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FBND vs. EUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBND vs. EUSB - Performance Comparison

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

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FBND vs. EUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FBND
Fidelity Total Bond ETF
0.14%7.57%2.13%6.81%-12.54%-0.43%3.57%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
-0.30%7.45%1.83%5.80%-12.81%-1.29%1.68%

Returns By Period

In the year-to-date period, FBND achieves a 0.14% return, which is significantly higher than EUSB's -0.30% return.


FBND

1D
0.31%
1M
-1.78%
YTD
0.14%
6M
1.01%
1Y
4.73%
3Y*
4.42%
5Y*
1.01%
10Y*
2.79%

EUSB

1D
0.16%
1M
-1.79%
YTD
-0.30%
6M
0.99%
1Y
4.39%
3Y*
3.88%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBND vs. EUSB - Expense Ratio Comparison

FBND has a 0.36% expense ratio, which is higher than EUSB's 0.12% expense ratio.


Return for Risk

FBND vs. EUSB — Risk / Return Rank

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

FBND
FBND Risk / Return Rank: 6363
Overall Rank
FBND Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 6262
Sortino Ratio Rank
FBND Omega Ratio Rank: 5454
Omega Ratio Rank
FBND Calmar Ratio Rank: 7474
Calmar Ratio Rank
FBND Martin Ratio Rank: 6363
Martin Ratio Rank

EUSB
EUSB Risk / Return Rank: 6161
Overall Rank
EUSB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 6060
Sortino Ratio Rank
EUSB Omega Ratio Rank: 5252
Omega Ratio Rank
EUSB Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUSB Martin Ratio Rank: 5757
Martin Ratio Rank
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.

FBND vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond ETF (FBND) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). 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.


FBNDEUSBDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.08

-0.01

Sortino ratio

Return per unit of downside risk

1.50

1.52

-0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.82

1.86

-0.04

Martin ratio

Return relative to average drawdown

5.71

5.54

+0.17

FBND vs. EUSB - Sharpe Ratio Comparison

The current FBND Sharpe Ratio is 1.07, which is comparable to the EUSB Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FBND and EUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FBNDEUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.08

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.07

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.03

+0.41

Correlation

The correlation between FBND and EUSB is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FBND vs. EUSB - Dividend Comparison

FBND's dividend yield for the trailing twelve months is around 4.73%, more than EUSB's 3.90% yield.


TTM20252024202320222021202020192018201720162015
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.90%3.84%3.67%3.08%2.21%1.10%0.57%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FBND vs. EUSB - Drawdown Comparison

The maximum FBND drawdown since its inception was -17.25%, roughly equal to the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for FBND and EUSB.


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Drawdown Indicators


FBNDEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-17.25%

-17.87%

+0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.42%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-17.45%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-17.25%

Current Drawdown

Current decline from peak

-1.78%

-1.79%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.38%

-6.65%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.81%

+0.08%

Volatility

FBND vs. EUSB - Volatility Comparison

Fidelity Total Bond ETF (FBND) has a higher volatility of 1.66% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.50%. This indicates that FBND's price experiences larger fluctuations and is considered to be riskier than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBNDEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.50%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.36%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

4.07%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

5.75%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

5.46%

+0.63%