EUSB vs. MFSB
EUSB (iShares ESG Advanced Total USD Bond Market ETF) and MFSB (MFS Active Core Plus Bond ETF) are both Intermediate Core-Plus Bond funds. EUSB is passively managed, while MFSB is actively managed. Over the past year, EUSB returned 4.36% vs 5.19% for MFSB. Their correlation of 0.91 suggests significant overlap in exposure. EUSB charges 0.12%/yr vs 0.34%/yr for MFSB.
Performance
EUSB vs. MFSB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUSB achieves a 0.35% return, which is significantly lower than MFSB's 0.95% return.
EUSB
- 1D
- 0.07%
- 1M
- 0.71%
- YTD
- 0.35%
- 6M
- 0.62%
- 1Y
- 4.36%
- 3Y*
- 4.33%
- 5Y*
- 0.31%
- 10Y*
- —
MFSB
- 1D
- 0.10%
- 1M
- 1.01%
- YTD
- 0.95%
- 6M
- 1.07%
- 1Y
- 5.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUSB vs. MFSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.35% | 7.45% | -1.76% |
MFSB MFS Active Core Plus Bond ETF | 0.95% | 7.40% | -1.28% |
Correlation
The correlation between EUSB and MFSB is 0.92, 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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2024 | 0.91 |
The correlation between EUSB and MFSB has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUSB vs. MFSB — Risk / Return Rank
EUSB
MFSB
EUSB vs. MFSB - 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 MFS Active Core Plus Bond ETF (MFSB). 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 | MFSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.93 | -0.16 |
| Martin ratioReturn relative to average drawdown | 5.02 | 5.82 | -0.80 |
Loading charts...
Drawdowns
EUSB vs. MFSB - Drawdown Comparison
The maximum EUSB drawdown since its inception was -17.87%, which is greater than MFSB's maximum drawdown of -3.19%. Use the drawdown chart below to compare losses from any high point for EUSB and MFSB.
Loading charts...
Drawdown Indicators
| EUSB | MFSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.87% | -3.19% | -14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.48% | -2.71% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | — | — |
Current DrawdownCurrent decline from peak | -1.15% | -0.88% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -0.83% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.89% | -0.02% |
Volatility
EUSB vs. MFSB - Volatility Comparison
The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 0.99%, while MFS Active Core Plus Bond ETF (MFSB) has a volatility of 1.11%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than MFSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUSB | MFSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 1.11% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 2.77% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 3.59% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 4.22% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 4.22% | +1.18% |
EUSB vs. MFSB - Expense Ratio Comparison
EUSB has a 0.12% expense ratio, which is lower than MFSB's 0.34% expense ratio.
Dividends
EUSB vs. MFSB - Dividend Comparison
EUSB's dividend yield for the trailing twelve months is around 3.96%, less than MFSB's 4.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.96% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% |
MFSB MFS Active Core Plus Bond ETF | 4.57% | 4.58% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, EUSB and MFSB 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.
MFSB has higher volatility (1.11%) compared to EUSB (0.99%). In terms of maximum drawdown, EUSB dropped -17.87% vs MFSB's -3.19%.
On 1-year performance, MFSB leads with 5.19% vs 4.36% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, EUSB has been the lower-risk option at 0.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MFSB has performed better with a 5.19% return vs 4.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB is cheaper with a 0.12% expense ratio, compared with 0.34% for MFSB.
MFSB has the higher dividend yield at 4.57%, compared with 3.96% for EUSB.
They also come from different issuers: iShares and MFS. Their fees differ too: 0.12% for EUSB and 0.34% for MFSB.
MFSB currently has the higher Sharpe Ratio (1.45 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.
Find the right allocation for EUSB and MFSB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer