Summary
SUSB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.95% Volatility 2.37% Sharpe 0.21
Official loaded data — not a live quote.

ISHARES ESG AWARE 1-5 YEAR USD CORPORATE BOND ETF

Symbol: SUSB

Exchange: NASDAQ

Sector: N/A

Category: Short-Term Bond

Inception date: 11/07/2017

Latest date: 16/07/2026

Current price: $24.90

Expense ratio: 0.12%

Assets under management
$1.3B
0.08% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

0.05%

Ann. -10.13% (Sharpe / Sortino numerator)

Volatility

3.29%

Sharpe ratio

-4.179

VaR 95%

-0.36%

CVaR 95%: -0.38%
Max drawdown: -1.35%
Sortino ratio: -7.078
Calmar ratio: -7.53

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

0.33%

Ann. -2.20% (Sharpe / Sortino numerator)

Volatility

2.44%

Sharpe ratio

-2.391

VaR 95%

-0.36%

CVaR 95%: -0.39%
Max drawdown: -2.19%
Sortino ratio: -2.813
Calmar ratio: -1.01

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

0.90%

Ann. 0.87% (Sharpe / Sortino numerator)

Volatility

2.06%

Sharpe ratio

-1.340

VaR 95%

-0.20%

CVaR 95%: -0.33%
Max drawdown: -2.19%
Sortino ratio: -1.672
Calmar ratio: 0.40

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

3.95%

Ann. 4.13% (Sharpe / Sortino numerator)

Volatility

2.37%

Sharpe ratio

0.211

VaR 95%

-0.20%

CVaR 95%: -0.35%
Max drawdown: -2.19%
Sortino ratio: 0.271
Calmar ratio: 1.89

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

10.08%

Ann. 5.34% (Sharpe / Sortino numerator)

Volatility

2.35%

Sharpe ratio

0.727

VaR 95%

-0.20%

CVaR 95%: -0.33%
Max drawdown: -2.19%
Sortino ratio: 1.014
Calmar ratio: 2.44

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

17.22%

Ann. 5.11% (Sharpe / Sortino numerator)

Volatility

2.65%

Sharpe ratio

0.559

VaR 95%

-0.25%

CVaR 95%: -0.35%
Max drawdown: -2.19%
Sortino ratio: 0.887
Calmar ratio: 2.33

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

0.016%

Best day

0.512%

01/08/2025
Worst day

-0.398%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $24.88 $24.90 $24.88 $24.90 132,400
15/07/2026 $24.88 $24.91 $24.88 $24.91 153,800
14/07/2026 $24.86 $24.87 $24.84 $24.86 85,900
13/07/2026 $24.84 $24.85 $24.80 $24.81 101,000
10/07/2026 $24.88 $24.88 $24.85 $24.85 96,500
09/07/2026 $24.86 $24.90 $24.86 $24.88 149,600
08/07/2026 $24.87 $24.87 $24.83 $24.87 304,500
07/07/2026 $24.91 $24.92 $24.87 $24.89 184,600
06/07/2026 $24.93 $24.94 $24.91 $24.94 161,000
02/07/2026 $24.92 $24.94 $24.90 $24.93 151,200