iShares ESG U.S. Aggregate Bond ETF

10-Year Study

EAGG.US · · US · ETF

Executive Summary: iShares ESG U.S. Aggregate Bond ETF has compounded at 2.0% annually over the last 10 years, with a maximum drawdown of 17.5% and an annualized volatility of 6.8%.

1Y CAGR
+4.9%
3Y CAGR
+3.8%
5Y CAGR
-0.0%
10Y CAGR
+2.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +8.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.3-2.10.6————————-0.1%
20250.62.20.10.3-0.61.5-0.31.21.10.60.6-0.37.2%
2024-0.3-1.40.8-2.51.70.92.41.41.4-2.61.1-1.71.1%
20233.4-2.72.70.5-1.1-0.5-0.0-0.6-2.6-1.64.53.75.6%
2022-2.6-1.1-2.7-4.00.8-1.72.6-3.1-4.1-1.44.0-1.0-13.6%
2021-0.7-1.5-0.80.30.20.81.1-0.2-1.00.10.20.2-1.3%
20201.91.70.11.30.50.81.3-0.9-0.1-0.61.10.17.4%
20191.2-0.22.1-0.01.71.40.22.7-0.60.20.0-0.28.7%
2018——————————0.41.82.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.8%. The dominant macroeconomic risk driver is LQD.US, accounting for 48.9% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0110035.949027498325
2018-12-0110215.157612340712
2019-01-0110334.467410523748
2019-02-0110314.63935125907
2019-03-0110531.821230412781
2019-04-0110527.943418084265
2019-05-0110708.981159685387
2019-06-0110853.923541247486
2019-07-0110872.337052618743
2019-08-0111162.41692579721
2019-09-0111097.030668861657
2019-10-0111119.63904639961
2019-11-0111123.955856350223
2019-12-0111102.225474056462
2020-01-0111315.65148466557
2020-02-0111510.88348271447
2020-03-0111517.956222181576
2020-04-0111672.166331321263
2020-05-0111726.553258947624
2020-06-0111815.206389854278
2020-07-0111968.684836290471
2020-08-0111864.666788610451
2020-09-0111847.08249496982
2020-10-0111779.867081275532
2020-11-0111915.297847692214
2020-12-0111923.955856350223
2021-01-0111839.5951466374
2021-02-0111657.606243521739
2021-03-0111564.514358880559
2021-04-0111603.414425949639
2021-05-0111630.656667276387
2021-06-0111723.333943052254
2021-07-0111855.521004816781
2021-08-0111835.497835497838
2021-09-0111712.06633741845
2021-10-0111723.23638802512
2021-11-0111749.210413999148
2021-12-0111769.014084507042
2022-01-0111468.398268398269
2022-02-0111340.064630205477
2022-03-0111031.595634412537
2022-04-0110593.67111761478
2022-05-0110681.885250899337
2022-06-0110498.48179989025
2022-07-0110774.123529053108
2022-08-0110444.875312480946
2022-09-0110011.999268337297
2022-10-019871.056642887628
2022-11-0110267.495884397293
2022-12-0110164.965550881045
2023-01-0110506.408145844765
2023-02-0110223.474178403756
2023-03-0110501.506005731359
2023-04-0110559.112249253096
2023-05-0110438.09523809524
2023-06-0110387.244680202428
2023-07-0110384.122919334186
2023-08-0110322.394975916102
2023-09-0110059.11834644229
2023-10-019902.396195353942
2023-11-0110347.564172916285
2023-12-0110731.73586976404
2024-01-0110704.761904761906
2024-02-0110558.307420279252
2024-03-0110645.448448265352
2024-04-0110378.269617706237
2024-05-0110556.014877141637
2024-06-0110647.277605024086
2024-07-0110903.09127492226
2024-08-0111059.667093469912
2024-09-0111210.316444119262
2024-10-0110923.431498079386
2024-11-0111042.00963355893
2024-12-0110852.508993354064
2025-01-0110920.260959697578
2025-02-0111155.783183952199
2025-03-0111166.41668190964
2025-04-0111196.609962807146
2025-05-0111126.760563380283
2025-06-0111291.970001829157
2025-07-0111259.996341686483
2025-08-0111396.036827022743
2025-09-0111522.785196024632
2025-10-0111596.658740320714
2025-11-0111666.28864093653
2025-12-0111631.827327601975
2026-01-0111653.704042436437
2026-02-0111805.86549600634
2026-03-0111558.19767087373
2026-04-0111623.681482836411
Annual Return Matrix
YearAnnual Return
20190.08683839206201793
20200.07401492468460225
2021-0.012994158457963811
2022-0.13629421480067716
20230.05575722967736674
20240.011253829301771656
20250.07180996898737013
2026-0.0007003065413663245
Total Factor Risk
0.06790750441129505
VTI.US Exposure
-0.010938926997880393
VEA.US Exposure
0.017088720885021506
VWO.US Exposure
-0.00577148158455469
QQQ.US Exposure
0.00915321230352349
VTV.US Exposure
0.013868346279916254
IJR.US Exposure
0.004262070694319474
QUAL.US Exposure
-0.03563578582112216
SHV.US Exposure
0.3714291133706368
TLT.US Exposure
0.07004934187287425
LQD.US Exposure
0.48912434900757074
HYG.US Exposure
-0.02254360185158783
GLD.US Exposure
0.0018808908299383948
USO.US Exposure
0.008315403784225177
VNQ.US Exposure
-0.0037820706299708374
BTC-USD.CC Exposure
0.0006679682913187751
CPER.US Exposure
-0.003963814644081412
VIX.INDX Exposure
-0.0010955179615728893
UUP.US Exposure
0.0005894958415171978
TIP.US Exposure
0.08623339384903309
Idiosyncratic Exposure
0.011068892480875076
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.86%
Market Cap$109.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$76
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$75.970.76%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares ESG U.S. Aggregate Bond ETF a high-risk investment?

iShares ESG U.S. Aggregate Bond ETF (EAGG.US) has an annualized volatility of 6.8% and experienced a maximum drawdown of 17.5% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of EAGG.US?

Over the past 10 years, EAGG.US has generated a Compound Annual Growth Rate (CAGR) of 2.0%. It has had a positive return in 63% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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