EUSB vs. FTBFX
EUSB (iShares ESG Advanced Total USD Bond Market ETF) and FTBFX (Fidelity Total Bond Fund) are both Intermediate Core-Plus Bond funds. EUSB is passively managed, while FTBFX is actively managed. Over the past 5 years, EUSB returned 0.31%/yr vs 0.57%/yr for FTBFX. Their correlation of 0.91 suggests significant overlap in exposure. EUSB charges 0.12%/yr vs 0.45%/yr for FTBFX.
Performance
EUSB vs. FTBFX - Performance Comparison
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Returns By Period
In the year-to-date period, EUSB achieves a 0.35% return, which is significantly higher than FTBFX's 0.25% return.
EUSB
- 1D
- 0.07%
- 1M
- 0.71%
- YTD
- 0.35%
- 6M
- 0.62%
- 1Y
- 4.36%
- 3Y*
- 4.33%
- 5Y*
- 0.31%
- 10Y*
- —
FTBFX
- 1D
- -0.31%
- 1M
- 0.57%
- YTD
- 0.25%
- 6M
- 0.60%
- 1Y
- 4.53%
- 3Y*
- 4.65%
- 5Y*
- 0.57%
- 10Y*
- 2.41%
EUSB vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.35% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.47% |
FTBFX Fidelity Total Bond Fund | 0.25% | 7.50% | 2.13% | 7.25% | -13.58% | -0.44% | 3.95% |
Correlation
The correlation between EUSB and FTBFX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.91 |
The correlation between EUSB and FTBFX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
EUSB vs. FTBFX — Risk / Return Rank
EUSB
FTBFX
EUSB vs. FTBFX - 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 Fidelity Total Bond Fund (FTBFX). 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 | FTBFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.65 | +0.12 |
| Martin ratioReturn relative to average drawdown | 5.02 | 4.75 | +0.27 |
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Drawdowns
EUSB vs. FTBFX - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.87%, roughly equal to the maximum FTBFX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for EUSB and FTBFX.
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Drawdown Indicators
| EUSB | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -18.25% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -2.89% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -5.82% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -18.25% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.25% | — |
Current DrawdownCurrent decline from peak | -1.15% | -1.62% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -2.32% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.00% | -0.13% |
Volatility
EUSB vs. FTBFX - Volatility Comparison
The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 0.99%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.18%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUSB | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 1.18% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 2.89% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 3.82% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 5.68% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 4.74% | +0.66% |
EUSB vs. FTBFX - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Dividends
EUSB vs. FTBFX - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.96%, less than FTBFX's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTBFX Fidelity Total Bond Fund | 4.37% | 4.36% | 4.15% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
Frequently Asked Questions
With a correlation of 0.90, EUSB and FTBFX 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.
FTBFX has higher volatility (1.18%) compared to EUSB (0.99%). In terms of maximum drawdown, EUSB dropped -17.87% vs FTBFX's -18.25%.
EUSB currently has the higher Sharpe Ratio (1.25 vs 1.25), 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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