EAGG vs. USXF
EAGG (iShares ESG Aware US Aggregate Bond ETF) and USXF (iShares ESG Advanced MSCI USA ETF) are both exchange-traded funds - EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index, while USXF is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index. Both are passively managed. Over the past 5 years, EAGG returned 0.08%/yr vs 15.64%/yr for USXF. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
EAGG vs. USXF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAGG achieves a 0.54% return, which is significantly lower than USXF's 20.37% return.
EAGG
- 1D
- 0.06%
- 1M
- 1.08%
- YTD
- 0.54%
- 6M
- 0.85%
- 1Y
- 4.91%
- 3Y*
- 3.92%
- 5Y*
- 0.08%
- 10Y*
- —
USXF
- 1D
- 2.44%
- 1M
- 5.10%
- YTD
- 20.37%
- 6M
- 21.61%
- 1Y
- 36.09%
- 3Y*
- 25.87%
- 5Y*
- 15.64%
- 10Y*
- —
EAGG vs. USXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.54% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 1.44% |
USXF iShares ESG Advanced MSCI USA ETF | 20.37% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 23.07% |
Correlation
The correlation between EAGG and USXF is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.17 |
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. USXF — Risk / Return Rank
EAGG
USXF
EAGG vs. USXF - 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 MSCI USA ETF (USXF). 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.
| EAGG | USXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 3.56 | -1.77 |
| Martin ratioReturn relative to average drawdown | 5.28 | 13.71 | -8.42 |
Loading charts...
Drawdowns
EAGG vs. USXF - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, smaller than the maximum USXF drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for EAGG and USXF.
Loading charts...
Drawdown Indicators
| EAGG | USXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -29.54% | +10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -10.19% | +7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | -20.93% | +14.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -29.54% | +11.56% |
Current DrawdownCurrent decline from peak | -2.53% | -0.83% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -6.40% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.64% | -1.71% |
Volatility
EAGG vs. USXF - Volatility Comparison
The current volatility for iShares ESG Aware US Aggregate Bond ETF (EAGG) is 1.26%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 7.98%. This indicates that EAGG experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EAGG | USXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 7.98% | -6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 14.39% | -11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 17.29% | -13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 19.76% | -13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 19.31% | -13.82% |
EAGG vs. USXF - Expense Ratio Comparison
Both EAGG and USXF 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. USXF - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.00%, more than USXF's 0.98% 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% |
USXF iShares ESG Advanced MSCI USA ETF | 0.98% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% |
Frequently Asked Questions
EAGG and USXF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USXF has higher volatility (7.98%) compared to EAGG (1.26%). In terms of maximum drawdown, EAGG dropped -18.74% vs USXF's -29.54%.
On 5-year performance, USXF leads with 15.64% vs 0.08% 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 5-year period, USXF has performed better with a 15.64% return vs 0.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAGG and USXF have the same expense ratio: 0.10% per year.
EAGG has the higher dividend yield at 4.00%, compared with 0.98% for USXF.
EAGG is categorized as Intermediate Core Bond, while USXF is Large Cap Growth Equities. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while USXF tracks MSCI USA Choice ESG Screened Index.
USXF currently has the higher Sharpe Ratio (2.10 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.
Find the right allocation for EAGG and USXF
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