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AGGS vs. EUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGS vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Disciplined Bond ETF (AGGS) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGGS achieves a 0.55% return, which is significantly higher than EUSB's 0.35% return.


AGGS

1D
0.05%
1M
0.83%
YTD
0.55%
6M
0.75%
1Y
4.93%
3Y*
5Y*
10Y*

EUSB

1D
0.07%
1M
0.71%
YTD
0.35%
6M
0.62%
1Y
4.36%
3Y*
4.33%
5Y*
0.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGS vs. EUSB - Yearly Performance Comparison


2026 (YTD)20252024
AGGS
Harbor Disciplined Bond ETF
0.55%7.40%4.56%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
0.35%7.45%4.58%

Correlation

The correlation between AGGS and EUSB is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (All Time)
Calculated using the full available price history since May 2, 2024

0.89

The correlation between AGGS and EUSB has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

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Return for Risk

AGGS vs. EUSB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGGS
AGGS Risk / Return Rank: 3737
Overall Rank
AGGS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AGGS Sortino Ratio Rank: 3939
Sortino Ratio Rank
AGGS Omega Ratio Rank: 3737
Omega Ratio Rank
AGGS Calmar Ratio Rank: 3838
Calmar Ratio Rank
AGGS Martin Ratio Rank: 3535
Martin Ratio Rank

EUSB
EUSB Risk / Return Rank: 3737
Overall Rank
EUSB Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 3939
Sortino Ratio Rank
EUSB Omega Ratio Rank: 3434
Omega Ratio Rank
EUSB Calmar Ratio Rank: 3737
Calmar Ratio Rank
EUSB Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGGS vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Disciplined Bond ETF (AGGS) 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.

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.


AGGSEUSBDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.74

1.77

-0.03

Martin ratioReturn relative to average drawdown

4.92

5.02

-0.10

AGGS vs. EUSB - Sharpe Ratio Comparison

The current AGGS Sharpe Ratio is 1.27, which is comparable to the EUSB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of AGGS and EUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGGS vs. EUSB - Drawdown Comparison

The maximum AGGS drawdown since its inception was -4.66%, smaller than the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for AGGS and EUSB.


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Drawdown Indicators


AGGSEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-4.66%

-17.87%

+13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-2.48%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-1.22%

-1.15%

-0.07%

Average Drawdown

Average peak-to-trough decline

-1.18%

-6.45%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.87%

+0.13%

Volatility

AGGS vs. EUSB - Volatility Comparison

The current volatility for Harbor Disciplined Bond ETF (AGGS) is 0.87%, while iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a volatility of 0.99%. This indicates that AGGS 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


AGGSEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.99%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.57%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

3.50%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

5.78%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

5.40%

-0.75%

AGGS vs. EUSB - Expense Ratio Comparison

AGGS has a 0.35% expense ratio, which is higher than EUSB's 0.12% expense ratio.


Dividends

AGGS vs. EUSB - Dividend Comparison

AGGS's dividend yield for the trailing twelve months is around 5.20%, more than EUSB's 3.96% yield.


PositionTTM202520242023202220212020
AGGS
Harbor Disciplined Bond ETF
5.20%5.43%3.38%0.00%0.00%0.00%0.00%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.96%3.84%3.67%3.08%2.21%1.10%0.57%

Frequently Asked Questions


AGGS and EUSB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUSB has higher volatility (0.99%) compared to AGGS (0.87%). In terms of maximum drawdown, AGGS dropped -4.66% vs EUSB's -17.87%.

On 1-year performance, AGGS leads with 4.93% vs 4.36% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, AGGS has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AGGS has performed better with a 4.93% return vs 4.36%. 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 0.35% for AGGS.

AGGS has the higher dividend yield at 5.20%, compared with 3.96% for EUSB.

They also come from different issuers: Harbor and iShares. Their fees differ too: 0.35% for AGGS and 0.12% for EUSB.

AGGS currently has the higher Sharpe Ratio (1.27 vs 1.25), 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.

Portfolio Optimizer

Find the right allocation for AGGS and EUSB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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