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iShares ESG Advanced Total USD Bond Market ETF (EU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

46436E619

Issuer

iShares

Inception Date

Jun 23, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg MSCI US Universal Choice ESG Screened Index

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EUSB vs. EAGG EUSB vs. GOAU EUSB vs. VCEB EUSB vs. SUSB EUSB vs. SUSC EUSB vs. IUSB EUSB vs. FTBFX EUSB vs. AGG EUSB vs. VTIP EUSB vs. FBND
Popular comparisons:
EUSB vs. EAGG EUSB vs. GOAU EUSB vs. VCEB EUSB vs. SUSB EUSB vs. SUSC EUSB vs. IUSB EUSB vs. FTBFX EUSB vs. AGG EUSB vs. VTIP EUSB vs. FBND

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares ESG Advanced Total USD Bond Market 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%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.09%
11.49%
EUSB (iShares ESG Advanced Total USD Bond Market ETF)
Benchmark (^GSPC)

Returns By Period

iShares ESG Advanced Total USD Bond Market ETF had a return of 2.07% year-to-date (YTD) and 6.71% in the last 12 months.


EUSB

YTD

2.07%

1M

-0.96%

6M

3.08%

1Y

6.71%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of EUSB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.19%-1.18%0.94%-2.54%1.92%0.93%2.10%1.70%1.20%-2.25%2.07%
20233.25%-2.67%2.47%0.48%-0.77%-0.48%0.09%-0.85%-2.57%-1.15%4.56%3.63%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%-1.43%-1.01%0.78%0.14%0.74%1.01%-0.15%-0.83%-0.12%0.13%0.08%-1.29%
20200.12%1.59%-0.65%-0.14%-0.38%1.05%0.11%1.68%

Expense Ratio

EUSB has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for EUSB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EUSB is 36, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EUSB is 3636
Combined Rank
The Sharpe Ratio Rank of EUSB is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of EUSB is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EUSB is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EUSB is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EUSB is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EUSB, currently valued at 1.20, compared to the broader market0.002.004.001.202.46
The chart of Sortino ratio for EUSB, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.0012.001.763.31
The chart of Omega ratio for EUSB, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.46
The chart of Calmar ratio for EUSB, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.513.55
The chart of Martin ratio for EUSB, currently valued at 4.23, compared to the broader market0.0020.0040.0060.0080.00100.004.2315.76
EUSB
^GSPC

The current iShares ESG Advanced Total USD Bond Market ETF Sharpe ratio is 1.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares ESG Advanced Total USD Bond Market ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.20
2.46
EUSB (iShares ESG Advanced Total USD Bond Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares ESG Advanced Total USD Bond Market ETF provided a 3.55% dividend yield over the last twelve months, with an annual payout of $1.52 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$1.52$1.33$0.94$0.55$0.29

Dividend yield

3.55%3.08%2.22%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.12$0.12$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.14$1.29
2023$0.00$0.12$0.10$0.11$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$0.94
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
2020$0.06$0.05$0.06$0.05$0.07$0.29

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.39%
-1.40%
EUSB (iShares ESG Advanced Total USD Bond Market ETF)
Benchmark (^GSPC)

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 17.86%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current iShares ESG Advanced Total USD Bond Market ETF drawdown is 7.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.86%Aug 5, 2020558Oct 20, 2022
-0.24%Jul 24, 20202Jul 27, 20203Jul 30, 20205
-0.16%Jul 10, 20201Jul 10, 20204Jul 16, 20205
-0.07%Jun 29, 20202Jun 30, 20201Jul 1, 20203
-0.05%Jul 8, 20201Jul 8, 20201Jul 9, 20202

Volatility

Volatility Chart

The current iShares ESG Advanced Total USD Bond Market ETF volatility is 1.81%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
1.81%
4.07%
EUSB (iShares ESG Advanced Total USD Bond Market ETF)
Benchmark (^GSPC)