FIBR vs. EAGG
FIBR (iShares U.S. Fixed Income Balanced Risk Systematic ETF) and EAGG (iShares ESG Aware US Aggregate Bond ETF) are both exchange-traded funds - FIBR is a Intermediate Core-Plus Bond fund tracking the Bloomberg U.S. Fixed Income Balanced Risk Index, while EAGG is a Intermediate Core Bond fund tracking the Bloomberg MSCI U.S. Aggregate ESG Focus Index. Both are passively managed. Over the past 5 years, FIBR returned 1.49%/yr vs -0.05%/yr for EAGG. A 0.76 correlation means they provide meaningful diversification when combined. FIBR charges 0.25%/yr vs 0.10%/yr for EAGG.
Performance
FIBR vs. EAGG - Performance Comparison
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Returns By Period
In the year-to-date period, FIBR achieves a -0.19% return, which is significantly lower than EAGG's -0.06% return.
FIBR
- 1D
- -0.43%
- 1M
- -0.69%
- YTD
- -0.19%
- 6M
- 0.05%
- 1Y
- 5.16%
- 3Y*
- 6.55%
- 5Y*
- 1.49%
- 10Y*
- 2.24%
EAGG
- 1D
- -0.40%
- 1M
- -0.64%
- YTD
- -0.06%
- 6M
- 0.11%
- 1Y
- 4.40%
- 3Y*
- 3.70%
- 5Y*
- -0.05%
- 10Y*
- —
FIBR vs. EAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | -0.19% | 8.32% | 6.04% | 8.22% | -13.57% | -1.00% | 3.31% | 10.03% | 0.62% |
EAGG iShares ESG Aware US Aggregate Bond ETF | -0.06% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.35% |
Correlation
The correlation between FIBR and EAGG is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.76 |
The correlation between FIBR and EAGG shifts across timeframes, from 0.76 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FIBR vs. EAGG — Risk / Return Rank
FIBR
EAGG
FIBR vs. EAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and iShares ESG Aware US Aggregate Bond ETF (EAGG). 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.
| FIBR | EAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.60 | +0.13 |
| Martin ratioReturn relative to average drawdown | 5.24 | 4.90 | +0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIBR | EAGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.17 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | -0.01 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.13 |
Drawdowns
FIBR vs. EAGG - Drawdown Comparison
The maximum FIBR drawdown since its inception was -18.47%, roughly equal to the maximum EAGG drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for FIBR and EAGG.
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Drawdown Indicators
| FIBR | EAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -18.74% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.75% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -3.08% | -6.20% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -17.98% | -0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -18.47% | — | — |
Current DrawdownCurrent decline from peak | -2.04% | -3.10% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -6.04% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.90% | +0.09% |
Volatility
FIBR vs. EAGG - Volatility Comparison
iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) has a higher volatility of 1.38% compared to iShares ESG Aware US Aggregate Bond ETF (EAGG) at 1.24%. This indicates that FIBR's price experiences larger fluctuations and is considered to be riskier than EAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIBR | EAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 1.24% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 2.70% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 3.77% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 6.03% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.95% | 5.50% | -0.55% |
FIBR vs. EAGG - Expense Ratio Comparison
FIBR has a 0.25% expense ratio, which is higher than EAGG'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%.
Dividends
FIBR vs. EAGG - Dividend Comparison
FIBR's dividend yield for the trailing twelve months is around 4.63%, more than EAGG's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.02% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% | 0.00% | 0.00% |
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | 4.63% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
Frequently Asked Questions
FIBR and EAGG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIBR has higher volatility (1.38%) compared to EAGG (1.24%). In terms of maximum drawdown, FIBR dropped -18.47% vs EAGG's -18.74%.
On 5-year performance, FIBR leads with 1.49% vs -0.05% for EAGG. On fees, EAGG is cheaper at 0.10% per year. On volatility, EAGG has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FIBR has performed better with a 1.49% return vs -0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAGG is cheaper with a 0.10% expense ratio, compared with 0.25% for FIBR.
FIBR has the higher dividend yield at 4.63%, compared with 4.02% for EAGG.
FIBR is categorized as Intermediate Core-Plus Bond, while EAGG is Intermediate Core Bond. FIBR tracks Bloomberg U.S. Fixed Income Balanced Risk Index, while EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index. Their fees differ too: 0.25% for FIBR and 0.10% for EAGG.
FIBR currently has the higher Sharpe Ratio (1.36 vs 1.17), 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.
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