VCEB vs. EAGG
Compare and contrast key facts about Vanguard ESG U.S. Corporate Bond ETF (VCEB) and iShares ESG Aware US Aggregate Bond ETF (EAGG).
VCEB and EAGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCEB is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Barclays MSCI US Corp SRI Select Index. It was launched on Sep 22, 2020. EAGG is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI U.S. Aggregate ESG Focus Index. It was launched on Oct 18, 2018. Both VCEB and EAGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCEB or EAGG.
Performance
VCEB vs. EAGG - Performance Comparison
Returns By Period
In the year-to-date period, VCEB achieves a 2.59% return, which is significantly higher than EAGG's 1.42% return.
VCEB
2.59%
-0.53%
3.74%
7.38%
N/A
N/A
EAGG
1.42%
-0.86%
3.22%
6.00%
-0.39%
N/A
Key characteristics
| VCEB | EAGG | |
|---|---|---|
| Sharpe Ratio | 1.34 | 1.08 |
| Sortino Ratio | 1.99 | 1.58 |
| Omega Ratio | 1.23 | 1.19 |
| Calmar Ratio | 0.55 | 0.42 |
| Martin Ratio | 5.08 | 3.44 |
| Ulcer Index | 1.53% | 1.79% |
| Daily Std Dev | 5.81% | 5.71% |
| Max Drawdown | -21.61% | -18.74% |
| Current Drawdown | -7.43% | -9.27% |
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VCEB vs. EAGG - Expense Ratio Comparison
VCEB 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%.
Correlation
The correlation between VCEB and EAGG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VCEB vs. EAGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) 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.
Dividends
VCEB vs. EAGG - Dividend Comparison
VCEB's dividend yield for the trailing twelve months is around 4.36%, more than EAGG's 3.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VCEB Vanguard ESG U.S. Corporate Bond ETF | 4.36% | 3.70% | 2.82% | 1.69% | 0.43% | 0.00% | 0.00% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 3.86% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% |
Drawdowns
VCEB vs. EAGG - Drawdown Comparison
The maximum VCEB drawdown since its inception was -21.61%, which is greater than EAGG's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for VCEB and EAGG. For additional features, visit the drawdowns tool.
Volatility
VCEB vs. EAGG - Volatility Comparison
Vanguard ESG U.S. Corporate Bond ETF (VCEB) has a higher volatility of 1.70% compared to iShares ESG Aware US Aggregate Bond ETF (EAGG) at 1.52%. This indicates that VCEB'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.