EUSB vs. EAGG
EUSB (iShares ESG Advanced Total USD Bond Market ETF) and EAGG (iShares ESG Aware US Aggregate Bond 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 EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index. Both are passively managed. Over the past 5 years, EUSB returned 0.31%/yr vs -0.03%/yr for EAGG. Their correlation of 0.94 suggests significant overlap in exposure. EUSB charges 0.12%/yr vs 0.10%/yr for EAGG.
Performance
EUSB vs. EAGG - Performance Comparison
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Returns By Period
In the year-to-date period, EUSB achieves a 0.28% return, which is significantly lower than EAGG's 0.34% return.
EUSB
- 1D
- -0.18%
- 1M
- 0.64%
- YTD
- 0.28%
- 6M
- 0.49%
- 1Y
- 4.51%
- 3Y*
- 4.30%
- 5Y*
- 0.31%
- 10Y*
- —
EAGG
- 1D
- -0.25%
- 1M
- 0.59%
- YTD
- 0.34%
- 6M
- 0.43%
- 1Y
- 4.42%
- 3Y*
- 3.84%
- 5Y*
- -0.03%
- 10Y*
- —
EUSB vs. EAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.28% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.47% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.34% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 1.28% |
Correlation
The correlation between EUSB and EAGG 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 (1Y) Calculated over the trailing 1-year period | 0.96 |
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 25, 2020 | 0.94 |
The correlation between EUSB and EAGG has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
EUSB vs. EAGG — Risk / Return Rank
EUSB
EAGG
EUSB vs. EAGG - 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 ESG Aware US Aggregate Bond ETF (EAGG). 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 | EAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.61 | +0.22 |
| Martin ratioReturn relative to average drawdown | 5.20 | 4.68 | +0.52 |
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Drawdowns
EUSB vs. EAGG - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.87%, roughly equal to the maximum EAGG drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for EUSB and EAGG.
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Drawdown Indicators
| EUSB | EAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -18.74% | +0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -2.75% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -6.20% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -17.98% | +0.53% |
Current DrawdownCurrent decline from peak | -1.22% | -2.71% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -6.02% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.94% | -0.07% |
Volatility
EUSB vs. EAGG - Volatility Comparison
The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 0.99%, while iShares ESG Aware US Aggregate Bond ETF (EAGG) has a volatility of 1.06%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than EAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUSB | EAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 1.06% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.58% | 2.76% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 3.74% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 6.03% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 5.49% | -0.09% |
EUSB vs. EAGG - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is higher than EAGG's 0.10% 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. EAGG - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.96%, which matches EAGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.00% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% |
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% |
Frequently Asked Questions
With a correlation of 0.96, EUSB and EAGG 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.
EAGG has higher volatility (1.06%) compared to EUSB (0.99%). In terms of maximum drawdown, EUSB dropped -17.87% vs EAGG's -18.74%.
On 5-year performance, EUSB leads with 0.31% vs -0.03% for EAGG. On fees, EAGG is cheaper at 0.10% per year. Their volatility is very similar. 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 0.31% return vs -0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAGG is cheaper with a 0.10% expense ratio, compared with 0.12% for EUSB.
EAGG has the higher dividend yield at 4.00%, compared with 3.96% for EUSB.
EUSB is categorized as Intermediate Core-Plus Bond, while EAGG is Intermediate Core Bond. EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index, while EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index. Their fees differ too: 0.12% for EUSB and 0.10% for EAGG.
EUSB currently has the higher Sharpe Ratio (1.29 vs 1.19), 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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