EAGG vs. DGRO
EAGG (iShares ESG Aware US Aggregate Bond ETF) and DGRO (iShares Core Dividend Growth ETF) are both exchange-traded funds - EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 5 years, EAGG returned 0.03%/yr vs 10.72%/yr for DGRO. At a 0.06 correlation, their price movements are largely independent. EAGG charges 0.10%/yr vs 0.08%/yr for DGRO.
Performance
EAGG vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, EAGG achieves a 0.34% return, which is significantly lower than DGRO's 9.64% return.
EAGG
- 1D
- 0.08%
- 1M
- 0.19%
- YTD
- 0.34%
- 6M
- 0.39%
- 1Y
- 4.59%
- 3Y*
- 3.90%
- 5Y*
- 0.03%
- 10Y*
- —
DGRO
- 1D
- 0.81%
- 1M
- 3.27%
- YTD
- 9.64%
- 6M
- 9.87%
- 1Y
- 23.89%
- 3Y*
- 17.46%
- 5Y*
- 10.72%
- 10Y*
- 13.34%
EAGG vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.34% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.35% |
DGRO iShares Core Dividend Growth ETF | 9.64% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -5.00% |
Correlation
The correlation between EAGG and DGRO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.06 |
Over the past year, EAGG and DGRO have become more correlated (0.31) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
EAGG vs. DGRO — Risk / Return Rank
EAGG
DGRO
EAGG vs. DGRO - 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 Dividend Growth ETF (DGRO). 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 | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.46 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.71 | -2.03 |
| Martin ratioReturn relative to average drawdown | 5.15 | 14.33 | -9.18 |
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 | DGRO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.53 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.78 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.77 | -0.39 |
Drawdowns
EAGG vs. DGRO - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EAGG and DGRO.
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Drawdown Indicators
| EAGG | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -35.10% | +16.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -6.47% | +3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | -14.03% | +7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -19.31% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.10% | — |
Current DrawdownCurrent decline from peak | -2.71% | 0.00% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -3.44% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 1.67% | -0.78% |
Volatility
EAGG vs. DGRO - Volatility Comparison
The current volatility for iShares ESG Aware US Aggregate Bond ETF (EAGG) is 1.25%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.24%. This indicates that EAGG experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAGG | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 2.24% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 6.94% | -4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 9.49% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 13.82% | -7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 16.62% | -11.12% |
EAGG vs. DGRO - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is higher than DGRO's 0.08% 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. DGRO - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.00%, more than DGRO's 1.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.94% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.00% | 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
EAGG and DGRO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRO has higher volatility (2.24%) compared to EAGG (1.25%). In terms of maximum drawdown, EAGG dropped -18.74% vs DGRO's -35.10%.
On 5-year performance, DGRO leads with 10.72% vs 0.03% for EAGG. On fees, DGRO is cheaper at 0.08% per year. On volatility, EAGG has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DGRO has performed better with a 10.72% return vs 0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRO is cheaper with a 0.08% expense ratio, compared with 0.10% for EAGG.
EAGG has the higher dividend yield at 4.00%, compared with 1.94% for DGRO.
EAGG is categorized as Intermediate Core Bond, while DGRO is Large Cap Growth Equities. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.10% for EAGG and 0.08% for DGRO.
DGRO currently has the higher Sharpe Ratio (2.53 vs 1.23), 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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