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ESGB vs. BNDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGB vs. BNDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay ESG Core Plus Bond ETF (ESGB) and Vanguard Core-Plus Bond Index ETF (BNDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGB achieves a 0.50% return, which is significantly higher than BNDP's 0.34% return.


ESGB

1D
-0.31%
1M
0.31%
YTD
0.50%
6M
0.49%
1Y
5.33%
3Y*
5.42%
5Y*
10Y*

BNDP

1D
-0.08%
1M
0.41%
YTD
0.34%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGB vs. BNDP - Yearly Performance Comparison


Correlation

The correlation between ESGB and BNDP is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 5, 2025

0.89

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Return for Risk

ESGB vs. BNDP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGB
ESGB Risk / Return Rank: 4141
Overall Rank
ESGB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ESGB Sortino Ratio Rank: 4141
Sortino Ratio Rank
ESGB Omega Ratio Rank: 3939
Omega Ratio Rank
ESGB Calmar Ratio Rank: 4242
Calmar Ratio Rank
ESGB Martin Ratio Rank: 4040
Martin Ratio Rank

BNDP
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGB vs. BNDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay ESG Core Plus Bond ETF (ESGB) and Vanguard Core-Plus Bond Index ETF (BNDP). 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.


ESGBBNDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.06

Martin ratioReturn relative to average drawdown

6.28

ESGB vs. BNDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESGBBNDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.25

-0.09

Drawdowns

ESGB vs. BNDP - Drawdown Comparison

The maximum ESGB drawdown since its inception was -18.96%, which is greater than BNDP's maximum drawdown of -2.60%. Use the drawdown chart below to compare losses from any high point for ESGB and BNDP.


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Drawdown Indicators


ESGBBNDPDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-2.60%

-16.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-5.90%

Current Drawdown

Current decline from peak

-1.43%

-1.31%

-0.12%

Average Drawdown

Average peak-to-trough decline

-7.08%

-0.86%

-6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

ESGB vs. BNDP - Volatility Comparison


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Volatility by Period


ESGBBNDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

3.63%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

3.63%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

3.63%

+1.41%

ESGB vs. BNDP - Expense Ratio Comparison

ESGB has a 0.39% expense ratio, which is higher than BNDP's 0.05% expense ratio.


Dividends

ESGB vs. BNDP - Dividend Comparison

ESGB's dividend yield for the trailing twelve months is around 5.50%, more than BNDP's 2.08% yield.


PositionTTM20252024202320222021
BNDP
Vanguard Core-Plus Bond Index ETF
2.08%0.24%0.00%0.00%0.00%0.00%
ESGB
IQ MacKay ESG Core Plus Bond ETF
5.50%5.46%5.40%4.82%3.17%0.95%

Frequently Asked Questions


ESGB and BNDP have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDP is cheaper with a 0.05% expense ratio, compared with 0.39% for ESGB.

ESGB has the higher dividend yield at 5.50%, compared with 2.08% for BNDP.

They also come from different issuers: IndexIQ and Vanguard. Their fees differ too: 0.39% for ESGB and 0.05% for BNDP.

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