GOAU vs. EUSB

Last updated Jun 3, 2026

GOAU (US Global GO GOLD and Precious Metal Miners ETF) and EUSB (iShares ESG Advanced Total USD Bond Market ETF) are both exchange-traded funds - GOAU is a Materials fund tracking the U.S. Global GO GOLD and Precious Metal Miners Index, while EUSB is a Intermediate Core-Plus Bond fund tracking the Bloomberg MSCI US Universal Choice ESG Screened Index. Both are passively managed. Over the past 5 years, GOAU returned 16.34%/yr vs 0.44%/yr for EUSB. At a 0.25 correlation, their price movements are largely independent. GOAU charges 0.60%/yr vs 0.12%/yr for EUSB.

Performance

GOAU vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Global GO GOLD and Precious Metal Miners ETF (GOAU) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOAU achieves a 0.05% return, which is significantly lower than EUSB's 0.33% return.

GOAU

• 1D: 1.19%
• 1M: 2.23%
• YTD: 0.05%
• 6M: 4.61%
• 1Y: 41.33%
• 3Y*: 35.05%
• 5Y*: 16.34%
• 10Y*: —

EUSB

• 1D: -0.02%
• 1M: 0.15%
• YTD: 0.33%
• 6M: 0.53%
• 1Y: 4.99%
• 3Y*: 4.34%
• 5Y*: 0.44%
• 10Y*: —

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

GOAU vs. EUSB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GOAU US Global GO GOLD and Precious Metal Miners ETF	0.05%	126.68%	13.78%	10.67%	-11.66%	-9.23%	1.12%
EUSB iShares ESG Advanced Total USD Bond Market ETF	0.33%	7.45%	1.83%	5.80%	-12.81%	-1.29%	1.68%

Correlation

The correlation between GOAU and EUSB is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020	0.25

Return for Risk

GOAU vs. EUSB — Risk / Return Rank

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

GOAU

GOAU Risk / Return Rank: 27
GOAU Sharpe Ratio Rank: 26
GOAU Sortino Ratio Rank: 25
GOAU Omega Ratio Rank: 27
GOAU Calmar Ratio Rank: 31
GOAU Martin Ratio Rank: 27

EUSB

EUSB Risk / Return Rank: 39
EUSB Sharpe Ratio Rank: 39
EUSB Sortino Ratio Rank: 41
EUSB Omega Ratio Rank: 37
EUSB Calmar Ratio Rank: 39
EUSB Martin Ratio Rank: 38

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.

GOAU vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Global GO GOLD and Precious Metal Miners ETF (GOAU) 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.

	GOAU	EUSB	Difference
Sharpe ratio Return per unit of total volatility	0.91	1.41	-0.49
Sortino ratio Return per unit of downside risk	1.34	2.11	-0.78
Omega ratio Gain probability vs. loss probability	1.19	1.25	-0.06
Calmar ratio Return relative to maximum drawdown	1.57	1.99	-0.42
Martin ratio Return relative to average drawdown	3.92	6.02	-2.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GOAU vs. EUSB - Sharpe Ratio Comparison

The current GOAU Sharpe Ratio is 0.91, which is lower than the EUSB Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of GOAU and EUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GOAU	EUSB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	1.41	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.08	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.05	+0.41

Drawdowns

GOAU vs. EUSB - Drawdown Comparison

The maximum GOAU drawdown since its inception was -55.41%, which is greater than EUSB's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for GOAU and EUSB.

Drawdown Indicators

	GOAU	EUSB	Difference
Max Drawdown Largest peak-to-trough decline	-55.41%	-17.87%	-37.54%
Max Drawdown (1Y) Largest decline over 1 year	-31.15%	-2.48%	-28.67%
Max Drawdown (3Y) Largest decline over 3 years	-31.15%	-5.76%	-25.39%
Max Drawdown (5Y) Largest decline over 5 years	-48.52%	-17.45%	-31.07%
Current Drawdown Current decline from peak	-24.26%	-1.17%	-23.09%
Average Drawdown Average peak-to-trough decline	-18.81%	-6.50%	-12.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.49%	0.82%	+11.67%

Volatility

GOAU vs. EUSB - Volatility Comparison

US Global GO GOLD and Precious Metal Miners ETF (GOAU) has a higher volatility of 14.05% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.20%. This indicates that GOAU'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.

Volatility by Period

	GOAU	EUSB	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.05%	1.20%	+12.85%
Volatility (6M) Calculated over the trailing 6-month period	37.16%	2.50%	+34.66%
Volatility (1Y) Calculated over the trailing 1-year period	45.84%	3.57%	+42.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.44%	5.77%	+30.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.50%	5.42%	+30.08%

GOAU vs. EUSB - Expense Ratio Comparison

GOAU has a 0.60% expense ratio, which is higher than EUSB's 0.12% expense ratio.

Dividends

GOAU vs. EUSB - Dividend Comparison

GOAU's dividend yield for the trailing twelve months is around 0.94%, less than EUSB's 3.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUSB iShares ESG Advanced Total USD Bond Market ETF	3.96%	3.84%	3.67%	3.08%	2.21%	1.10%	0.57%	0.00%	0.00%	0.00%
GOAU US Global GO GOLD and Precious Metal Miners ETF	0.94%	0.94%	2.11%	0.99%	1.55%	1.28%	0.74%	0.16%	0.47%	0.27%

Frequently Asked Questions

Can I hold both GOAU and EUSB in my portfolio?

GOAU and EUSB have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOAU or EUSB?

GOAU has higher volatility (14.05%) compared to EUSB (1.20%). In terms of maximum drawdown, GOAU dropped -55.41% vs EUSB's -17.87%.

Which ETF is better, GOAU or EUSB?

On 5-year performance, GOAU leads with 16.34% vs 0.44% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, EUSB has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GOAU or EUSB?

Over the 5-year period, GOAU has performed better with a 16.34% return vs 0.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GOAU or EUSB?

EUSB is cheaper with a 0.12% expense ratio, compared with 0.60% for GOAU.

Which ETF pays a higher dividend yield, GOAU or EUSB?

EUSB has the higher dividend yield at 3.96%, compared with 0.94% for GOAU.

What is the main difference between GOAU and EUSB?

GOAU is categorized as Materials, while EUSB is Intermediate Core-Plus Bond. GOAU tracks U.S. Global GO GOLD and Precious Metal Miners Index, while EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index. They also come from different issuers: US Global and iShares. Their fees differ too: 0.60% for GOAU and 0.12% for EUSB.

Which has better risk-adjusted returns?

EUSB currently has the higher Sharpe Ratio (1.41 vs 0.91), 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.