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XAGG vs. EVSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAGG vs. EVSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Income Opportunities ETF (XAGG) and Eaton Vance Ultra-Short Income ETF (EVSB). The values are adjusted to include any dividend payments, if applicable.

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XAGG vs. EVSB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XAGG achieves a 0.37% return, which is significantly lower than EVSB's 0.86% return.


XAGG

1D
0.22%
1M
-1.75%
YTD
0.37%
6M
1Y
3Y*
5Y*
10Y*

EVSB

1D
-0.04%
1M
0.17%
YTD
0.86%
6M
1.97%
1Y
4.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAGG vs. EVSB - Expense Ratio Comparison

XAGG has a 0.50% expense ratio, which is higher than EVSB's 0.17% expense ratio.


Return for Risk

XAGG vs. EVSB — Risk / Return Rank

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

XAGG

EVSB
EVSB Risk / Return Rank: 9999
Overall Rank
EVSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EVSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
EVSB Omega Ratio Rank: 9999
Omega Ratio Rank
EVSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
EVSB Martin Ratio Rank: 9999
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 vs. EVSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Income Opportunities ETF (XAGG) and Eaton Vance Ultra-Short Income ETF (EVSB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XAGG vs. EVSB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XAGGEVSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

6.94

-5.39

Correlation

The correlation between XAGG and EVSB is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XAGG vs. EVSB - Dividend Comparison

XAGG's dividend yield for the trailing twelve months is around 2.71%, less than EVSB's 4.68% yield.


TTM202520242023
XAGG
Eaton Vance Income Opportunities ETF
2.71%1.02%0.00%0.00%
EVSB
Eaton Vance Ultra-Short Income ETF
4.68%4.63%5.18%1.21%

Drawdowns

XAGG vs. EVSB - Drawdown Comparison

The maximum XAGG drawdown since its inception was -2.88%, which is greater than EVSB's maximum drawdown of -0.31%. Use the drawdown chart below to compare losses from any high point for XAGG and EVSB.


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Drawdown Indicators


XAGGEVSBDifference

Max Drawdown

Largest peak-to-trough decline

-2.88%

-0.31%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

Current Drawdown

Current decline from peak

-2.00%

-0.04%

-1.96%

Average Drawdown

Average peak-to-trough decline

-0.47%

-0.02%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

Volatility

XAGG vs. EVSB - Volatility Comparison


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Volatility by Period


XAGGEVSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

0.88%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.41%

0.83%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

0.83%

+2.58%