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XAGG.TO vs. EUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAGG.TO vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. Aggregate Bond Index ETF (XAGG.TO) 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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XAGG.TO vs. EUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
1.46%1.84%10.32%0.84%-6.28%-1.77%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
1.12%2.52%10.58%3.47%-6.60%-2.14%
Different Trading Currencies

XAGG.TO is traded in CAD, while EUSB is traded in USD. To make them comparable, the EUSB values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAGG.TO achieves a 1.46% return, which is significantly higher than EUSB's 1.12% return.


XAGG.TO

1D
0.40%
1M
0.61%
YTD
1.46%
6M
1.14%
1Y
1.08%
3Y*
4.41%
5Y*
10Y*

EUSB

1D
0.01%
1M
0.32%
YTD
1.12%
6M
0.63%
1Y
1.35%
3Y*
4.90%
5Y*
2.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAGG.TO vs. EUSB - Expense Ratio Comparison

XAGG.TO has a 0.10% expense ratio, which is lower than EUSB's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XAGG.TO vs. EUSB — Risk / Return Rank

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

XAGG.TO
XAGG.TO Risk / Return Rank: 1717
Overall Rank
XAGG.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 1414
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 1919
Martin Ratio Rank

EUSB
EUSB Risk / Return Rank: 5656
Overall Rank
EUSB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 5555
Sortino Ratio Rank
EUSB Omega Ratio Rank: 4848
Omega Ratio Rank
EUSB Calmar Ratio Rank: 6868
Calmar Ratio Rank
EUSB Martin Ratio Rank: 5353
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.

XAGG.TO vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) 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.


XAGG.TOEUSBDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.22

-0.02

Sortino ratio

Return per unit of downside risk

0.32

0.33

-0.01

Omega ratio

Gain probability vs. loss probability

1.04

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

0.62

0.18

+0.44

Martin ratio

Return relative to average drawdown

1.26

0.36

+0.89

XAGG.TO vs. EUSB - Sharpe Ratio Comparison

The current XAGG.TO Sharpe Ratio is 0.20, which is comparable to the EUSB Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of XAGG.TO and EUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XAGG.TOEUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.22

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.07

+0.17

Correlation

The correlation between XAGG.TO and EUSB is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XAGG.TO vs. EUSB - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 3.96%, which matches EUSB's 3.93% yield.


TTM202520242023202220212020
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
3.96%3.86%3.06%2.29%1.62%1.02%0.00%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.93%3.84%3.67%3.08%2.21%1.10%0.57%

Drawdowns

XAGG.TO vs. EUSB - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.50%, smaller than the maximum EUSB drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and EUSB.


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Drawdown Indicators


XAGG.TOEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-12.50%

-17.87%

+5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-5.57%

-2.42%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-1.33%

-1.64%

+0.31%

Average Drawdown

Average peak-to-trough decline

-4.54%

-6.65%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

0.82%

+2.63%

Volatility

XAGG.TO vs. EUSB - Volatility Comparison

iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and iShares ESG Advanced Total USD Bond Market ETF (EUSB) have volatilities of 1.99% and 1.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGG.TOEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.98%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

4.18%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

6.26%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

7.57%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

7.54%

+2.28%