ADFI vs. EUSB
ADFI (Anfield Dynamic Fixed Income ETF) and EUSB (iShares ESG Advanced Total USD Bond Market ETF) are both Intermediate Core-Plus Bond funds. ADFI is actively managed, while EUSB is passively managed. Over the past 5 years, ADFI returned -0.16%/yr vs 0.34%/yr for EUSB. A 0.74 correlation means they provide meaningful diversification when combined. ADFI charges 1.75%/yr vs 0.12%/yr for EUSB.
Performance
ADFI vs. EUSB - Performance Comparison
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Returns By Period
In the year-to-date period, ADFI achieves a -0.02% return, which is significantly lower than EUSB's 0.13% return.
ADFI
- 1D
- 0.06%
- 1M
- 0.43%
- YTD
- -0.02%
- 6M
- 0.01%
- 1Y
- 4.05%
- 3Y*
- 3.32%
- 5Y*
- -0.16%
- 10Y*
- —
EUSB
- 1D
- -0.20%
- 1M
- 0.27%
- YTD
- 0.13%
- 6M
- 0.19%
- 1Y
- 5.15%
- 3Y*
- 4.27%
- 5Y*
- 0.34%
- 10Y*
- —
ADFI vs. EUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ADFI Anfield Dynamic Fixed Income ETF | -0.02% | 5.61% | 0.51% | 6.70% | -11.66% | -3.38% | 0.04% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.13% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 0.59% |
Correlation
The correlation between ADFI and EUSB is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.74 |
The correlation between ADFI and EUSB has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.
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Return for Risk
ADFI vs. EUSB — Risk / Return Rank
ADFI
EUSB
ADFI vs. EUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anfield Dynamic Fixed Income ETF (ADFI) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ADFI | EUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.09 | -0.45 |
| Martin ratioReturn relative to average drawdown | 4.74 | 6.26 | -1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADFI | EUSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.45 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.06 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.04 | -0.14 |
Drawdowns
ADFI vs. EUSB - Drawdown Comparison
The maximum ADFI drawdown since its inception was -17.62%, roughly equal to the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for ADFI and EUSB.
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Drawdown Indicators
| ADFI | EUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.62% | -17.87% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -2.48% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -5.60% | -5.76% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -16.11% | -17.45% | +1.34% |
Current DrawdownCurrent decline from peak | -3.64% | -1.36% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -6.50% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.82% | +0.04% |
Volatility
ADFI vs. EUSB - Volatility Comparison
The current volatility for Anfield Dynamic Fixed Income ETF (ADFI) is 1.11%, while iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a volatility of 1.17%. This indicates that ADFI experiences smaller price fluctuations and is considered to be less risky than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADFI | EUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.17% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 2.49% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 3.57% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 5.77% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 5.41% | +0.47% |
ADFI vs. EUSB - Expense Ratio Comparison
ADFI has a 1.75% expense ratio, which is higher than EUSB's 0.12% expense ratio.
Dividends
ADFI vs. EUSB - Dividend Comparison
ADFI's dividend yield for the trailing twelve months is around 3.24%, less than EUSB's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ADFI Anfield Dynamic Fixed Income ETF | 3.24% | 3.30% | 3.17% | 2.90% | 1.60% | 0.80% | 0.50% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.97% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% |
Frequently Asked Questions
ADFI and EUSB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUSB has higher volatility (1.17%) compared to ADFI (1.11%). In terms of maximum drawdown, ADFI dropped -17.62% vs EUSB's -17.87%.
On 5-year performance, EUSB leads with 0.34% vs -0.16% for ADFI. On fees, EUSB is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EUSB has performed better with a 0.34% return vs -0.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB is cheaper with a 0.12% expense ratio, compared with 1.75% for ADFI.
EUSB has the higher dividend yield at 3.97%, compared with 3.24% for ADFI.
They also come from different issuers: Anfield and iShares. Their fees differ too: 1.75% for ADFI and 0.12% for EUSB.
EUSB currently has the higher Sharpe Ratio (1.45 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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