EAGG vs. ACWI
Compare and contrast key facts about iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares MSCI ACWI ETF (ACWI).
EAGG and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EAGG is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI U.S. Aggregate ESG Focus Index. It was launched on Oct 18, 2018. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both EAGG and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EAGG vs. ACWI - Performance Comparison
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EAGG vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.01% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.35% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -6.63% |
Returns By Period
In the year-to-date period, EAGG achieves a 0.01% return, which is significantly higher than ACWI's -2.21% return.
EAGG
- 1D
- 0.23%
- 1M
- -1.77%
- YTD
- 0.01%
- 6M
- 0.96%
- 1Y
- 4.18%
- 3Y*
- 3.47%
- 5Y*
- 0.13%
- 10Y*
- —
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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EAGG vs. ACWI - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Return for Risk
EAGG vs. ACWI — Risk / Return Rank
EAGG
ACWI
EAGG vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares MSCI ACWI ETF (ACWI). 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.
| EAGG | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.20 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.77 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.79 | 0.00 |
Martin ratioReturn relative to average drawdown | 4.89 | 8.26 | -3.37 |
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
| EAGG | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.20 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.59 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Correlation
The correlation between EAGG and ACWI is 0.08, 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.
Dividends
EAGG vs. ACWI - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 3.96%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 3.96% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
EAGG vs. ACWI - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for EAGG and ACWI.
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Drawdown Indicators
| EAGG | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -56.00% | +37.26% |
Max Drawdown (1Y)Largest decline over 1 year | -2.49% | -11.76% | +9.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -26.42% | +8.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.53% | — |
Current DrawdownCurrent decline from peak | -3.03% | -6.92% | +3.89% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -8.69% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 2.54% | -1.63% |
Volatility
EAGG vs. ACWI - Volatility Comparison
The current volatility for iShares ESG Aware US Aggregate Bond ETF (EAGG) is 1.62%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that EAGG experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAGG | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 6.38% | -4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 10.05% | -7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 17.48% | -13.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 15.97% | -9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.54% | 17.08% | -11.54% |