USXF vs. EAGG
USXF (iShares ESG Advanced MSCI USA ETF) and EAGG (iShares ESG Aware US Aggregate Bond ETF) are both exchange-traded funds - USXF is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened 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, USXF returned 15.64%/yr vs 0.08%/yr for EAGG. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
USXF vs. EAGG - Performance Comparison
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Returns By Period
In the year-to-date period, USXF achieves a 20.37% return, which is significantly higher than EAGG's 0.54% return.
USXF
- 1D
- 2.44%
- 1M
- 5.10%
- YTD
- 20.37%
- 6M
- 21.61%
- 1Y
- 36.09%
- 3Y*
- 25.87%
- 5Y*
- 15.64%
- 10Y*
- —
EAGG
- 1D
- 0.06%
- 1M
- 1.08%
- YTD
- 0.54%
- 6M
- 0.85%
- 1Y
- 4.91%
- 3Y*
- 3.92%
- 5Y*
- 0.08%
- 10Y*
- —
USXF vs. EAGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 20.37% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 23.07% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 0.54% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 1.44% |
Correlation
The correlation between USXF and EAGG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.17 |
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Return for Risk
USXF vs. EAGG — Risk / Return Rank
USXF
EAGG
USXF vs. EAGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) 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.
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.
| USXF | EAGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.79 | +1.77 |
| Martin ratioReturn relative to average drawdown | 13.71 | 5.28 | +8.42 |
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Drawdowns
USXF vs. EAGG - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, which is greater than EAGG's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for USXF and EAGG.
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Drawdown Indicators
| USXF | EAGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -18.74% | -10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -2.75% | -7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | -6.20% | -14.73% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -17.98% | -11.56% |
Current DrawdownCurrent decline from peak | -0.83% | -2.53% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -6.03% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 0.93% | +1.71% |
Volatility
USXF vs. EAGG - Volatility Comparison
iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 7.98% compared to iShares ESG Aware US Aggregate Bond ETF (EAGG) at 1.26%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier 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
| USXF | EAGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 1.26% | +6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 2.73% | +11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 3.72% | +13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 6.03% | +13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 5.49% | +13.82% |
USXF vs. EAGG - Expense Ratio Comparison
Both USXF and EAGG have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
USXF vs. EAGG - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.98%, less than EAGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 4.00% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% |
USXF iShares ESG Advanced MSCI USA ETF | 0.98% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% |
Frequently Asked Questions
USXF and EAGG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USXF has higher volatility (7.98%) compared to EAGG (1.26%). In terms of maximum drawdown, USXF dropped -29.54% vs EAGG's -18.74%.
On 5-year performance, USXF leads with 15.64% vs 0.08% for EAGG. Both ETFs have the same 0.10% expense ratio. On volatility, EAGG has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, USXF has performed better with a 15.64% return vs 0.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USXF and EAGG have the same expense ratio: 0.10% per year.
EAGG has the higher dividend yield at 4.00%, compared with 0.98% for USXF.
USXF is categorized as Large Cap Growth Equities, while EAGG is Intermediate Core Bond. USXF tracks MSCI USA Choice ESG Screened Index, while EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index.
USXF currently has the higher Sharpe Ratio (2.10 vs 1.33), 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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