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FISR vs. EUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISR vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA Fixed Income Sector Rotation ETF (FISR) 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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FISR vs. EUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
-0.07%6.32%1.01%5.28%-15.73%-1.70%2.33%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
-0.15%7.45%1.83%5.80%-12.81%-1.29%1.68%

Returns By Period

In the year-to-date period, FISR achieves a -0.07% return, which is significantly higher than EUSB's -0.15% return.


FISR

1D
-0.01%
1M
-1.44%
YTD
-0.07%
6M
0.55%
1Y
3.07%
3Y*
2.98%
5Y*
-0.58%
10Y*

EUSB

1D
0.15%
1M
-1.29%
YTD
-0.15%
6M
0.92%
1Y
4.32%
3Y*
3.93%
5Y*
0.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISR vs. EUSB - Expense Ratio Comparison

FISR has a 0.50% expense ratio, which is higher than EUSB's 0.12% expense ratio.


Return for Risk

FISR vs. EUSB — Risk / Return Rank

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

FISR
FISR Risk / Return Rank: 3030
Overall Rank
FISR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FISR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FISR Omega Ratio Rank: 2525
Omega Ratio Rank
FISR Calmar Ratio Rank: 3737
Calmar Ratio Rank
FISR Martin Ratio Rank: 3131
Martin Ratio Rank

EUSB
EUSB Risk / Return Rank: 5656
Overall Rank
EUSB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 5555
Sortino Ratio Rank
EUSB Omega Ratio Rank: 4848
Omega Ratio Rank
EUSB Calmar Ratio Rank: 6868
Calmar Ratio Rank
EUSB Martin Ratio Rank: 5353
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.

FISR vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Fixed Income Sector Rotation ETF (FISR) 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.


FISREUSBDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.06

-0.44

Sortino ratio

Return per unit of downside risk

0.87

1.49

-0.62

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

1.05

1.88

-0.83

Martin ratio

Return relative to average drawdown

2.83

5.54

-2.71

FISR vs. EUSB - Sharpe Ratio Comparison

The current FISR Sharpe Ratio is 0.62, which is lower than the EUSB Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FISR 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


FISREUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.06

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.08

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.04

+0.09

Correlation

The correlation between FISR 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

FISR vs. EUSB - Dividend Comparison

FISR's dividend yield for the trailing twelve months is around 4.11%, more than EUSB's 3.93% yield.


TTM2025202420232022202120202019
FISR
SPDR SSGA Fixed Income Sector Rotation ETF
4.11%3.97%3.59%3.50%2.19%1.87%2.47%2.99%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.93%3.84%3.67%3.08%2.21%1.10%0.57%0.00%

Drawdowns

FISR vs. EUSB - Drawdown Comparison

The maximum FISR drawdown since its inception was -20.27%, which is greater than EUSB's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for FISR and EUSB.


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Drawdown Indicators


FISREUSBDifference

Max Drawdown

Largest peak-to-trough decline

-20.27%

-17.87%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-2.42%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-17.45%

-2.65%

Current Drawdown

Current decline from peak

-6.43%

-1.64%

-4.79%

Average Drawdown

Average peak-to-trough decline

-7.74%

-6.65%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

0.82%

+0.41%

Volatility

FISR vs. EUSB - Volatility Comparison

SPDR SSGA Fixed Income Sector Rotation ETF (FISR) has a higher volatility of 1.97% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.52%. This indicates that FISR'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


FISREUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

1.52%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

2.36%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

4.08%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

5.75%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

5.46%

+0.93%