EUSB vs. DGRO
EUSB (iShares ESG Advanced Total USD Bond Market ETF) and DGRO (iShares Core Dividend Growth ETF) are both exchange-traded funds - EUSB is a Intermediate Core-Plus Bond fund tracking the Bloomberg MSCI US Universal Choice ESG Screened Index, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 5 years, EUSB returned -0.11%/yr vs 11.08%/yr for DGRO. Their 0.16 correlation means their historical movements had little consistent relationship. EUSB charges 0.12%/yr vs 0.08%/yr for DGRO.
Performance
EUSB vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, EUSB achieves a -0.60% return, which is significantly lower than DGRO's 13.39% return.
EUSB
- 1D
- -0.16%
- 1M
- -1.13%
- 6M
- -0.73%
- YTD
- -0.60%
- 1Y
- 1.95%
- 3Y*
- 4.22%
- 5Y*
- -0.11%
- 10Y*
- —
- ALL TIME*
- 0.08%
DGRO
- 1D
- -0.28%
- 1M
- 0.97%
- 6M
- 9.59%
- YTD
- 13.39%
- 1Y
- 24.21%
- 3Y*
- 16.30%
- 5Y*
- 11.08%
- 10Y*
- 13.44%
- ALL TIME*
- 12.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $103.52M | $104.25M | $110.17M | |
| $1.71M | $1.61M | $2.23M |
EUSB vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | -0.60% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.47% |
DGRO iShares Core Dividend Growth ETF | 13.39% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 22.66% |
Correlation
The correlation between EUSB and DGRO is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.16 |
The correlation between EUSB and DGRO shifts across timeframes, from 0.16 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUSB vs. DGRO — Risk / Return Rank
EUSB
DGRO
EUSB vs. DGRO - 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 Dividend Growth ETF (DGRO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUSB | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.45 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.61 | -2.49 |
| Martin ratioReturn relative to average drawdown | 2.80 | 14.07 | -11.26 |
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Drawdowns
EUSB vs. DGRO - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.87%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EUSB and DGRO.
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Drawdown Indicators
| EUSB | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -35.10% | +17.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -6.47% | +3.99% |
Max Drawdown (3Y)Largest decline over 3 years | -4.91% | -14.03% | +9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.43% | -19.31% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.10% | — |
Current DrawdownCurrent decline from peak | -2.08% | -1.35% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -3.41% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.66% | -0.67% |
Volatility
EUSB vs. DGRO - Volatility Comparison
The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 0.93%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.21%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUSB | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 3.21% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 7.12% | -4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.49% | 9.61% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 13.79% | -8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.37% | 16.58% | -11.21% |
EUSB vs. DGRO - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is higher than DGRO's 0.08% 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. DGRO - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 4.01%, more than DGRO's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.89% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.68% | 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
EUSB and DGRO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRO has higher volatility (3.21%) compared to EUSB (0.93%). In terms of maximum drawdown, EUSB dropped -17.87% vs DGRO's -35.10%.
On 5-year performance, DGRO leads with 11.08% vs -0.11% for EUSB. On fees, DGRO is cheaper at 0.08% per year. On volatility, EUSB has been the lower-risk option at 0.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DGRO has performed better with a 11.08% return vs -0.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRO is cheaper with a 0.08% expense ratio, compared with 0.12% for EUSB.
EUSB has the higher dividend yield at 3.68%, compared with 1.89% for DGRO.
EUSB is categorized as Intermediate Core-Plus Bond, while DGRO is Large Cap Growth Equities. EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.12% for EUSB and 0.08% for DGRO.
DGRO currently has the higher Sharpe Ratio (2.44 vs 0.79), 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.
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