Summary
SUSA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.81% Volatility 18.07% Sharpe 0.67
Official loaded data — not a live quote.

ISHARES ESG OPTIMIZED MSCI USA ETF

Symbol: SUSA

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 24/01/2005

Latest date: 16/07/2026

Current price: $154.50

Expense ratio: 0.25%

Assets under management
$4.0B
0.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.74%

Ann. -39.74% (Sharpe / Sortino numerator)

Volatility

17.56%

Sharpe ratio

-2.470

VaR 95%

-1.77%

CVaR 95%: -1.82%
Max drawdown: -7.36%
Sortino ratio: -4.330
Calmar ratio: -5.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.18%

Ann. -17.18% (Sharpe / Sortino numerator)

Volatility

15.17%

Sharpe ratio

-1.372

VaR 95%

-1.79%

CVaR 95%: -1.90%
Max drawdown: -9.92%
Sortino ratio: -2.051
Calmar ratio: -1.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.45%

Ann. -4.17% (Sharpe / Sortino numerator)

Volatility

13.87%

Sharpe ratio

-0.562

VaR 95%

-1.52%

CVaR 95%: -1.91%
Max drawdown: -9.92%
Sortino ratio: -0.790
Calmar ratio: -0.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.81%

Ann. 15.80% (Sharpe / Sortino numerator)

Volatility

18.07%

Sharpe ratio

0.673

VaR 95%

-1.58%

CVaR 95%: -2.60%
Max drawdown: -9.92%
Sortino ratio: 0.855
Calmar ratio: 1.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.49%

Ann. 12.24% (Sharpe / Sortino numerator)

Volatility

16.11%

Sharpe ratio

0.535

VaR 95%

-1.53%

CVaR 95%: -2.33%
Max drawdown: -19.30%
Sortino ratio: 0.699
Calmar ratio: 0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.92%

Ann. 16.26% (Sharpe / Sortino numerator)

Volatility

14.88%

Sharpe ratio

0.849

VaR 95%

-1.44%

CVaR 95%: -2.08%
Max drawdown: -19.30%
Sortino ratio: 1.158
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

2.73%

31/03/2026
Worst day

-2.658%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $154.42 $154.97 $153.88 $154.50 22,300
15/07/2026 $155.29 $155.58 $154.13 $155.00 28,700
14/07/2026 $155.06 $155.38 $154.62 $155.22 24,000
13/07/2026 $155.19 $155.51 $154.36 $154.62 26,500
10/07/2026 $155.07 $155.87 $154.69 $155.75 34,600
09/07/2026 $154.40 $155.40 $154.40 $155.18 64,500
08/07/2026 $153.21 $153.87 $152.71 $153.76 31,200
07/07/2026 $154.56 $154.82 $153.71 $154.24 43,200
06/07/2026 $154.43 $155.16 $154.15 $155.03 24,700
02/07/2026 $154.29 $155.04 $152.80 $153.83 24,400