EAGG vs. EUSB
Compare and contrast key facts about iShares ESG Aware US Aggregate Bond ETF (EAGG) and iShares ESG Advanced Total USD Bond Market ETF (EUSB).
EAGG and EUSB 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. EUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Universal Choice ESG Screened Index. It was launched on Jun 23, 2020. Both EAGG and EUSB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAGG or EUSB.
Key characteristics
| EAGG | EUSB | |
|---|---|---|
| YTD Return | 2.18% | 2.60% |
| 1Y Return | 8.77% | 8.88% |
| 3Y Return (Ann) | -2.43% | -1.98% |
| Sharpe Ratio | 1.37 | 1.41 |
| Sortino Ratio | 2.01 | 2.09 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 0.50 | 0.56 |
| Martin Ratio | 4.81 | 5.55 |
| Ulcer Index | 1.66% | 1.49% |
| Daily Std Dev | 5.82% | 5.87% |
| Max Drawdown | -18.74% | -17.86% |
| Current Drawdown | -8.59% | -6.91% |
Correlation
The correlation between EAGG and EUSB is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EAGG vs. EUSB - Performance Comparison
In the year-to-date period, EAGG achieves a 2.18% return, which is significantly lower than EUSB's 2.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
EAGG vs. EUSB - Risk-Adjusted Performance 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.
Dividends
EAGG vs. EUSB - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 3.84%, more than EUSB's 3.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 3.84% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.54% | 3.08% | 2.22% | 1.10% | 0.57% | 0.00% | 0.00% |
Drawdowns
EAGG vs. EUSB - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, roughly equal to the maximum EUSB drawdown of -17.86%. Use the drawdown chart below to compare losses from any high point for EAGG and EUSB. For additional features, visit the drawdowns tool.
Volatility
EAGG vs. EUSB - Volatility Comparison
The current volatility for iShares ESG Aware US Aggregate Bond ETF (EAGG) is 1.68%, while iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a volatility of 2.17%. This indicates that EAGG experiences smaller price fluctuations and is considered to be less risky than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.