EUSB vs. CAAA
Compare and contrast key facts about iShares ESG Advanced Total USD Bond Market ETF (EUSB) and First Trust Commercial Mortgage Opportunities ETF (CAAA).
EUSB and CAAA 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. CAAA is an actively managed fund by First Trust. It was launched on Feb 26, 2024.
Performance
EUSB vs. CAAA - Performance Comparison
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EUSB vs. CAAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | -0.30% | 7.45% | 3.41% |
CAAA First Trust Commercial Mortgage Opportunities ETF | 0.17% | 8.03% | 4.65% |
Returns By Period
In the year-to-date period, EUSB achieves a -0.30% return, which is significantly lower than CAAA's 0.17% return.
EUSB
- 1D
- 0.16%
- 1M
- -1.79%
- YTD
- -0.30%
- 6M
- 0.99%
- 1Y
- 4.39%
- 3Y*
- 3.88%
- 5Y*
- 0.42%
- 10Y*
- —
CAAA
- 1D
- 0.22%
- 1M
- -1.28%
- YTD
- 0.17%
- 6M
- 1.67%
- 1Y
- 5.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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EUSB vs. CAAA - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is lower than CAAA's 0.55% expense ratio.
Return for Risk
EUSB vs. CAAA — Risk / Return Rank
EUSB
CAAA
EUSB vs. CAAA - 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 First Trust Commercial Mortgage Opportunities ETF (CAAA). 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.
| EUSB | CAAA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.68 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.43 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.75 | -0.89 |
Martin ratioReturn relative to average drawdown | 5.54 | 9.74 | -4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUSB | CAAA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.68 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 1.91 | -1.88 |
Correlation
The correlation between EUSB and CAAA is 0.73, 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.
Dividends
EUSB vs. CAAA - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.90%, less than CAAA's 5.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.90% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% |
CAAA First Trust Commercial Mortgage Opportunities ETF | 5.68% | 6.09% | 4.01% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EUSB vs. CAAA - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.87%, which is greater than CAAA's maximum drawdown of -2.24%. Use the drawdown chart below to compare losses from any high point for EUSB and CAAA.
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Drawdown Indicators
| EUSB | CAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -2.24% | -15.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.42% | -2.08% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | — | — |
Current DrawdownCurrent decline from peak | -1.79% | -1.42% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -0.52% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 0.59% | +0.22% |
Volatility
EUSB vs. CAAA - Volatility Comparison
iShares ESG Advanced Total USD Bond Market ETF (EUSB) has a higher volatility of 1.50% compared to First Trust Commercial Mortgage Opportunities ETF (CAAA) at 1.20%. This indicates that EUSB's price experiences larger fluctuations and is considered to be riskier than CAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUSB | CAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 1.20% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.36% | 2.20% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 3.34% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 3.23% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.46% | 3.23% | +2.23% |