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EAGG vs. PABU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAGG vs. PABU - 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 Paris-Aligned Climate Optimized MSCI USA ETF (PABU). 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 0.54% return, which is significantly lower than PABU's 6.81% return.


EAGG

1D
0.06%
1M
1.08%
YTD
0.54%
6M
0.85%
1Y
4.91%
3Y*
3.92%
5Y*
0.08%
10Y*

PABU

1D
1.98%
1M
1.91%
YTD
6.81%
6M
7.83%
1Y
20.95%
3Y*
18.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAGG vs. PABU - Yearly Performance Comparison


2026 (YTD)2025202420232022
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.54%7.18%1.12%5.58%-9.56%
PABU
iShares Paris-Aligned Climate Optimized MSCI USA ETF
6.81%13.08%24.84%29.51%-15.45%

Correlation

The correlation between EAGG and PABU 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

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2022

0.23

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Return for Risk

EAGG vs. PABU — Risk / Return Rank

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

EAGG
EAGG Risk / Return Rank: 3939
Overall Rank
EAGG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EAGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
EAGG Omega Ratio Rank: 3838
Omega Ratio Rank
EAGG Calmar Ratio Rank: 3939
Calmar Ratio Rank
EAGG Martin Ratio Rank: 3636
Martin Ratio Rank

PABU
PABU Risk / Return Rank: 4040
Overall Rank
PABU Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PABU Sortino Ratio Rank: 4343
Sortino Ratio Rank
PABU Omega Ratio Rank: 4444
Omega Ratio Rank
PABU Calmar Ratio Rank: 3333
Calmar Ratio Rank
PABU Martin Ratio Rank: 3737
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. PABU - 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 Paris-Aligned Climate Optimized MSCI USA ETF (PABU). 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.


EAGGPABUDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.79

1.57

+0.22

Martin ratioReturn relative to average drawdown

5.28

5.37

-0.09

EAGG vs. PABU - Sharpe Ratio Comparison

The current EAGG Sharpe Ratio is 1.33, which is comparable to the PABU Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EAGG and PABU, 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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Drawdowns

EAGG vs. PABU - Drawdown Comparison

The maximum EAGG drawdown since its inception was -18.74%, smaller than the maximum PABU drawdown of -22.76%. Use the drawdown chart below to compare losses from any high point for EAGG and PABU.


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Drawdown Indicators


EAGGPABUDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-22.76%

+4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-13.40%

+10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-6.20%

-20.85%

+14.65%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

Current Drawdown

Current decline from peak

-2.53%

-3.61%

+1.08%

Average Drawdown

Average peak-to-trough decline

-6.03%

-5.62%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

3.91%

-2.98%

Volatility

EAGG vs. PABU - Volatility Comparison

The current volatility for iShares ESG Aware US Aggregate Bond ETF (EAGG) is 1.26%, while iShares Paris-Aligned Climate Optimized MSCI USA ETF (PABU) has a volatility of 5.97%. This indicates that EAGG experiences smaller price fluctuations and is considered to be less risky than PABU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAGGPABUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

5.97%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

11.32%

-8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

14.06%

-10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

18.76%

-12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

18.76%

-13.27%

EAGG vs. PABU - Expense Ratio Comparison

Both EAGG and PABU have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EAGG vs. PABU - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 4.00%, more than PABU's 1.09% yield.


PositionTTM20252024202320222021202020192018
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%
PABU
iShares Paris-Aligned Climate Optimized MSCI USA ETF
1.09%0.90%1.00%1.06%1.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EAGG and PABU 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.

PABU has higher volatility (5.97%) compared to EAGG (1.26%). In terms of maximum drawdown, EAGG dropped -18.74% vs PABU's -22.76%.

On 3-year performance, PABU leads with 18.02% vs 3.92% for EAGG. Both ETFs have the same 0.10% expense ratio. 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 3-year period, PABU has performed better with a 18.02% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EAGG and PABU have the same expense ratio: 0.10% per year.

EAGG has the higher dividend yield at 4.00%, compared with 1.09% for PABU.

EAGG is categorized as Intermediate Core Bond, while PABU is Large Cap Blend Equities. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while PABU tracks MSCI USA Climate Paris Aligned Benchmark Extended Select PAB Index (USD).

PABU currently has the higher Sharpe Ratio (1.50 vs 1.33), 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.

Portfolio Optimizer

Find the right allocation for EAGG and PABU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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