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EAGG vs. IBGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAGG vs. IBGA - 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 iBonds Dec 2044 Term Treasury ETF (IBGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EAGG achieves a 0.26% return, which is significantly higher than IBGA's -0.37% return.


EAGG

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

IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAGG vs. IBGA - Yearly Performance Comparison


2026 (YTD)20252024
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.26%7.18%1.67%
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
-0.37%6.09%-1.41%

Correlation

The correlation between EAGG and IBGA is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.96

The correlation between EAGG and IBGA has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

EAGG vs. IBGA — 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

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
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. IBGA - 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 iBonds Dec 2044 Term Treasury ETF (IBGA). 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.


EAGGIBGADifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.24

1.11

+0.12

Calmar ratioReturn relative to maximum drawdown

1.86

0.81

+1.05

Martin ratioReturn relative to average drawdown

5.75

2.23

+3.52

EAGG vs. IBGA - Sharpe Ratio Comparison

The current EAGG Sharpe Ratio is 1.35, which is higher than the IBGA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of EAGG and IBGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EAGGIBGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.65

+0.70

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

0.22

+0.16

Drawdowns

EAGG vs. IBGA - Drawdown Comparison

The maximum EAGG drawdown since its inception was -18.74%, which is greater than IBGA's maximum drawdown of -11.69%. Use the drawdown chart below to compare losses from any high point for EAGG and IBGA.


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Drawdown Indicators


EAGGIBGADifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-11.69%

-7.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-6.60%

+3.85%

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%

-4.67%

+1.88%

Average Drawdown

Average peak-to-trough decline

-6.05%

-5.05%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.40%

-1.51%

Volatility

EAGG vs. IBGA - Volatility Comparison

The current volatility for iShares ESG Aware US Aggregate Bond ETF (EAGG) is 1.26%, while iShares iBonds Dec 2044 Term Treasury ETF (IBGA) has a volatility of 2.59%. This indicates that EAGG experiences smaller price fluctuations and is considered to be less risky than IBGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAGGIBGADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

2.59%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

5.68%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

8.21%

-4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

9.86%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

9.86%

-4.36%

EAGG vs. IBGA - Expense Ratio Comparison

EAGG has a 0.10% expense ratio, which is higher than IBGA's 0.07% 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. IBGA - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 4.01%, less than IBGA's 4.66% yield.


PositionTTM20252024202320222021202020192018
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%
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, EAGG and IBGA 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.

IBGA has higher volatility (2.59%) compared to EAGG (1.26%). In terms of maximum drawdown, EAGG dropped -18.74% vs IBGA's -11.69%.

On 1-year performance, IBGA leads with 5.33% vs 5.11% for EAGG. On fees, IBGA is cheaper at 0.07% per year. On volatility, EAGG has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGA has performed better with a 5.33% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.10% for EAGG.

IBGA has the higher dividend yield at 4.66%, compared with 4.01% for EAGG.

EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while IBGA tracks ICE 2044 Maturity US Treasury Index. Their fees differ too: 0.10% for EAGG and 0.07% for IBGA.

EAGG currently has the higher Sharpe Ratio (1.35 vs 0.65), 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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