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for SUSL and 0.03% for VUG.

Which has better risk-adjusted returns?

SUSL currently has the higher Sharpe Ratio (2.14 vs 1.77), 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.