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BGRN vs. VCEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGRN and VCEB is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

BGRN vs. VCEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Green Bond ETF (BGRN) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). The values are adjusted to include any dividend payments, if applicable.

-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-3.80%
-3.38%
BGRN
VCEB

Key characteristics

Sharpe Ratio

BGRN:

1.55

VCEB:

1.19

Sortino Ratio

BGRN:

2.25

VCEB:

1.71

Omega Ratio

BGRN:

1.27

VCEB:

1.21

Calmar Ratio

BGRN:

0.57

VCEB:

0.57

Martin Ratio

BGRN:

4.96

VCEB:

3.75

Ulcer Index

BGRN:

1.37%

VCEB:

1.86%

Daily Std Dev

BGRN:

4.37%

VCEB:

5.86%

Max Drawdown

BGRN:

-19.16%

VCEB:

-21.60%

Current Drawdown

BGRN:

-5.54%

VCEB:

-5.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with BGRN having a 2.27% return and VCEB slightly lower at 2.20%.


BGRN

YTD

2.27%

1M

0.62%

6M

1.77%

1Y

7.31%

5Y*

0.00%

10Y*

N/A

VCEB

YTD

2.20%

1M

0.48%

6M

1.49%

1Y

7.55%

5Y*

N/A

10Y*

N/A

*Annualized

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BGRN vs. VCEB - Expense Ratio Comparison

BGRN has a 0.20% expense ratio, which is higher than VCEB's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BGRN: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BGRN: 0.20%
Expense ratio chart for VCEB: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCEB: 0.12%

Risk-Adjusted Performance

BGRN vs. VCEB — Risk-Adjusted Performance Rank

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

BGRN
The Risk-Adjusted Performance Rank of BGRN is 8484
Overall Rank
The Sharpe Ratio Rank of BGRN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BGRN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BGRN is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BGRN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BGRN is 8484
Martin Ratio Rank

VCEB
The Risk-Adjusted Performance Rank of VCEB is 7979
Overall Rank
The Sharpe Ratio Rank of VCEB is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VCEB is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VCEB is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VCEB is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VCEB is 7878
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.

BGRN vs. VCEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Green Bond ETF (BGRN) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). 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.


The chart of Sharpe ratio for BGRN, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.00
BGRN: 1.55
VCEB: 1.19
The chart of Sortino ratio for BGRN, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.00
BGRN: 2.25
VCEB: 1.71
The chart of Omega ratio for BGRN, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
BGRN: 1.27
VCEB: 1.21
The chart of Calmar ratio for BGRN, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
BGRN: 0.57
VCEB: 0.57
The chart of Martin ratio for BGRN, currently valued at 4.96, compared to the broader market0.0020.0040.0060.00
BGRN: 4.96
VCEB: 3.75

The current BGRN Sharpe Ratio is 1.55, which is higher than the VCEB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BGRN and VCEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.55
1.19
BGRN
VCEB

Dividends

BGRN vs. VCEB - Dividend Comparison

BGRN's dividend yield for the trailing twelve months is around 4.14%, less than VCEB's 4.52% yield.


TTM2024202320222021202020192018
BGRN
iShares Global Green Bond ETF
4.14%4.07%3.52%2.66%0.78%1.82%3.66%0.21%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.52%4.47%3.70%2.84%1.69%0.43%0.00%0.00%

Drawdowns

BGRN vs. VCEB - Drawdown Comparison

The maximum BGRN drawdown since its inception was -19.16%, smaller than the maximum VCEB drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for BGRN and VCEB. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.54%
-5.71%
BGRN
VCEB

Volatility

BGRN vs. VCEB - Volatility Comparison

The current volatility for iShares Global Green Bond ETF (BGRN) is 2.03%, while Vanguard ESG U.S. Corporate Bond ETF (VCEB) has a volatility of 3.09%. This indicates that BGRN experiences smaller price fluctuations and is considered to be less risky than VCEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.03%
3.09%
BGRN
VCEB