SUSB vs. EAGG
SUSB (iShares ESG 1-5 Year USD Corporate Bond ETF) and EAGG (iShares ESG Aware US Aggregate Bond ETF) are both exchange-traded funds - SUSB is a Corporate Bonds fund tracking the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus 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, SUSB returned 2.20%/yr vs 0.01%/yr for EAGG. A 0.76 correlation means they provide meaningful diversification when combined. SUSB charges 0.12%/yr vs 0.10%/yr for EAGG.
Performance
SUSB vs. EAGG - Performance Comparison
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Returns By Period
In the year-to-date period, SUSB achieves a 0.57% return, which is significantly higher than EAGG's 0.26% return.
SUSB
- 1D
- -0.08%
- 1M
- 0.22%
- YTD
- 0.57%
- 6M
- 0.92%
- 1Y
- 4.51%
- 3Y*
- 5.45%
- 5Y*
- 2.20%
- 10Y*
- —
EAGG
- 1D
- -0.19%
- 1M
- 0.27%
- YTD
- 0.26%
- 6M
- 0.09%
- 1Y
- 5.11%
- 3Y*
- 3.84%
- 5Y*
- 0.01%
- 10Y*
- —
SUSB vs. EAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 0.57% | 6.81% | 4.83% | 5.98% | -5.72% | -0.76% | 4.96% | 7.02% | 0.62% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.26% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.35% |
Correlation
The correlation between SUSB and EAGG is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.76 |
The correlation between SUSB and EAGG has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.
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Return for Risk
SUSB vs. EAGG — Risk / Return Rank
SUSB
EAGG
SUSB vs. EAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) 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.
| SUSB | EAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.24 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.86 | +1.18 |
| Martin ratioReturn relative to average drawdown | 12.47 | 5.75 | +6.71 |
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
| SUSB | EAGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.35 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.00 | +0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.38 | +0.34 |
Drawdowns
SUSB vs. EAGG - Drawdown Comparison
The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum EAGG drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SUSB and EAGG.
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Drawdown Indicators
| SUSB | EAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.25% | -18.74% | +5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -1.49% | -2.75% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -1.49% | -6.20% | +4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -17.98% | +8.41% |
Current DrawdownCurrent decline from peak | -0.35% | -2.79% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -6.05% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.89% | -0.53% |
Volatility
SUSB vs. EAGG - Volatility Comparison
The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.64%, while iShares ESG Aware US Aggregate Bond ETF (EAGG) has a volatility of 1.26%. This indicates that SUSB experiences smaller price fluctuations and is considered to be less risky 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
| SUSB | EAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 1.26% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 1.41% | 2.67% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.93% | 3.79% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.96% | 6.03% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 5.50% | -1.78% |
SUSB vs. EAGG - Expense Ratio Comparison
SUSB has a 0.12% 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
SUSB vs. EAGG - Dividend Comparison
SUSB's dividend yield for the trailing twelve months is around 4.50%, more than EAGG's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.01% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% |
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 4.50% | 4.40% | 3.81% | 2.81% | 1.74% | 1.30% | 1.91% | 2.83% | 2.61% | 0.96% |
Frequently Asked Questions
SUSB and EAGG have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAGG has higher volatility (1.26%) compared to SUSB (0.64%). In terms of maximum drawdown, SUSB dropped -13.25% vs EAGG's -18.74%.
On 5-year performance, SUSB leads with 2.20% vs 0.01% for EAGG. On fees, EAGG is cheaper at 0.10% per year. On volatility, SUSB has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SUSB has performed better with a 2.20% return vs 0.01%. 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 0.12% for SUSB.
SUSB has the higher dividend yield at 4.50%, compared with 4.01% for EAGG.
SUSB is categorized as Corporate Bonds, while EAGG is Intermediate Core Bond. SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index. Their fees differ too: 0.12% for SUSB and 0.10% for EAGG.
SUSB currently has the higher Sharpe Ratio (2.34 vs 1.35), 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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