EUSB vs. GOAU
Compare and contrast key facts about iShares ESG Advanced Total USD Bond Market ETF (EUSB) and US Global GO GOLD and Precious Metal Miners ETF (GOAU).
EUSB and GOAU 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. GOAU is a passively managed fund by US Global Investors that tracks the performance of the U.S. Global GO GOLD and Precious Metal Miners Index. It was launched on Jun 27, 2017. Both EUSB and GOAU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUSB or GOAU.
Key characteristics
| EUSB | GOAU | |
|---|---|---|
| YTD Return | 1.74% | 27.04% |
| 1Y Return | 7.74% | 39.89% |
| 3Y Return (Ann) | -2.24% | 6.31% |
| Sharpe Ratio | 1.44 | 1.18 |
| Sortino Ratio | 2.12 | 1.74 |
| Omega Ratio | 1.25 | 1.21 |
| Calmar Ratio | 0.57 | 0.85 |
| Martin Ratio | 5.70 | 5.30 |
| Ulcer Index | 1.47% | 6.88% |
| Daily Std Dev | 5.84% | 30.80% |
| Max Drawdown | -17.86% | -55.41% |
| Current Drawdown | -7.69% | -13.44% |
Correlation
The correlation between EUSB and GOAU is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EUSB vs. GOAU - Performance Comparison
In the year-to-date period, EUSB achieves a 1.74% return, which is significantly lower than GOAU's 27.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUSB vs. GOAU - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is lower than GOAU's 0.60% expense ratio.
Risk-Adjusted Performance
EUSB vs. GOAU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced Total USD Bond Market ETF (EUSB) and US Global GO GOLD and Precious Metal Miners ETF (GOAU). 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.
Dividends
EUSB vs. GOAU - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.57%, more than GOAU's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.57% | 3.08% | 2.22% | 1.10% | 0.57% | 0.00% | 0.00% | 0.00% |
GOAU US Global GO GOLD and Precious Metal Miners ETF | 0.78% | 0.99% | 1.55% | 1.28% | 0.74% | 0.16% | 0.47% | 0.13% |
Drawdowns
EUSB vs. GOAU - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.86%, smaller than the maximum GOAU drawdown of -55.41%. Use the drawdown chart below to compare losses from any high point for EUSB and GOAU. For additional features, visit the drawdowns tool.
Volatility
EUSB vs. GOAU - Volatility Comparison
The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 1.92%, while US Global GO GOLD and Precious Metal Miners ETF (GOAU) has a volatility of 8.47%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than GOAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.