iShares ESG Aware US Aggregate Bond ETF (EAGG)
EAGG is a passive ETF by iShares tracking the investment results of the Bloomberg MSCI U.S. Aggregate ESG Focus Index. EAGG launched on Oct 18, 2018 and has a 0.10% expense ratio.
ETF Info
ISIN | US46435U5496 |
---|---|
CUSIP | 46435U549 |
Issuer | iShares |
Inception Date | Oct 18, 2018 |
Region | North America (U.S.) |
Category | Total Bond Market |
Index Tracked | Bloomberg MSCI U.S. Aggregate ESG Focus Index |
Asset Class | Bond |
Expense Ratio
The iShares ESG Aware US Aggregate Bond ETF features an expense ratio of 0.10%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares ESG Aware US Aggregate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares ESG Aware US Aggregate Bond ETF had a return of -0.68% year-to-date (YTD) and 2.24% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -0.68% | 10.04% |
1 month | 1.21% | 3.53% |
6 months | 6.20% | 22.79% |
1 year | 2.24% | 32.16% |
5 years (annualized) | 0.24% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.25% | -1.37% | ||||||||||
2023 | -0.59% | -2.55% | -1.56% | 4.50% | 3.71% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
iShares ESG Aware US Aggregate Bond ETF | 0.15 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
iShares ESG Aware US Aggregate Bond ETF granted a 3.44% dividend yield in the last twelve months. The annual payout for that period amounted to $1.62 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
Dividend | $1.62 | $1.55 | $0.97 | $0.60 | $1.03 | $1.70 | $0.31 |
Dividend yield | 3.44% | 3.24% | 2.07% | 1.10% | 1.82% | 3.17% | 0.61% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares ESG Aware US Aggregate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.15 | ||||||||||
2023 | $0.00 | $0.11 | $0.11 | $0.12 | $0.12 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.14 | $0.29 |
2022 | $0.00 | $0.05 | $0.06 | $0.06 | $0.07 | $0.08 | $0.07 | $0.08 | $0.09 | $0.10 | $0.10 | $0.21 |
2021 | $0.00 | $0.06 | $0.06 | $0.05 | $0.05 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.09 |
2020 | $0.00 | $0.11 | $0.10 | $0.10 | $0.09 | $0.09 | $0.08 | $0.07 | $0.07 | $0.06 | $0.05 | $0.19 |
2019 | $0.00 | $0.16 | $0.15 | $0.14 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.12 | $0.12 | $0.35 |
2018 | $0.31 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares ESG Aware US Aggregate Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares ESG Aware US Aggregate Bond ETF was 18.75%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current iShares ESG Aware US Aggregate Bond ETF drawdown is 11.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.75% | Aug 5, 2020 | 557 | Oct 20, 2022 | — | — | — |
-6.98% | Mar 10, 2020 | 8 | Mar 19, 2020 | 24 | Apr 23, 2020 | 32 |
-2.12% | Sep 5, 2019 | 7 | Sep 13, 2019 | 88 | Jan 21, 2020 | 95 |
-0.95% | Apr 24, 2020 | 12 | May 11, 2020 | 7 | May 20, 2020 | 19 |
-0.81% | Jul 5, 2019 | 5 | Jul 11, 2019 | 15 | Aug 1, 2019 | 20 |
Volatility
Volatility Chart
The current iShares ESG Aware US Aggregate Bond ETF volatility is 1.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.