EUSB vs. XAGG.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares ESG Advanced Total USD Bond Market ETF (EUSB) and iShares U.S. Aggregate Bond Index ETF (XAGG.TO).

EUSB and XAGG.TO 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. XAGG.TO is a passively managed fund by iShares that tracks the performance of the Bloomberg US Aggregate Bond Index. It was launched on Aug 6, 2021. Both EUSB and XAGG.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EUSB vs. XAGG.TO - 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 iShares U.S. Aggregate Bond Index ETF (XAGG.TO). The values are adjusted to include any dividend payments, if applicable.

EUSB vs. XAGG.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EUSB iShares ESG Advanced Total USD Bond Market ETF	-0.30%	7.45%	1.83%	5.80%	-12.81%	-0.73%
XAGG.TO iShares U.S. Aggregate Bond Index ETF	0.16%	6.52%	1.50%	3.94%	-11.98%	-1.50%

Different Trading Currencies

EUSB is traded in USD, while XAGG.TO is traded in CAD. To make them comparable, the XAGG.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUSB achieves a -0.30% return, which is significantly lower than XAGG.TO's 0.16% return.

EUSB

• 1D: 0.16%
• 1M: -1.79%
• YTD: -0.30%
• 6M: 0.99%
• 1Y: 4.39%
• 3Y*: 3.88%
• 5Y*: 0.42%
• 10Y*: —

XAGG.TO

• 1D: 0.50%
• 1M: -1.42%
• YTD: 0.16%
• 6M: 1.26%
• 1Y: 4.61%
• 3Y*: 3.56%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSB vs. XAGG.TO - Expense Ratio Comparison

EUSB has a 0.12% expense ratio, which is higher than XAGG.TO'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%.

EUSB

iShares ESG Advanced Total USD Bond Market ETF

XAGG.TO

iShares U.S. Aggregate Bond Index ETF

Return for Risk

EUSB vs. XAGG.TO — Risk / Return Rank

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

EUSB

EUSB Risk / Return Rank: 61
EUSB Sharpe Ratio Rank: 63
EUSB Sortino Ratio Rank: 60
EUSB Omega Ratio Rank: 52
EUSB Calmar Ratio Rank: 73
EUSB Martin Ratio Rank: 57

XAGG.TO

XAGG.TO Risk / Return Rank: 18
XAGG.TO Sharpe Ratio Rank: 17
XAGG.TO Sortino Ratio Rank: 15
XAGG.TO Omega Ratio Rank: 14
XAGG.TO Calmar Ratio Rank: 26
XAGG.TO Martin Ratio Rank: 21

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. XAGG.TO - 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 U.S. Aggregate Bond Index ETF (XAGG.TO). 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.

	EUSB	XAGG.TO	Difference
Sharpe ratio Return per unit of total volatility	1.08	1.17	-0.09
Sortino ratio Return per unit of downside risk	1.52	1.70	-0.18
Omega ratio Gain probability vs. loss probability	1.19	1.22	-0.02
Calmar ratio Return relative to maximum drawdown	1.86	3.02	-1.16
Martin ratio Return relative to average drawdown	5.54	8.59	-3.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUSB vs. XAGG.TO - Sharpe Ratio Comparison

The current EUSB Sharpe Ratio is 1.08, which is comparable to the XAGG.TO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of EUSB and XAGG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EUSB	XAGG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	1.17	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	-0.12	+0.15

Correlation

The correlation between EUSB and XAGG.TO is 0.40, 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.

Dividends

EUSB vs. XAGG.TO - Dividend Comparison

EUSB's dividend yield for the trailing twelve months is around 3.90%, less than XAGG.TO's 3.96% yield.

	TTM	2025	2024	2023	2022	2021	2020
EUSB iShares ESG Advanced Total USD Bond Market ETF	3.90%	3.84%	3.67%	3.08%	2.21%	1.10%	0.57%
XAGG.TO iShares U.S. Aggregate Bond Index ETF	3.96%	3.86%	3.06%	2.29%	1.62%	1.02%	0.00%

Drawdowns

EUSB vs. XAGG.TO - Drawdown Comparison

The maximum EUSB drawdown since its inception was -17.87%, roughly equal to the maximum XAGG.TO drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for EUSB and XAGG.TO.

Drawdown Indicators

	EUSB	XAGG.TO	Difference
Max Drawdown Largest peak-to-trough decline	-17.87%	-12.50%	-5.37%
Max Drawdown (1Y) Largest decline over 1 year	-2.42%	-5.67%	+3.25%
Max Drawdown (5Y) Largest decline over 5 years	-17.45%	—	—
Current Drawdown Current decline from peak	-1.79%	-1.33%	-0.46%
Average Drawdown Average peak-to-trough decline	-6.65%	-4.54%	-2.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.81%	3.45%	-2.64%

Volatility

EUSB vs. XAGG.TO - Volatility Comparison

The current volatility for iShares ESG Advanced Total USD Bond Market ETF (EUSB) is 1.50%, while iShares U.S. Aggregate Bond Index ETF (XAGG.TO) has a volatility of 1.64%. This indicates that EUSB experiences smaller price fluctuations and is considered to be less risky than XAGG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUSB	XAGG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.50%	1.64%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	2.36%	3.08%	-0.72%
Volatility (1Y) Calculated over the trailing 1-year period	4.07%	5.07%	-1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.75%	8.45%	-2.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.46%	8.45%	-2.99%