EAGG vs. USDX
EAGG (iShares ESG Aware US Aggregate Bond ETF) and USDX (SGI Enhanced Core ETF) are both Intermediate Core Bond funds. EAGG is passively managed, while USDX is actively managed. Over the past year, EAGG returned 4.59% vs 5.97% for USDX. At a 0.03 correlation, their price movements are largely independent. EAGG charges 0.10%/yr vs 0.98%/yr for USDX.
Performance
EAGG vs. USDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAGG achieves a 0.34% return, which is significantly lower than USDX's 1.79% return.
EAGG
- 1D
- 0.08%
- 1M
- 0.19%
- YTD
- 0.34%
- 6M
- 0.39%
- 1Y
- 4.59%
- 3Y*
- 3.90%
- 5Y*
- 0.03%
- 10Y*
- —
USDX
- 1D
- -0.19%
- 1M
- -0.06%
- YTD
- 1.79%
- 6M
- 2.25%
- 1Y
- 5.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAGG vs. USDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.34% | 7.18% | 2.78% |
USDX SGI Enhanced Core ETF | 1.79% | 6.25% | 6.87% |
Correlation
The correlation between EAGG and USDX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2024 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EAGG vs. USDX — Risk / Return Rank
EAGG
USDX
EAGG vs. USDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and SGI Enhanced Core ETF (USDX). 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.
| EAGG | USDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.77 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 6.40 | -4.72 |
| Martin ratioReturn relative to average drawdown | 5.15 | 43.95 | -38.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EAGG | USDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 3.11 | -1.88 |
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 | 3.96 | -3.58 |
Drawdowns
EAGG vs. USDX - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, which is greater than USDX's maximum drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for EAGG and USDX.
Loading charts...
Drawdown Indicators
| EAGG | USDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -0.94% | -17.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -0.94% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | — | — |
Current DrawdownCurrent decline from peak | -2.71% | -0.64% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -0.06% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.14% | +0.75% |
Volatility
EAGG vs. USDX - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) has a higher volatility of 1.25% compared to SGI Enhanced Core ETF (USDX) at 0.98%. This indicates that EAGG's price experiences larger fluctuations and is considered to be riskier than USDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EAGG | USDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 0.98% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 1.73% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 1.93% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 1.68% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 1.68% | +3.82% |
EAGG vs. USDX - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is lower than USDX's 0.98% expense ratio.
Dividends
EAGG vs. USDX - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.00%, less than USDX's 5.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
USDX SGI Enhanced Core ETF | 5.90% | 5.88% | 4.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAGG and USDX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAGG has higher volatility (1.25%) compared to USDX (0.98%). In terms of maximum drawdown, EAGG dropped -18.74% vs USDX's -0.94%.
On 1-year performance, USDX leads with 5.97% vs 4.59% for EAGG. On fees, EAGG is cheaper at 0.10% per year. On volatility, USDX has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USDX has performed better with a 5.97% return vs 4.59%. 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 0.98% for USDX.
USDX has the higher dividend yield at 5.90%, compared with 4.00% for EAGG.
They also come from different issuers: iShares and Summit Global Investments. Their fees differ too: 0.10% for EAGG and 0.98% for USDX.
USDX currently has the higher Sharpe Ratio (3.11 vs 1.23), 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.
Find the right allocation for EAGG and USDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer