EAGG vs. VTG
EAGG (iShares ESG Aware US Aggregate Bond ETF) and VTG (Vanguard Total Treasury ETF) are both Intermediate Core Bond funds - EAGG tracks the Bloomberg MSCI U.S. Aggregate ESG Focus Index while VTG tracks the Bloomberg U.S. Treasury Total Return Unhedged USD Index. Both are passively managed. 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 0.26% return, which is significantly higher than VTG's -0.11% return.
EAGG
- 1D
- -0.19%
- 1M
- 0.27%
- YTD
- 0.26%
- 6M
- 0.09%
- 1Y
- 5.11%
- 3Y*
- 3.84%
- 5Y*
- 0.01%
- 10Y*
- —
VTG
- 1D
- -0.17%
- 1M
- 0.11%
- YTD
- -0.11%
- 6M
- -0.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAGG vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.26% | 3.39% |
VTG Vanguard Total Treasury ETF | -0.11% | 2.88% |
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 (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.97 |
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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.
| EAGG | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | — | — |
| Martin ratioReturn relative to average drawdown | 5.75 | — | — |
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 | VTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | — | — |
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 | 0.88 | -0.50 |
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% | — | — |
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 | -2.79% | -1.89% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -0.73% | -5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | — | — |
Volatility
EAGG vs. VTG - Volatility Comparison
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Volatility by Period
| EAGG | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 3.51% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 3.51% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 3.51% | +1.99% |
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 4.01%, more than VTG's 3.21% 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% |
VTG Vanguard Total Treasury ETF | 3.21% | 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.
On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTG is cheaper with a 0.03% expense ratio, compared with 0.10% for EAGG.
EAGG has the higher dividend yield at 4.01%, compared with 3.21% for VTG.
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.
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