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EUSB vs. BNDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSB vs. BNDP - 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 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, EUSB achieves a 0.33% return, which is significantly lower than BNDP's 0.42% return.


EUSB

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

BNDP

1D
0.11%
1M
0.13%
YTD
0.42%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSB vs. BNDP - Yearly Performance Comparison


Correlation

The correlation between EUSB and BNDP is 0.96 - 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 (All Time)
Calculated using the full available price history since Dec 5, 2025

0.96

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Return for Risk

EUSB vs. BNDP — 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

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.

EUSB vs. BNDP - 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 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.


EUSBBNDPDifference

Sharpe ratio

Return per unit of total volatility

1.41

Sortino ratio

Return per unit of downside risk

2.11

Omega ratio

Gain probability vs. loss probability

1.25

Calmar ratio

Return relative to maximum drawdown

1.99

Martin ratio

Return relative to average drawdown

6.02

EUSB vs. BNDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EUSBBNDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.29

-0.24

Drawdowns

EUSB vs. BNDP - Drawdown Comparison

The maximum EUSB drawdown since its inception was -17.87%, which is greater than BNDP's maximum drawdown of -2.60%. Use the drawdown chart below to compare losses from any high point for EUSB and BNDP.


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Drawdown Indicators


EUSBBNDPDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-2.60%

-15.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-1.17%

-1.23%

+0.06%

Average Drawdown

Average peak-to-trough decline

-6.50%

-0.86%

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

EUSB vs. BNDP - Volatility Comparison


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Volatility by Period


EUSBBNDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

3.65%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

3.65%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

3.65%

+1.77%

EUSB vs. BNDP - Expense Ratio Comparison

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


Dividends

EUSB vs. BNDP - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.96%, more than BNDP's 2.08% yield.


PositionTTM202520242023202220212020
BNDP
Vanguard Core-Plus Bond Index ETF
2.08%0.24%0.00%0.00%0.00%0.00%0.00%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.96%3.84%3.67%3.08%2.21%1.10%0.57%

Frequently Asked Questions


With a correlation of 0.96, EUSB and BNDP 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.

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 0.12% for EUSB.

EUSB has the higher dividend yield at 3.96%, compared with 2.08% for BNDP.

EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index, while BNDP tracks Bloomberg U.S. Universal Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for EUSB and 0.05% for BNDP.

Portfolio Optimizer

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