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iShares ESG Aware US Aggregate Bond ETF (EAGG) Sharpe Ratio: 1.23

ETF · Currency in USD · Last updated Jun 5, 2026

EAGG is an ETF that seeks to track the Bloomberg MSCI U.S. Aggregate ESG Focus Index, providing exposure to U.S. investment-grade bonds tilted toward issuers with positive environmental, social, and governance characteristics while targeting risk and return similar to the broad U.S. aggregate bond market.

EAGG's Sharpe Ratio of 1.23 indicates that for each unit of volatility, it generates 1.23 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EAGG Sharpe Ratio Rank

EAGG Sharpe Ratio Rank: 35.235
Below Average

EAGG ranks above 35.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

EAGG Sharpe Ratio Market Positioning

The chart shows EAGG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.71+
  • Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares ESG Aware US Aggregate Bond ETF's Sharpe Ratio with other ETFs in the Intermediate Core Bond, ESG category across multiple time periods, showing how EAGG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PULTPutnam ESG Ultra Short ETF5.59
USDXSGI Enhanced Core ETF3.11
EMCSXtrackers MSCI Emerging Markets Climate Selection ETF2.71
EFIVState Street SPDR S&P 500 ESG ETF2.69
SNPEXtrackers S&P 500 ESG ETF2.63
PRVSParnassus Value Select ETF2.53
ESGUiShares ESG Aware MSCI USA ETF2.35
KLMNInvesco MSCI North America Climate ETF2.32
CBSEClough Select Equity ETF2.27
JUCYAptus Enhanced Yield ETF2.27
EAGGiShares ESG Aware US Aggregate Bond ETF1.23

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EAGG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EAGG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EAGG fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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