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UBND vs. EUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBND vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Core Plus Intermediate Bond ETF (UBND) 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, UBND achieves a 0.23% return, which is significantly higher than EUSB's 0.13% return.


UBND

1D
-0.18%
1M
0.25%
YTD
0.23%
6M
0.36%
1Y
5.64%
3Y*
4.91%
5Y*
10Y*

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)

UBND vs. EUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UBND
VictoryShares Core Plus Intermediate Bond ETF
0.23%7.79%3.04%7.37%-12.72%0.12%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
0.13%7.45%1.83%5.80%-12.81%0.11%

Correlation

The correlation between UBND and EUSB is 0.94, 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

0.94

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2021

0.87

The correlation between UBND and EUSB has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

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Return for Risk

UBND vs. EUSB — Risk / Return Rank

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

UBND
UBND Risk / Return Rank: 4545
Overall Rank
UBND Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
UBND Sortino Ratio Rank: 4949
Sortino Ratio Rank
UBND Omega Ratio Rank: 4545
Omega Ratio Rank
UBND Calmar Ratio Rank: 4444
Calmar Ratio Rank
UBND Martin Ratio Rank: 4343
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.

UBND vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Core Plus Intermediate Bond ETF (UBND) 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.


UBNDEUSBDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.16

2.09

+0.08

Martin ratioReturn relative to average drawdown

6.89

6.26

+0.63

UBND vs. EUSB - Sharpe Ratio Comparison

The current UBND Sharpe Ratio is 1.60, which is comparable to the EUSB Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of UBND 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


UBNDEUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.45

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.04

+0.12

Drawdowns

UBND vs. EUSB - Drawdown Comparison

The maximum UBND drawdown since its inception was -16.53%, smaller than the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for UBND and EUSB.


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Drawdown Indicators


UBNDEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-16.53%

-17.87%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-2.48%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-5.07%

-5.76%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-1.34%

-1.36%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.45%

-6.50%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.82%

0.00%

Volatility

UBND vs. EUSB - Volatility Comparison

VictoryShares Core Plus Intermediate Bond ETF (UBND) has a higher volatility of 1.26% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.17%. This indicates that UBND'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


UBNDEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.17%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.49%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

3.57%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

5.77%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.80%

5.41%

+0.39%

UBND vs. EUSB - Expense Ratio Comparison

UBND has a 0.40% expense ratio, which is higher than EUSB's 0.12% expense ratio.


Dividends

UBND vs. EUSB - Dividend Comparison

UBND's dividend yield for the trailing twelve months is around 4.77%, more than EUSB's 3.97% yield.


PositionTTM202520242023202220212020
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.97%3.84%3.67%3.08%2.21%1.10%0.57%
UBND
VictoryShares Core Plus Intermediate Bond ETF
4.77%4.56%4.63%4.37%3.28%0.28%0.00%

Frequently Asked Questions


With a correlation of 0.94, UBND 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.

UBND has higher volatility (1.26%) compared to EUSB (1.17%). In terms of maximum drawdown, UBND dropped -16.53% vs EUSB's -17.87%.

On 3-year performance, UBND leads with 4.91% vs 4.27% for EUSB. On fees, EUSB is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UBND has performed better with a 4.91% return vs 4.27%. 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 0.40% for UBND.

UBND has the higher dividend yield at 4.77%, compared with 3.97% for EUSB.

They also come from different issuers: Victory and iShares. Their fees differ too: 0.40% for UBND and 0.12% for EUSB.

UBND currently has the higher Sharpe Ratio (1.60 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

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