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IUSB vs. EUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSB vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Universal USD Bond ETF (IUSB) 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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Returns By Period

In the year-to-date period, IUSB achieves a 0.43% return, which is significantly higher than EUSB's 0.13% return.


IUSB

1D
-0.17%
1M
0.31%
YTD
0.43%
6M
0.31%
1Y
5.54%
3Y*
4.51%
5Y*
0.44%
10Y*
1.94%

EUSB

1D
-0.20%
1M
0.27%
YTD
0.13%
6M
0.19%
1Y
5.15%
3Y*
4.27%
5Y*
0.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. EUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IUSB
iShares Core Universal USD Bond ETF
0.43%7.38%2.11%6.23%-13.04%-1.33%2.39%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
0.13%7.45%1.83%5.80%-12.81%-1.29%1.68%

Correlation

The correlation between IUSB and EUSB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2020

0.95

The correlation between IUSB and EUSB has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

IUSB vs. EUSB — Risk / Return Rank

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

IUSB
IUSB Risk / Return Rank: 4343
Overall Rank
IUSB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4141
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4141
Martin Ratio Rank

EUSB
EUSB Risk / Return Rank: 4141
Overall Rank
EUSB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 4343
Sortino Ratio Rank
EUSB Omega Ratio Rank: 3939
Omega Ratio Rank
EUSB Calmar Ratio Rank: 4242
Calmar Ratio Rank
EUSB Martin Ratio Rank: 3939
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.

IUSB vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Universal USD Bond ETF (IUSB) 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.


IUSBEUSBDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

2.20

2.09

+0.11

Martin ratioReturn relative to average drawdown

6.68

6.26

+0.42

IUSB vs. EUSB - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.54, which is comparable to the EUSB Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IUSB 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.


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Sharpe Ratios by Period


IUSBEUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.45

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.06

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.04

+0.42

Drawdowns

IUSB vs. EUSB - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, roughly equal to the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for IUSB and EUSB.


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Drawdown Indicators


IUSBEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-17.87%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-2.48%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-5.76%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-17.45%

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-1.33%

-1.36%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.59%

-6.50%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.82%

+0.01%

Volatility

IUSB vs. EUSB - Volatility Comparison

iShares Core Universal USD Bond ETF (IUSB) has a higher volatility of 1.24% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.17%. This indicates that IUSB'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


IUSBEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.17%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.49%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

3.57%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

5.77%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

5.41%

-0.37%

IUSB vs. EUSB - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than EUSB's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSB vs. EUSB - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.23%, more than EUSB's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.97%3.84%3.67%3.08%2.21%1.10%0.57%0.00%0.00%0.00%0.00%0.00%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


With a correlation of 0.97, IUSB and EUSB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IUSB has higher volatility (1.24%) compared to EUSB (1.17%). In terms of maximum drawdown, IUSB dropped -17.90% vs EUSB's -17.87%.

On 5-year performance, IUSB leads with 0.44% vs 0.34% for EUSB. On fees, IUSB is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IUSB has performed better with a 0.44% return vs 0.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.12% for EUSB.

IUSB has the higher dividend yield at 4.23%, compared with 3.97% for EUSB.

IUSB tracks Bloomberg U.S. Universal Index, while EUSB tracks Bloomberg MSCI US Universal Choice ESG Screened Index. Their fees differ too: 0.06% for IUSB and 0.12% for EUSB.

IUSB currently has the higher Sharpe Ratio (1.54 vs 1.45), 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.

Portfolio Optimizer

Find the right allocation for IUSB and EUSB

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