EAGG vs. EUSB
EAGG (iShares ESG Aware US Aggregate Bond ETF) and EUSB (iShares ESG Advanced Total USD Bond Market ETF) are both exchange-traded funds - EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index, while EUSB is a Intermediate Core-Plus Bond fund tracking the Bloomberg MSCI US Universal Choice ESG Screened Index. Both are passively managed. Over the past 5 years, EAGG returned -0.49%/yr vs -0.11%/yr for EUSB. Their correlation of 0.94 means they have usually moved in the same direction. EAGG charges 0.10%/yr vs 0.12%/yr for EUSB.
Performance
EAGG vs. EUSB - Performance Comparison
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Returns By Period
In the year-to-date period, EAGG achieves a -0.56% return, which is significantly higher than EUSB's -0.60% return.
EAGG
- 1D
- -0.21%
- 1M
- -1.17%
- 6M
- -0.75%
- YTD
- -0.56%
- 1Y
- 1.82%
- 3Y*
- 3.85%
- 5Y*
- -0.49%
- 10Y*
- —
- ALL TIME*
- 1.90%
EUSB
- 1D
- -0.16%
- 1M
- -1.13%
- 6M
- -0.73%
- YTD
- -0.60%
- 1Y
- 1.95%
- 3Y*
- 4.22%
- 5Y*
- -0.11%
- 10Y*
- —
- ALL TIME*
- 0.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.53M | $14.23M | $19.73M | |
| $1.71M | $1.61M | $2.23M |
EAGG vs. EUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | -0.56% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 1.28% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | -0.60% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.47% |
Correlation
The correlation between EAGG and EUSB is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.94 |
The correlation between EAGG and EUSB has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
EAGG vs. EUSB — Risk / Return Rank
EAGG
EUSB
EAGG vs. EUSB - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EAGG | EUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.12 | -0.13 |
| Martin ratioReturn relative to average drawdown | 2.52 | 2.80 | -0.29 |
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Drawdowns
EAGG vs. EUSB - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, roughly equal to the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for EAGG and EUSB.
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Drawdown Indicators
| EAGG | EUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -17.87% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.48% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -4.91% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -17.43% | -0.55% |
Current DrawdownCurrent decline from peak | -3.59% | -2.08% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -6.36% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 0.99% | +0.09% |
Volatility
EAGG vs. EUSB - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) has a higher volatility of 0.98% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 0.93%. This indicates that EAGG's price experiences larger fluctuations and is considered to be riskier than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAGG | EUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 0.93% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 2.69% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 3.49% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 5.78% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.47% | 5.37% | +0.10% |
EAGG vs. EUSB - Expense Ratio Comparison
EAGG has a 0.10% 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%.
Dividends
EAGG vs. EUSB - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.06%, more than EUSB's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 3.72% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.68% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, EAGG and EUSB 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.
EAGG has higher volatility (0.98%) compared to EUSB (0.93%). In terms of maximum drawdown, EAGG dropped -18.74% vs EUSB's -17.87%.
On 5-year performance, EUSB leads with -0.11% vs -0.49% for EAGG. On fees, EAGG is cheaper at 0.10% 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, EUSB has performed better with a -0.11% return vs -0.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAGG is cheaper with a 0.10% expense ratio, compared with 0.12% for EUSB.
EAGG has the higher dividend yield at 3.72%, compared with 3.68% for EUSB.
EAGG is categorized as Intermediate Core Bond, while EUSB is Intermediate Core-Plus Bond. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index. Their fees differ too: 0.10% for EAGG and 0.12% for EUSB.
EUSB currently has the higher Sharpe Ratio (0.79 vs 0.74), 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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