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SUSL vs. XJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUSL vs. XJH

Last updated Aug 4, 2026
Documentation

SUSL (iShares ESG MSCI USA Leaders ETF) and XJH (iShares ESG Screened S&P Mid-Cap ETF) are both exchange-traded funds - SUSL is a Large Cap Growth Equities fund tracking the MSCI USA Extended ESG Leaders Index, while XJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Sustainability Screened Index. Both are passively managed. Over the past 5 years, SUSL returned 13.21%/yr vs 8.31%/yr for XJH. Their 0.79 correlation means they have sometimes moved together and sometimes differently. SUSL charges 0.10%/yr vs 0.12%/yr for XJH.

Performance

SUSL vs. XJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Leaders ETF (SUSL) and iShares ESG Screened S&P Mid-Cap ETF (XJH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUSL achieves a 12.03% return, which is significantly lower than XJH's 15.96% return.

SUSL

1D
1.73%
1M
2.24%
6M
10.23%
YTD
12.03%
1Y
24.28%
3Y*
21.39%
5Y*
13.21%
10Y*
—
ALL TIME*
16.67%

XJH

1D
0.96%
1M
0.04%
6M
10.53%
YTD
15.96%
1Y
25.39%
3Y*
13.78%
5Y*
8.31%
10Y*
—
ALL TIME*
14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SUSL

iShares ESG MSCI USA Leaders ETF
$2.06M$2.62M$3.08M

XJH

iShares ESG Screened S&P Mid-Cap ETF
$608.00K$950.64K$1.17M

SUSL vs. XJH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SUSL
iShares ESG MSCI USA Leaders ETF		12.03%18.97%23.51%29.08%-20.22%31.53%16.21%
XJH
iShares ESG Screened S&P Mid-Cap ETF		15.96%8.12%12.27%16.74%-14.36%23.43%29.59%

Correlation

The correlation between SUSL and XJH is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.79

The correlation between SUSL and XJH has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.

SUSL vs. XJH - Sectors Allocation Comparison

Sectors
SUSL
XJH

Technology

35.8%
15.6%

Communication Services

11.9%
1.0%

Financial Services

11.4%
15.7%

Healthcare

10.6%
10.6%

Consumer Cyclical

8.5%
10.5%

Industrials

8.1%
22.7%

Consumer Defensive

5.4%
3.2%

Energy

2.2%
3.0%

Real Estate

2.1%
8.7%

Basic Materials

2.0%
6.9%

Utilities

1.9%
1.7%

Technology

SUSL
35.8%
XJH
15.6%

Communication Services

SUSL
11.9%
XJH
1.0%

Financial Services

SUSL
11.4%
XJH
15.7%

Healthcare

SUSL
10.6%
XJH
10.6%

Consumer Cyclical

SUSL
8.5%
XJH
10.5%

Industrials

SUSL
8.1%
XJH
22.7%

Consumer Defensive

SUSL
5.4%
XJH
3.2%

Energy

SUSL
2.2%
XJH
3.0%

Real Estate

SUSL
2.1%
XJH
8.7%

Basic Materials

SUSL
2.0%
XJH
6.9%

Utilities

SUSL
1.9%
XJH
1.7%

Compare stocks, funds, or ETFs

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

iShares ESG MSCI USA Leaders ETF

iShares ESG Screened S&P Mid-Cap ETF

Often compared with SUSL:
SUSL vs. SUSASUSL vs. ESGVSUSL vs. ESGESUSL vs. ESGUSUSL vs. NUSCSUSL vs. IETCSUSL vs. SCHD
Often compared with XJH:
XJH vs. XMMOXJH vs. XJRXJH vs. NUMVXJH vs. IJHXJH vs. NUMGXJH vs. MDYXJH vs. FZIPX

Return for Risk

SUSL vs. XJH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SUSL
SUSL Risk / Return Rank: 6969
Overall Rank
SUSL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SUSL Sortino Ratio Rank: 7373
Sortino Ratio Rank
SUSL Omega Ratio Rank: 7272
Omega Ratio Rank
SUSL Calmar Ratio Rank: 5858
Calmar Ratio Rank
SUSL Martin Ratio Rank: 7070
Martin Ratio Rank
XJH
XJH Risk / Return Rank: 6868
Overall Rank
XJH Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 6868
Sortino Ratio Rank
XJH Omega Ratio Rank: 6262
Omega Ratio Rank
XJH Calmar Ratio Rank: 7373
Calmar Ratio Rank
XJH Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SUSL vs. XJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) and iShares ESG Screened S&P Mid-Cap ETF (XJH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SUSLXJHDifference
Sharpe ratioReturn per unit of total volatility
1.74
1.57

+0.17

Sortino ratioReturn per unit of downside risk
2.45
2.31

+0.14

Omega ratioGain probability vs. loss probability

1.31

1.28

+0.03

Calmar ratioReturn relative to maximum drawdown

2.15

2.65

-0.51

Martin ratioReturn relative to average drawdown

8.82

9.83

-1.01

SUSL vs. XJH - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 1.74, which is comparable to the XJH Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SUSL and XJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SUSL vs. XJH - Drawdown Comparison

The maximum SUSL drawdown since its inception was -34.26%, which is greater than XJH's maximum drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for SUSL and XJH.

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Drawdown Indicators

SUSLXJHDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-25.07%

-9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-9.61%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.91%

-24.56%

+4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-25.07%

-1.91%

Current Drawdown

Current decline from peak

0.00%

-1.17%

+1.17%

Average Drawdown

Average peak-to-trough decline

-5.61%

-6.67%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.59%

+0.17%

Volatility

SUSL vs. XJH - Volatility Comparison

iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 4.45% compared to iShares ESG Screened S&P Mid-Cap ETF (XJH) at 3.66%. This indicates that SUSL's price experiences larger fluctuations and is considered to be riskier than XJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUSLXJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

3.66%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

12.08%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

16.28%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

19.86%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

19.74%

-0.01%

SUSL vs. XJH - Expense Ratio Comparison

SUSL has a 0.10% expense ratio, which is lower than XJH's 0.12% 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%.

Dividends

SUSL vs. XJH - Dividend Comparison

SUSL's dividend yield for the trailing twelve months is around 0.92%, less than XJH's 1.08% yield.

PositionTTM2025202420232022202120202019
SUSL
iShares ESG MSCI USA Leaders ETF		0.92%0.99%1.10%1.27%1.57%1.12%1.38%1.12%
XJH
iShares ESG Screened S&P Mid-Cap ETF		1.08%1.24%1.24%1.38%1.45%1.04%0.36%0.00%

Frequently Asked Questions

SUSL and XJH have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SUSL has higher volatility (4.45%) compared to XJH (3.66%). In terms of maximum drawdown, SUSL dropped -34.26% vs XJH's -25.07%.

On 5-year performance, SUSL leads with 13.21% vs 8.31% for XJH. On fees, SUSL is cheaper at 0.10% per year. On volatility, XJH has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SUSL has performed better with a 13.21% return vs 8.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SUSL is cheaper with a 0.10% expense ratio, compared with 0.12% for XJH.

XJH has the higher dividend yield at 1.08%, compared with 0.92% for SUSL.

SUSL is categorized as Large Cap Growth Equities, while XJH is Mid Cap Blend Equities. SUSL tracks MSCI USA Extended ESG Leaders Index, while XJH tracks S&P MidCap 400 Sustainability Screened Index. Their fees differ too: 0.10% for SUSL and 0.12% for XJH.

SUSL currently has the higher Sharpe Ratio (1.74 vs 1.57), 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.

Portfolio Optimizer

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