EAGG vs. AGG
EAGG (iShares ESG Aware US Aggregate Bond ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, EAGG returned 0.01%/yr vs 0.10%/yr for AGG. With a 0.97 correlation, they move nearly in lockstep. EAGG charges 0.10%/yr vs 0.03%/yr for AGG.
Performance
EAGG vs. AGG - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EAGG having a 0.26% return and AGG slightly lower at 0.25%.
EAGG
- 1D
- -0.19%
- 1M
- 0.27%
- YTD
- 0.26%
- 6M
- 0.09%
- 1Y
- 5.11%
- 3Y*
- 3.84%
- 5Y*
- 0.01%
- 10Y*
- —
AGG
- 1D
- -0.21%
- 1M
- 0.24%
- YTD
- 0.25%
- 6M
- 0.09%
- 1Y
- 5.14%
- 3Y*
- 3.95%
- 5Y*
- 0.10%
- 10Y*
- 1.57%
EAGG vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.26% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.35% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.25% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 2.62% |
Correlation
The correlation between EAGG and AGG is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.97 |
The correlation between EAGG and AGG has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
EAGG vs. AGG — Risk / Return Rank
EAGG
AGG
EAGG vs. AGG - 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 Core U.S. Aggregate Bond ETF (AGG). 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 | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.87 | 0.00 |
| Martin ratioReturn relative to average drawdown | 5.75 | 5.73 | +0.02 |
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 | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.34 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.02 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.59 | -0.22 |
Drawdowns
EAGG vs. AGG - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for EAGG and AGG.
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Drawdown Indicators
| EAGG | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -18.43% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.76% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | -6.11% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -17.82% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -2.79% | -2.14% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -2.71% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.90% | -0.01% |
Volatility
EAGG vs. AGG - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.26% and 1.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAGG | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.30% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 2.74% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 3.85% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 6.09% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 5.40% | +0.10% |
EAGG vs. AGG - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is higher than AGG's 0.03% 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%.
Dividends
EAGG vs. AGG - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.01%, which matches AGG's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.99% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.01% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, EAGG and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AGG has higher volatility (1.30%) compared to EAGG (1.26%). In terms of maximum drawdown, EAGG dropped -18.74% vs AGG's -18.43%.
On 5-year performance, AGG leads with 0.10% vs 0.01% for EAGG. On fees, AGG is cheaper at 0.03% 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, AGG has performed better with a 0.10% return vs 0.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.10% for EAGG.
EAGG has the higher dividend yield at 4.01%, compared with 3.99% for AGG.
EAGG is categorized as Intermediate Core Bond, while AGG is Total Bond Market. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.10% for EAGG and 0.03% for AGG.
EAGG currently has the higher Sharpe Ratio (1.35 vs 1.34), 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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