- CUSIP
- 46436E619
- Issuer
- iShares
- Inception Date
- Jun 23, 2020
- Region
- North America (U.S.)
- Category
- Intermediate Core-Plus Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg MSCI US Universal Choice ESG Screened Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $720M
Share Price Chart
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Performance
EUSB Performance Chart
iShares ESG Advanced Total USD Bond Market ETF (EUSB) is up 0.3% since the beginning of the year. EUSB is currently trading at $43 per share. Investors who bought $1,000 worth of EUSB shares 5 years ago would now be looking at an investment worth $1,016.
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Returns By Period
iShares ESG Advanced Total USD Bond Market ETF (EUSB) has returned 0.28% so far this year and 4.51% over the past 12 months.
iShares ESG Advanced Total USD Bond Market ETF
- 1D
- -0.18%
- 1M
- 0.64%
- YTD
- 0.28%
- 6M
- 0.49%
- 1Y
- 4.51%
- 3Y*
- 4.30%
- 5Y*
- 0.31%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EUSB Monthly Returns History
Based on dividend-adjusted daily data since Jun 25, 2020, EUSB's average daily return is 0.00%, while the average monthly return is +0.03%. At this rate, an investment would double in approximately 192.6 years.
Historically, 53% of months were positive and 47% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Sep 2022 at -4.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, EUSB closed higher 49% of trading days. The best single day was Nov 10, 2022 with a return of +2.1%, while the worst single day was Jun 13, 2022 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.14% | 1.38% | -1.79% | 0.41% | 0.30% | -0.13% | 0.28% | ||||||
| 2025 | 0.73% | 1.88% | 0.01% | 0.48% | -0.37% | 1.39% | -0.21% | 1.24% | 0.81% | 0.87% | 0.39% | 0.03% | 7.45% |
| 2024 | -0.18% | -1.18% | 0.94% | -2.54% | 1.92% | 0.92% | 2.10% | 1.69% | 1.20% | -2.25% | 0.92% | -1.56% | 1.83% |
| 2023 | 3.25% | -2.68% | 2.47% | 0.47% | -0.77% | -0.48% | 0.09% | -0.85% | -2.57% | -1.15% | 4.56% | 3.62% | 5.80% |
| 2022 | -2.25% | -1.13% | -2.52% | -3.90% | 0.23% | -1.26% | 2.44% | -2.76% | -4.01% | -1.16% | 3.52% | -0.56% | -12.81% |
| 2021 | -0.62% | -1.42% | -1.01% | 0.78% | 0.14% | 0.74% | 1.01% | -0.15% | -0.83% | -0.12% | 0.13% | 0.08% | -1.29% |
Benchmark Metrics
iShares ESG Advanced Total USD Bond Market ETF has an annualized alpha of -0.72%, beta of 0.07, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since June 25, 2020.
- This ETF participated in 36.13% of S&P 500 Index downside but only 13.79% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.07 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.72%
- Beta
- 0.07
- R²
- 0.04
- Upside Capture
- 13.79%
- Downside Capture
- 36.13%
Expense Ratio
EUSB has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
EUSB ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUSB | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.78 | -0.96 |
| Martin ratioReturn relative to average drawdown | 5.20 | 12.44 | -7.23 |
Dividends
Dividend History
iShares ESG Advanced Total USD Bond Market ETF provided a 3.96% dividend yield over the last twelve months, with an annual payout of $1.72 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.72 | $1.69 | $1.56 | $1.33 | $0.93 | $0.55 | $0.29 |
Dividend yield | 3.96% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares ESG Advanced Total USD Bond Market 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.14 | $0.14 | $0.15 | $0.14 | $0.15 | $0.71 | ||||||
| 2025 | $0.00 | $0.14 | $0.13 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.15 | $0.14 | $0.28 | $1.69 |
| 2024 | $0.00 | $0.12 | $0.12 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.14 | $0.27 | $1.56 |
| 2023 | $0.00 | $0.12 | $0.10 | $0.10 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.12 | $0.24 | $1.33 |
| 2022 | $0.00 | $0.05 | $0.06 | $0.06 | $0.07 | $0.08 | $0.07 | $0.08 | $0.08 | $0.09 | $0.09 | $0.20 | $0.93 |
| 2021 | $0.00 | $0.04 | $0.04 | $0.04 | $0.05 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.09 | $0.55 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares ESG Advanced Total USD Bond Market 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 Advanced Total USD Bond Market ETF was 17.87%, occurring on Oct 20, 2022. Recovery took 830 trading sessions.
The current iShares ESG Advanced Total USD Bond Market ETF drawdown is 1.22%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.87%Oct 2022 | 2y 2mo | 3y 3mo | 5y 6moAug 2020 - Feb 2026 |
2026 pullback2026 | -2.48%May 2026 | 2mo 18d | — | 3mo 23dMar 2026 - now |
2020 pullback2020 | -0.24%Jul 2020 | 3d | 3d | 6dJul 2020 - Jul 2020 |
2020 pullback2020 | -0.21%Jun 2020 | 0s | 7d | 7dJun 2020 - Jul 2020 |
2020 pullback2020 | -0.16%Jul 2020 | 0s | 6d | 6dJul 2020 - Jul 2020 |
Drawdown Indicators
| EUSB | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -56.78% | +38.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -9.10% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -18.90% | +13.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -25.43% | +7.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.22% | -1.80% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -10.71% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.03% | -1.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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