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iShares ESG Aware US Aggregate Bond ETF (EAGG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46435U5496
CUSIP46435U549
IssueriShares
Inception DateOct 18, 2018
RegionNorth America (U.S.)
CategoryTotal Bond Market
Index TrackedBloomberg MSCI U.S. Aggregate ESG Focus Index
Asset ClassBond

Expense Ratio

The iShares ESG Aware US Aggregate Bond ETF features an expense ratio of 0.10%, falling within the medium range.


0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with EAGG

iShares ESG Aware US Aggregate Bond ETF

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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.


0.00%20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
6.80%
97.41%
EAGG (iShares ESG Aware US Aggregate Bond ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date-0.68%10.04%
1 month1.21%3.53%
6 months6.20%22.79%
1 year2.24%32.16%
5 years (annualized)0.24%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.15
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares ESG Aware US Aggregate Bond ETF Sharpe ratio is 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.15
2.76
EAGG (iShares ESG Aware US Aggregate Bond ETF)
Benchmark (^GSPC)

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.


PeriodTTM202320222021202020192018
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.15%
0
EAGG (iShares ESG Aware US Aggregate Bond ETF)
Benchmark (^GSPC)

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, 2020557Oct 20, 2022
-6.98%Mar 10, 20208Mar 19, 202024Apr 23, 202032
-2.12%Sep 5, 20197Sep 13, 201988Jan 21, 202095
-0.95%Apr 24, 202012May 11, 20207May 20, 202019
-0.81%Jul 5, 20195Jul 11, 201915Aug 1, 201920

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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.25%
2.82%
EAGG (iShares ESG Aware US Aggregate Bond ETF)
Benchmark (^GSPC)