EAGG vs. VTG
EAGG (iShares ESG Aware US Aggregate Bond ETF) and VTG (Vanguard Total Treasury ETF) are both exchange-traded funds - EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index, while VTG is a Government Bonds fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index. Both are passively managed. Over the past year, EAGG returned 3.62% vs 2.81% for VTG. With a 0.97 correlation, they move nearly in lockstep. EAGG charges 0.10%/yr vs 0.03%/yr for VTG.
Performance
EAGG vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, EAGG achieves a -0.22% return, which is significantly higher than VTG's -0.43% return.
EAGG
- 1D
- -0.36%
- 1M
- -0.69%
- 6M
- -0.47%
- YTD
- -0.22%
- 1Y
- 3.62%
- 3Y*
- 3.67%
- 5Y*
- -0.29%
- 10Y*
- —
VTG
- 1D
- -0.28%
- 1M
- -0.53%
- 6M
- -0.49%
- YTD
- -0.43%
- 1Y
- 2.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAGG vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | -0.22% | 3.83% |
VTG Vanguard Total Treasury ETF | -0.43% | 3.07% |
Correlation
The correlation between EAGG and VTG is 0.97 - 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 | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.97 |
The correlation between EAGG and VTG has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.
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Return for Risk
EAGG vs. VTG — Risk / Return Rank
EAGG
VTG
EAGG vs. VTG - 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 Total Treasury ETF (VTG). 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 | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.98 | +0.34 |
| Martin ratioReturn relative to average drawdown | 3.71 | 2.56 | +1.15 |
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Drawdowns
EAGG vs. VTG - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for EAGG and VTG.
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Drawdown Indicators
| EAGG | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -2.89% | -15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.89% | +0.14% |
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 | -3.26% | -2.21% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -0.83% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 1.10% | -0.12% |
Volatility
EAGG vs. VTG - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) has a higher volatility of 1.22% compared to Vanguard Total Treasury ETF (VTG) at 1.13%. This indicates that EAGG's price experiences larger fluctuations and is considered to be riskier than VTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAGG | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 1.13% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.85% | 2.64% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 3.53% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.04% | 3.53% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.48% | 3.53% | +1.95% |
EAGG vs. VTG - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is higher than VTG's 0.03% 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. VTG - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.04%, more than VTG's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.04% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% |
VTG Vanguard Total Treasury ETF | 3.55% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, EAGG and VTG 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.
EAGG has higher volatility (1.22%) compared to VTG (1.13%). In terms of maximum drawdown, EAGG dropped -18.74% vs VTG's -2.89%.
On 1-year performance, EAGG leads with 3.62% vs 2.81% for VTG. On fees, VTG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EAGG has performed better with a 3.62% return vs 2.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTG is cheaper with a 0.03% expense ratio, compared with 0.10% for EAGG.
EAGG has the higher dividend yield at 4.04%, compared with 3.55% for VTG.
EAGG is categorized as Intermediate Core Bond, while VTG is Government Bonds. EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for EAGG and 0.03% for VTG.
EAGG currently has the higher Sharpe Ratio (0.98 vs 0.80), 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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