EUSA vs. BND
EUSA (iShares MSCI USA Equal Weighted ETF) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - EUSA is a Mid Cap Blend Equities fund tracking the MSCI USA Equal Weighted Index, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 10 years, EUSA returned 11.59%/yr vs 1.60%/yr for BND. At a correlation of -0.03, they often move in opposite directions. EUSA charges 0.09%/yr vs 0.03%/yr for BND.
Performance
EUSA vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, EUSA achieves a 9.38% return, which is significantly higher than BND's 0.65% return. Over the past 10 years, EUSA has outperformed BND with an annualized return of 11.59%, while BND has yielded a comparatively lower 1.60% annualized return.
EUSA
- 1D
- 0.47%
- 1M
- 4.24%
- YTD
- 9.38%
- 6M
- 9.41%
- 1Y
- 18.63%
- 3Y*
- 14.76%
- 5Y*
- 8.22%
- 10Y*
- 11.59%
BND
- 1D
- 0.27%
- 1M
- 1.57%
- YTD
- 0.65%
- 6M
- 0.54%
- 1Y
- 4.73%
- 3Y*
- 4.05%
- 5Y*
- 0.04%
- 10Y*
- 1.60%
EUSA vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUSA iShares MSCI USA Equal Weighted ETF | 9.38% | 10.24% | 14.64% | 17.72% | -17.13% | 25.60% | 15.03% | 30.56% | -8.58% | 19.02% |
BND Vanguard Total Bond Market ETF | 0.65% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between EUSA and BND is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 7, 2010 | -0.03 |
The correlation between EUSA and BND shifts across timeframes, from -0.03 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUSA vs. BND — Risk / Return Rank
EUSA
BND
EUSA vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard Total Bond Market ETF (BND). 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.
| EUSA | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 1.77 | +0.62 |
| Martin ratioReturn relative to average drawdown | 9.43 | 5.10 | +4.33 |
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Drawdowns
EUSA vs. BND - Drawdown Comparison
The maximum EUSA drawdown since its inception was -39.16%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for EUSA and BND.
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Drawdown Indicators
| EUSA | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.16% | -18.58% | -20.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.82% | -2.68% | -5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.20% | -5.92% | -12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -17.91% | -7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | -18.58% | -20.58% |
Current DrawdownCurrent decline from peak | -1.23% | -1.99% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -3.06% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 0.93% | +1.05% |
Volatility
EUSA vs. BND - Volatility Comparison
iShares MSCI USA Equal Weighted ETF (EUSA) has a higher volatility of 3.92% compared to Vanguard Total Bond Market ETF (BND) at 1.14%. This indicates that EUSA's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUSA | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 1.14% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 2.76% | +6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 3.72% | +8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 6.03% | +10.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 5.53% | +12.83% |
EUSA vs. BND - Expense Ratio Comparison
EUSA has a 0.09% expense ratio, which is higher than BND'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
EUSA vs. BND - Dividend Comparison
EUSA's dividend yield for the trailing twelve months is around 1.48%, less than BND's 3.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.95% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
EUSA iShares MSCI USA Equal Weighted ETF | 1.48% | 1.63% | 1.47% | 1.53% | 1.73% | 1.23% | 1.45% | 1.49% | 2.01% | 1.50% | 1.59% | 2.21% |
Frequently Asked Questions
EUSA and BND have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUSA has higher volatility (3.92%) compared to BND (1.14%). In terms of maximum drawdown, EUSA dropped -39.16% vs BND's -18.58%.
On 10-year performance, EUSA leads with 11.59% vs 1.60% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EUSA has performed better with a 11.59% return vs 1.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BND is cheaper with a 0.03% expense ratio, compared with 0.09% for EUSA.
BND has the higher dividend yield at 3.95%, compared with 1.48% for EUSA.
EUSA is categorized as Mid Cap Blend Equities, while BND is Total Bond Market. EUSA tracks MSCI USA Equal Weighted Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for EUSA and 0.03% for BND.
EUSA currently has the higher Sharpe Ratio (1.55 vs 1.27), 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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