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EUSB vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, EUSB achieves a 0.33% return, which is significantly lower than AGG's 0.47% return.


EUSB

1D
-0.02%
1M
0.15%
YTD
0.33%
6M
0.53%
1Y
4.99%
3Y*
4.34%
5Y*
0.44%
10Y*

AGG

1D
0.03%
1M
0.14%
YTD
0.47%
6M
0.49%
1Y
5.29%
3Y*
4.02%
5Y*
0.23%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSB vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUSB
iShares ESG Advanced Total USD Bond Market ETF
0.33%7.45%1.83%5.80%-12.81%-1.29%1.68%
AGG
iShares Core U.S. Aggregate Bond ETF
0.47%7.19%1.31%5.65%-13.02%-1.77%1.42%

Correlation

The correlation between EUSB and AGG 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 (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2020

0.95

The correlation between EUSB and AGG has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

EUSB vs. AGG — Risk / Return Rank

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

EUSB
EUSB Risk / Return Rank: 3939
Overall Rank
EUSB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 4141
Sortino Ratio Rank
EUSB Omega Ratio Rank: 3737
Omega Ratio Rank
EUSB Calmar Ratio Rank: 3939
Calmar Ratio Rank
EUSB Martin Ratio Rank: 3838
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3737
Overall Rank
AGG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4040
Sortino Ratio Rank
AGG Omega Ratio Rank: 3737
Omega Ratio Rank
AGG Calmar Ratio Rank: 3636
Calmar Ratio Rank
AGG Martin Ratio Rank: 3535
Martin Ratio Rank
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.

EUSB vs. AGG - Risk-Adjusted Trends 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.


EUSBAGGDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.38

+0.02

Sortino ratio

Return per unit of downside risk

2.11

2.06

+0.06

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.99

1.81

+0.18

Martin ratio

Return relative to average drawdown

6.02

5.61

+0.41

EUSB vs. AGG - Sharpe Ratio Comparison

The current EUSB Sharpe Ratio is 1.41, which is comparable to the AGG Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of EUSB and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUSBAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.38

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.04

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.59

-0.54

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.


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Drawdown Indicators


EUSBAGGDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-18.43%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-2.76%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

-6.11%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-17.82%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-1.17%

-1.93%

+0.76%

Average Drawdown

Average peak-to-trough decline

-6.50%

-2.71%

-3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.89%

-0.07%

Volatility

EUSB vs. AGG - Volatility Comparison

The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 1.20%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.32%. 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.


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Volatility by Period


EUSBAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.32%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

2.76%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

3.85%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

6.09%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

5.41%

+0.01%

EUSB vs. AGG - Expense Ratio Comparison

EUSB has a 0.12% expense ratio, which is higher than AGG'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

EUSB vs. AGG - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.96%, which matches AGG's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.96%3.84%3.67%3.08%2.21%1.10%0.57%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, EUSB and AGG 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.

AGG has higher volatility (1.32%) compared to EUSB (1.20%). In terms of maximum drawdown, EUSB dropped -17.87% vs AGG's -18.43%.

On 5-year performance, EUSB leads with 0.44% vs 0.23% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, EUSB has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EUSB has performed better with a 0.44% return vs 0.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 0.12% for EUSB.

AGG has the higher dividend yield at 3.98%, compared with 3.96% for EUSB.

EUSB is categorized as Intermediate Core-Plus Bond, while AGG is Total Bond Market. EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.12% for EUSB and 0.03% for AGG.

EUSB currently has the higher Sharpe Ratio (1.41 vs 1.38), 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.

Portfolio Optimizer

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