TOTR vs. EUSB
TOTR (T. Rowe Price Total Return ETF) and EUSB (iShares ESG Advanced Total USD Bond Market ETF) are both Intermediate Core-Plus Bond funds. TOTR is actively managed, while EUSB is passively managed. Over the past 3 years, TOTR returned 4.37%/yr vs 4.22%/yr for EUSB. Their correlation of 0.92 means they have usually moved in the same direction. TOTR charges 0.31%/yr vs 0.12%/yr for EUSB.
Performance
TOTR vs. EUSB - Performance Comparison
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Returns By Period
In the year-to-date period, TOTR achieves a -0.66% return, which is significantly lower than EUSB's -0.60% return.
TOTR
- 1D
- -0.38%
- 1M
- -1.34%
- 6M
- -1.06%
- YTD
- -0.66%
- 1Y
- 1.68%
- 3Y*
- 4.37%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.46%
EUSB
- 1D
- -0.16%
- 1M
- -1.13%
- 6M
- -0.73%
- YTD
- -0.60%
- 1Y
- 1.95%
- 3Y*
- 4.22%
- 5Y*
- -0.11%
- 10Y*
- —
- ALL TIME*
- 0.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.71M | $1.61M | $2.23M | |
| $847.04K | $553.80K | $586.11K |
TOTR vs. EUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TOTR T. Rowe Price Total Return ETF | -0.66% | 7.41% | 2.43% | 6.27% | -15.88% | 0.11% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | -0.60% | 7.45% | 1.83% | 5.80% | -12.81% | 0.12% |
Correlation
The correlation between TOTR and EUSB is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.92 |
The correlation between TOTR and EUSB has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
TOTR vs. EUSB — Risk / Return Rank
TOTR
EUSB
TOTR vs. EUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return ETF (TOTR) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TOTR | EUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.12 | -0.09 |
| Martin ratioReturn relative to average drawdown | 2.61 | 2.80 | -0.20 |
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Drawdowns
TOTR vs. EUSB - Drawdown Comparison
The maximum TOTR drawdown since its inception was -19.63%, which is greater than EUSB's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for TOTR and EUSB.
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Drawdown Indicators
| TOTR | EUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.63% | -17.87% | -1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -2.48% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -5.02% | -4.91% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.43% | — |
Current DrawdownCurrent decline from peak | -2.92% | -2.08% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -6.36% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.99% | +0.01% |
Volatility
TOTR vs. EUSB - Volatility Comparison
T. Rowe Price Total Return ETF (TOTR) has a higher volatility of 1.06% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 0.93%. This indicates that TOTR'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
| TOTR | EUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 0.93% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 2.69% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.09% | 3.49% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.15% | 5.78% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.15% | 5.37% | +0.78% |
TOTR vs. EUSB - Expense Ratio Comparison
TOTR has a 0.31% expense ratio, which is higher than EUSB's 0.12% expense ratio.
Dividends
TOTR vs. EUSB - Dividend Comparison
TOTR's dividend yield for the trailing twelve months is around 5.38%, more than EUSB's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.68% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% |
TOTR T. Rowe Price Total Return ETF | 5.38% | 5.14% | 5.32% | 4.71% | 3.45% | 0.56% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, TOTR 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.
TOTR has higher volatility (1.06%) compared to EUSB (0.93%). In terms of maximum drawdown, TOTR dropped -19.63% vs EUSB's -17.87%.
On 3-year performance, TOTR leads with 4.37% vs 4.22% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, EUSB has been the lower-risk option at 0.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TOTR has performed better with a 4.37% return vs 4.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB is cheaper with a 0.12% expense ratio, compared with 0.31% for TOTR.
TOTR has the higher dividend yield at 5.38%, compared with 3.68% for EUSB.
They also come from different issuers: T. Rowe Price and iShares. Their fees differ too: 0.31% for TOTR and 0.12% for EUSB.
EUSB currently has the higher Sharpe Ratio (0.79 vs 0.64), 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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