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BNDP vs. EUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNDP vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond Index ETF (BNDP) 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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BNDP vs. EUSB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BNDP achieves a -0.18% return, which is significantly lower than EUSB's -0.15% return.


BNDP

1D
0.01%
1M
-1.44%
YTD
-0.18%
6M
1Y
3Y*
5Y*
10Y*

EUSB

1D
0.15%
1M
-1.29%
YTD
-0.15%
6M
0.92%
1Y
4.32%
3Y*
3.93%
5Y*
0.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNDP vs. EUSB - Expense Ratio Comparison

BNDP has a 0.05% expense ratio, which is lower than EUSB's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BNDP vs. EUSB — Risk / Return Rank

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

BNDP

EUSB
EUSB Risk / Return Rank: 5656
Overall Rank
EUSB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 5555
Sortino Ratio Rank
EUSB Omega Ratio Rank: 4848
Omega Ratio Rank
EUSB Calmar Ratio Rank: 6868
Calmar Ratio Rank
EUSB Martin Ratio Rank: 5353
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.

BNDP vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond Index ETF (BNDP) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BNDP vs. EUSB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BNDPEUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.04

-0.11

Correlation

The correlation between BNDP and EUSB is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BNDP vs. EUSB - Dividend Comparison

BNDP's dividend yield for the trailing twelve months is around 1.32%, less than EUSB's 3.93% yield.


TTM202520242023202220212020
BNDP
Vanguard Core-Plus Bond Index ETF
1.32%0.24%0.00%0.00%0.00%0.00%0.00%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.93%3.84%3.67%3.08%2.21%1.10%0.57%

Drawdowns

BNDP vs. EUSB - Drawdown Comparison

The maximum BNDP drawdown since its inception was -2.56%, smaller than the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for BNDP and EUSB.


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Drawdown Indicators


BNDPEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-2.56%

-17.87%

+15.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-1.82%

-1.64%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.54%

-6.65%

+6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

BNDP vs. EUSB - Volatility Comparison


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Volatility by Period


BNDPEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

4.08%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

5.75%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

5.46%

-1.83%