(SUSA) iShares MSCI USA ESG Select - Ratings and Ratios
Stocks, Derivatives, Cash
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.2% |
| Value at Risk 5%th | 29.7% |
| Relative Tail Risk | 4.58% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.37 |
| Alpha | -1.86 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.457 |
| Beta | 0.933 |
| Beta Downside | 0.934 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.30% |
| Mean DD | 2.56% |
| Median DD | 1.60% |
Description: SUSA iShares MSCI USA ESG Select November 07, 2025
The iShares MSCI USA ESG Select ETF (SUSA) aims to track an optimized version of the MSCI USA Index that emphasizes companies with strong environmental, social, and governance (ESG) scores. At least 90% of its assets are allocated to the index’s constituent equities, while up to 10% may be placed in futures, options, swaps, cash, or cash equivalents to manage tracking error and liquidity.
Key metrics as of the most recent reporting period include an expense ratio of 0.12%, total assets under management of roughly $5 billion, and a top-10 holding concentration of about 25%, led by large-cap U.S. firms such as Apple, Microsoft, and Johnson & Johnson. The fund’s sector tilt leans toward technology and healthcare, reflecting higher ESG scores in those industries, and its performance has historically tracked the broader U.S. large-blend market within a 1-2% tracking deviation over a rolling 12-month window.
For a deeper, data-driven assessment of SUSA’s risk-adjusted returns and ESG impact metrics, you may find the analytical tools on ValueRay useful for further research.
SUSA ETF Overview
| Market Cap in USD | 3,578m |
| Category | Large Blend |
| TER | 0.25% |
| IPO / Inception | 2005-01-24 |
| Return 12m vs S&P 500 | -2.09% |
| Analyst Rating | - |
SUSA Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 0.95% |
| Yield on Cost 5y | 1.70% |
| Yield CAGR 5y | 9.85% |
| Payout Consistency | 97.3% |
| Payout Ratio | - |
SUSA Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 17.16% |
| CAGR/Max DD Calmar Ratio | 0.89 |
| CAGR/Mean DD Pain Ratio | 6.70 |
| Current Volume | 60.6k |
| Average Volume | 63.9k |
What is the price of SUSA shares?
Over the past week, the price has changed by -2.93%, over one month by -2.53%, over three months by +2.75% and over the past year by +9.51%.
Is SUSA a buy, sell or hold?
What are the forecasts/targets for the SUSA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 150.6 | 13% |
SUSA Fundamental Data Overview November 21, 2025
Beta = 1.06
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 3.58b USD (3.58b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 3.58b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 3.58b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.45% (E(3.58b)/V(3.58b) * Re(9.45%) + (debt-free company))
Discount Rate = 9.45% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SUSA ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle