EUSB vs. AGG
Compare and contrast key facts about iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares Core U.S. Aggregate Bond ETF (AGG).
EUSB and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI US Universal Choice ESG Screened Index. It was launched on Jun 23, 2020. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both EUSB and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUSB or AGG.
Key characteristics
| EUSB | AGG | |
|---|---|---|
| YTD Return | 2.60% | 2.65% |
| 1Y Return | 8.88% | 9.31% |
| 3Y Return (Ann) | -1.98% | -2.21% |
| Sharpe Ratio | 1.41 | 1.40 |
| Sortino Ratio | 2.09 | 2.06 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 0.56 | 0.54 |
| Martin Ratio | 5.55 | 5.12 |
| Ulcer Index | 1.49% | 1.64% |
| Daily Std Dev | 5.87% | 5.98% |
| Max Drawdown | -17.86% | -18.43% |
| Current Drawdown | -6.91% | -7.73% |
Correlation
The correlation between EUSB and AGG is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EUSB vs. AGG - Performance Comparison
The year-to-date returns for both investments are quite close, with EUSB having a 2.60% return and AGG slightly higher at 2.65%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUSB vs. AGG - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is higher than AGG's 0.05% 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%.
Risk-Adjusted Performance
EUSB vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Dividends
EUSB vs. AGG - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.54%, less than AGG's 3.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.54% | 3.08% | 2.22% | 1.10% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.93% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
EUSB vs. AGG - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.86%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for EUSB and AGG. For additional features, visit the drawdowns tool.
Volatility
EUSB vs. AGG - Volatility Comparison
iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a higher volatility of 2.17% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.68%. This indicates that EUSB's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.