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EUSB vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

EUSB vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.61%
-0.81%
EUSB
AGG

Key characteristics

Sharpe Ratio

EUSB:

0.96

AGG:

0.89

Sortino Ratio

EUSB:

1.42

AGG:

1.30

Omega Ratio

EUSB:

1.17

AGG:

1.16

Calmar Ratio

EUSB:

0.42

AGG:

0.36

Martin Ratio

EUSB:

2.52

AGG:

2.21

Ulcer Index

EUSB:

1.99%

AGG:

2.12%

Daily Std Dev

EUSB:

5.23%

AGG:

5.25%

Max Drawdown

EUSB:

-17.87%

AGG:

-18.43%

Current Drawdown

EUSB:

-6.16%

AGG:

-7.58%

Returns By Period

The year-to-date returns for both stocks are quite close, with EUSB having a 1.56% return and AGG slightly lower at 1.49%.


EUSB

YTD

1.56%

1M

1.60%

6M

-0.51%

1Y

4.93%

5Y*

N/A

10Y*

N/A

AGG

YTD

1.49%

1M

1.38%

6M

-0.86%

1Y

4.53%

5Y*

-0.63%

10Y*

1.38%

*Annualized

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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%.


Expense ratio chart for EUSB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

EUSB vs. AGG — Risk-Adjusted Performance Rank

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

EUSB
The Risk-Adjusted Performance Rank of EUSB is 3333
Overall Rank
The Sharpe Ratio Rank of EUSB is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of EUSB is 3939
Sortino Ratio Rank
The Omega Ratio Rank of EUSB is 3636
Omega Ratio Rank
The Calmar Ratio Rank of EUSB is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EUSB is 2929
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 3030
Overall Rank
The Sharpe Ratio Rank of AGG is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 2020
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for EUSB, currently valued at 0.96, compared to the broader market0.002.004.000.960.89
The chart of Sortino ratio for EUSB, currently valued at 1.42, compared to the broader market0.005.0010.001.421.30
The chart of Omega ratio for EUSB, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.16
The chart of Calmar ratio for EUSB, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.420.36
The chart of Martin ratio for EUSB, currently valued at 2.52, compared to the broader market0.0020.0040.0060.0080.00100.002.522.21
EUSB
AGG

The current EUSB Sharpe Ratio is 0.96, which is comparable to the AGG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of EUSB and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.96
0.89
EUSB
AGG

Dividends

EUSB vs. AGG - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.68%, less than AGG's 4.05% yield.


TTM20242023202220212020201920182017201620152014
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.68%3.68%3.08%2.22%1.10%0.57%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
4.05%4.07%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

EUSB vs. AGG - Drawdown Comparison

The maximum EUSB drawdown since its inception was -17.87%, 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.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%SeptemberOctoberNovemberDecember2025February
-6.16%
-7.58%
EUSB
AGG

Volatility

EUSB vs. AGG - Volatility Comparison

The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 1.30%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.45%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%SeptemberOctoberNovemberDecember2025February
1.30%
1.45%
EUSB
AGG