EAGG vs. VCEB
EAGG (iShares ESG Aware US Aggregate Bond ETF) and VCEB (Vanguard ESG U.S. Corporate Bond ETF) are both exchange-traded funds - EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index, while VCEB is a Corporate Bonds fund tracking the Bloomberg Barclays MSCI US Corp SRI Select Index. Both are passively managed. Over the past 5 years, EAGG returned 0.01%/yr vs 0.51%/yr for VCEB. Their correlation of 0.92 suggests significant overlap in exposure. EAGG charges 0.10%/yr vs 0.12%/yr for VCEB.
Performance
EAGG vs. VCEB - Performance Comparison
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Returns By Period
In the year-to-date period, EAGG achieves a 0.26% return, which is significantly lower than VCEB's 0.32% return.
EAGG
- 1D
- -0.19%
- 1M
- 0.27%
- YTD
- 0.26%
- 6M
- 0.09%
- 1Y
- 5.11%
- 3Y*
- 3.84%
- 5Y*
- 0.01%
- 10Y*
- —
VCEB
- 1D
- -0.18%
- 1M
- 0.67%
- YTD
- 0.32%
- 6M
- 0.15%
- 1Y
- 5.34%
- 3Y*
- 5.05%
- 5Y*
- 0.51%
- 10Y*
- —
EAGG vs. VCEB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.26% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 0.52% |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 0.32% | 7.48% | 2.23% | 8.52% | -15.15% | -1.99% | 2.46% |
Correlation
The correlation between EAGG and VCEB is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2020 | 0.92 |
The correlation between EAGG and VCEB has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
EAGG vs. VCEB — Risk / Return Rank
EAGG
VCEB
EAGG vs. VCEB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) and Vanguard ESG U.S. Corporate Bond ETF (VCEB). 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 | VCEB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.90 | -0.04 |
| Martin ratioReturn relative to average drawdown | 5.75 | 5.87 | -0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAGG | VCEB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.28 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.08 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.05 | +0.33 |
Drawdowns
EAGG vs. VCEB - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, smaller than the maximum VCEB drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for EAGG and VCEB.
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Drawdown Indicators
| EAGG | VCEB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -21.60% | +2.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.82% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | -6.09% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -21.39% | +3.41% |
Current DrawdownCurrent decline from peak | -2.79% | -1.05% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -7.63% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.91% | -0.02% |
Volatility
EAGG vs. VCEB - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) and Vanguard ESG U.S. Corporate Bond ETF (VCEB) have volatilities of 1.26% and 1.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAGG | VCEB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.32% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 3.11% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 4.19% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 6.84% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 6.66% | -1.16% |
EAGG vs. VCEB - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is lower than VCEB'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%.
Dividends
EAGG vs. VCEB - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.01%, less than VCEB's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 4.65% | 4.57% | 4.47% | 3.70% | 2.84% | 1.69% | 0.43% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, EAGG and VCEB 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.
VCEB has higher volatility (1.32%) compared to EAGG (1.26%). In terms of maximum drawdown, EAGG dropped -18.74% vs VCEB's -21.60%.
On 5-year performance, VCEB leads with 0.51% vs 0.01% for EAGG. On fees, EAGG is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VCEB has performed better with a 0.51% return vs 0.01%. 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 0.12% for VCEB.
VCEB has the higher dividend yield at 4.65%, compared with 4.01% for EAGG.
EAGG is categorized as Intermediate Core Bond, while VCEB is Corporate Bonds. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for EAGG and 0.12% for VCEB.
EAGG currently has the higher Sharpe Ratio (1.35 vs 1.28), 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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