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VCEB vs. SUSC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCEB and SUSC is 0.98, 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.


-0.50.00.51.01.0

Performance

VCEB vs. SUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and iShares ESG Aware USD Corporate Bond ETF (SUSC). The values are adjusted to include any dividend payments, if applicable.

-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-5.47%
-5.71%
VCEB
SUSC

Key characteristics

Sharpe Ratio

VCEB:

0.46

SUSC:

0.40

Sortino Ratio

VCEB:

0.67

SUSC:

0.59

Omega Ratio

VCEB:

1.08

SUSC:

1.07

Calmar Ratio

VCEB:

0.20

SUSC:

0.17

Martin Ratio

VCEB:

1.53

SUSC:

1.31

Ulcer Index

VCEB:

1.65%

SUSC:

1.80%

Daily Std Dev

VCEB:

5.54%

SUSC:

5.89%

Max Drawdown

VCEB:

-21.61%

SUSC:

-22.41%

Current Drawdown

VCEB:

-7.75%

SUSC:

-8.69%

Returns By Period

In the year-to-date period, VCEB achieves a 2.24% return, which is significantly higher than SUSC's 1.96% return.


VCEB

YTD

2.24%

1M

-0.34%

6M

1.84%

1Y

2.64%

5Y*

N/A

10Y*

N/A

SUSC

YTD

1.96%

1M

-0.36%

6M

1.88%

1Y

2.42%

5Y*

0.13%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VCEB vs. SUSC - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is lower than SUSC's 0.18% 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%.


SUSC
iShares ESG Aware USD Corporate Bond ETF
Expense ratio chart for SUSC: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for VCEB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VCEB vs. SUSC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and iShares ESG Aware USD Corporate Bond ETF (SUSC). 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.


Sharpe ratio
The chart of Sharpe ratio for VCEB, currently valued at 0.46, compared to the broader market0.002.004.000.460.40
The chart of Sortino ratio for VCEB, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.670.59
The chart of Omega ratio for VCEB, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.07
The chart of Calmar ratio for VCEB, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.200.17
The chart of Martin ratio for VCEB, currently valued at 1.53, compared to the broader market0.0020.0040.0060.0080.00100.001.531.31
VCEB
SUSC

The current VCEB Sharpe Ratio is 0.46, which is comparable to the SUSC Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VCEB and SUSC, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.46
0.40
VCEB
SUSC

Dividends

VCEB vs. SUSC - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.08%, less than SUSC's 4.34% yield.


TTM2023202220212020201920182017
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.08%3.70%2.82%1.69%0.43%0.00%0.00%0.00%
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.34%3.83%2.97%2.21%2.20%3.08%3.88%1.70%

Drawdowns

VCEB vs. SUSC - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.61%, roughly equal to the maximum SUSC drawdown of -22.41%. Use the drawdown chart below to compare losses from any high point for VCEB and SUSC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-7.75%
-8.69%
VCEB
SUSC

Volatility

VCEB vs. SUSC - Volatility Comparison

The current volatility for Vanguard ESG U.S. Corporate Bond ETF (VCEB) is 1.79%, while iShares ESG Aware USD Corporate Bond ETF (SUSC) has a volatility of 1.96%. This indicates that VCEB experiences smaller price fluctuations and is considered to be less risky than SUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%JulyAugustSeptemberOctoberNovemberDecember
1.79%
1.96%
VCEB
SUSC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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