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EAGG vs. EUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAGG vs. EUSB - Performance Comparison

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

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EAGG vs. EUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.01%7.18%1.12%5.58%-13.63%-1.30%1.19%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
-0.30%7.45%1.83%5.80%-12.81%-1.29%1.68%

Returns By Period

In the year-to-date period, EAGG achieves a 0.01% return, which is significantly higher than EUSB's -0.30% return.


EAGG

1D
0.23%
1M
-1.77%
YTD
0.01%
6M
0.96%
1Y
4.18%
3Y*
3.47%
5Y*
0.13%
10Y*

EUSB

1D
0.16%
1M
-1.79%
YTD
-0.30%
6M
0.99%
1Y
4.39%
3Y*
3.88%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

EAGG vs. EUSB — Risk / Return Rank

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

EAGG
EAGG Risk / Return Rank: 5555
Overall Rank
EAGG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EAGG Sortino Ratio Rank: 5353
Sortino Ratio Rank
EAGG Omega Ratio Rank: 4545
Omega Ratio Rank
EAGG Calmar Ratio Rank: 7171
Calmar Ratio Rank
EAGG Martin Ratio Rank: 5252
Martin Ratio Rank

EUSB
EUSB Risk / Return Rank: 6161
Overall Rank
EUSB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 6060
Sortino Ratio Rank
EUSB Omega Ratio Rank: 5252
Omega Ratio Rank
EUSB Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUSB Martin Ratio Rank: 5757
Martin Ratio Rank
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. 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.


EAGGEUSBDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.08

-0.11

Sortino ratio

Return per unit of downside risk

1.37

1.52

-0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.78

1.86

-0.08

Martin ratio

Return relative to average drawdown

4.89

5.54

-0.65

EAGG vs. EUSB - Sharpe Ratio Comparison

The current EAGG Sharpe Ratio is 0.97, which is comparable to the EUSB Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of EAGG and EUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EAGGEUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.08

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.07

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.03

+0.35

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.


Dividends

EAGG vs. EUSB - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 3.96%, more than EUSB's 3.90% yield.


TTM20252024202320222021202020192018
EAGG
iShares ESG Aware US Aggregate Bond ETF
3.96%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
3.90%3.84%3.67%3.08%2.21%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 -17.87%. Use the drawdown chart below to compare losses from any high point for EAGG and EUSB.


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Drawdown Indicators


EAGGEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-17.87%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-2.42%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

-17.45%

-0.53%

Current Drawdown

Current decline from peak

-3.03%

-1.79%

-1.24%

Average Drawdown

Average peak-to-trough decline

-6.12%

-6.65%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.81%

+0.10%

Volatility

EAGG vs. EUSB - Volatility Comparison

iShares ESG Aware US Aggregate Bond ETF (EAGG) has a higher volatility of 1.62% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.50%. 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


EAGGEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.50%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.36%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

4.07%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

5.75%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

5.46%

+0.08%