PortfoliosLab logoPortfoliosLab logo
EAGG vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAGG vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware US Aggregate Bond ETF (EAGG) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EAGG achieves a 0.26% return, which is significantly lower than DDV's 2.23% return.


EAGG

1D
-0.19%
1M
0.27%
YTD
0.26%
6M
0.09%
1Y
5.11%
3Y*
3.84%
5Y*
0.01%
10Y*

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAGG vs. DDV - Yearly Performance Comparison


2026 (YTD)2025
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.26%0.43%
DDV
Defined Duration 5 ETF
2.23%0.71%

Correlation

The correlation between EAGG and DDV is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.73

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EAGG vs. DDV — Risk / Return Rank

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

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

DDV
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.

EAGG vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and Defined Duration 5 ETF (DDV). 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.


EAGGDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.86

Martin ratioReturn relative to average drawdown

5.75

EAGG vs. DDV - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


EAGGDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

2.06

-1.68

Drawdowns

EAGG vs. DDV - Drawdown Comparison

The maximum EAGG drawdown since its inception was -18.74%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for EAGG and DDV.


Loading charts...

Drawdown Indicators


EAGGDDVDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-1.92%

-16.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

Current Drawdown

Current decline from peak

-2.79%

-0.12%

-2.67%

Average Drawdown

Average peak-to-trough decline

-6.05%

-0.35%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

Volatility

EAGG vs. DDV - Volatility Comparison


Loading charts...

Volatility by Period


EAGGDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

2.68%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

2.68%

+3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

2.68%

+2.82%

EAGG vs. DDV - Expense Ratio Comparison

EAGG has a 0.10% expense ratio, which is lower than DDV's 0.25% 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%.


Dividends

EAGG vs. DDV - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 4.01%, more than DDV's 1.21% yield.


PositionTTM20252024202320222021202020192018
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


EAGG and DDV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EAGG is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EAGG is cheaper with a 0.10% expense ratio, compared with 0.25% for DDV.

EAGG has the higher dividend yield at 4.01%, compared with 1.21% for DDV.

They also come from different issuers: iShares and Discipline Funds. Their fees differ too: 0.10% for EAGG and 0.25% for DDV.

Portfolio Optimizer

Find the right allocation for EAGG and DDV

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

Open Portfolio Optimizer