Summary
SUSL
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 29.84% Volatility 18.26% Sharpe 0.88
Official loaded data — not a live quote.

ISHARES ESG MSCI USA LEADERS ETF

Symbol: SUSL

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 07/05/2019

Latest date: 02/06/2026

Current price: $133.43

Expense ratio: 0.10%

Assets under management
$1.1B
-0.02% 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

5.53%

Ann. -41.97% (Sharpe / Sortino numerator)

Volatility

18.96%

Sharpe ratio

-2.406

VaR 95%

-1.71%

CVaR 95%: -1.84%
Max drawdown: -8.20%
Sortino ratio: -4.379
Calmar ratio: -5.12

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

10.67%

Ann. -20.48% (Sharpe / Sortino numerator)

Volatility

15.49%

Sharpe ratio

-1.556

VaR 95%

-1.67%

CVaR 95%: -1.86%
Max drawdown: -11.59%
Sortino ratio: -2.428
Calmar ratio: -1.77

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

11.59%

Ann. -4.44% (Sharpe / Sortino numerator)

Volatility

14.45%

Sharpe ratio

-0.559

VaR 95%

-1.63%

CVaR 95%: -1.95%
Max drawdown: -11.59%
Sortino ratio: -0.795
Calmar ratio: -0.38

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

29.84%

Ann. 19.62% (Sharpe / Sortino numerator)

Volatility

18.26%

Sharpe ratio

0.876

VaR 95%

-1.58%

CVaR 95%: -2.57%
Max drawdown: -11.59%
Sortino ratio: 1.140
Calmar ratio: 1.69

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

44.23%

Ann. 12.06% (Sharpe / Sortino numerator)

Volatility

16.92%

Sharpe ratio

0.498

VaR 95%

-1.66%

CVaR 95%: -2.47%
Max drawdown: -19.91%
Sortino ratio: 0.656
Calmar ratio: 0.61

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

84.38%

Ann. 18.57% (Sharpe / Sortino numerator)

Volatility

15.55%

Sharpe ratio

0.960

VaR 95%

-1.53%

CVaR 95%: -2.20%
Max drawdown: -19.91%
Sortino ratio: 1.303
Calmar ratio: 0.93

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.107%

Best day

3.047%

31/03/2026
Worst day

-2.541%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $133.46 $133.71 $133.36 $133.43 12,800
01/06/2026 $132.92 $134.27 $132.92 $134.02 48,600
29/05/2026 $133.09 $133.51 $132.92 $132.92 26,100
28/05/2026 $132.10 $133.13 $132.00 $133.06 12,900
27/05/2026 $132.58 $132.58 $132.16 $132.16 10,100
26/05/2026 $132.46 $132.46 $131.96 $132.45 17,200
22/05/2026 $132.00 $132.23 $131.53 $131.61 10,400
21/05/2026 $130.95 $131.46 $130.57 $131.22 7,900
20/05/2026 $130.41 $131.44 $130.13 $131.41 12,100
19/05/2026 $130.31 $130.64 $129.65 $129.81 15,900