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EUSB vs. WCPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSB vs. WCPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced Total USD Bond Market ETF (EUSB) and Weitz Core Plus Bond ETF (WCPB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUSB achieves a 0.17% return, which is significantly lower than WCPB's 1.31% return.


EUSB

1D
0.02%
1M
-0.39%
6M
-0.01%
YTD
0.17%
1Y
4.22%
3Y*
4.22%
5Y*
0.12%
10Y*

WCPB

1D
0.04%
1M
-0.18%
6M
0.60%
YTD
1.31%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSB vs. WCPB - Yearly Performance Comparison


Correlation

The correlation between EUSB and WCPB 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 (All Time)
Calculated using the full available price history since Aug 13, 2025

0.90

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Return for Risk

EUSB vs. WCPB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUSB
EUSB Risk / Return Rank: 4040
Overall Rank
EUSB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 4343
Sortino Ratio Rank
EUSB Omega Ratio Rank: 3939
Omega Ratio Rank
EUSB Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUSB Martin Ratio Rank: 3737
Martin Ratio Rank

WCPB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUSB vs. WCPB - 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 Weitz Core Plus Bond ETF (WCPB). 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.


EUSBWCPBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.71

Martin ratioReturn relative to average drawdown

4.67

EUSB vs. WCPB - Sharpe Ratio Comparison


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Drawdowns

EUSB vs. WCPB - Drawdown Comparison

The maximum EUSB drawdown since its inception was -17.87%, which is greater than WCPB's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for EUSB and WCPB.


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Drawdown Indicators


EUSBWCPBDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-2.64%

-15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-1.32%

-0.67%

-0.65%

Average Drawdown

Average peak-to-trough decline

-6.39%

-0.57%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

Volatility

EUSB vs. WCPB - Volatility Comparison


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Volatility by Period


EUSBWCPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

3.86%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

3.86%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.38%

3.86%

+1.52%

EUSB vs. WCPB - Expense Ratio Comparison

EUSB has a 0.12% expense ratio, which is lower than WCPB's 0.45% expense ratio.


Dividends

EUSB vs. WCPB - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.98%, more than WCPB's 3.58% yield.


PositionTTM202520242023202220212020
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.98%3.84%3.67%3.08%2.21%1.10%0.57%
WCPB
Weitz Core Plus Bond ETF
3.58%1.19%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUSB and WCPB have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUSB is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUSB is cheaper with a 0.12% expense ratio, compared with 0.45% for WCPB.

EUSB has the higher dividend yield at 3.98%, compared with 3.58% for WCPB.

They also come from different issuers: iShares and Weitz. Their fees differ too: 0.12% for EUSB and 0.45% for WCPB.

Portfolio Optimizer

Find the right allocation for EUSB and WCPB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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