iShares Trust - iShares ESG Advanced Total USD Bond Market ETF

10-Year Study

EUSB.US · · US · ETF

Executive Summary: iShares Trust - iShares ESG Advanced Total USD Bond Market ETF has compounded at 0.1% annually over the last 10 years, with a maximum drawdown of 16.4% and an annualized volatility of 7.0%.

1Y CAGR
+4.7%
3Y CAGR
+4.1%
5Y CAGR
+0.3%
10Y CAGR
+0.1%

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 →
16.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.11.1-2.10.6————————-0.3%
20250.71.90.00.5-0.41.4-0.21.20.80.90.40.07.5%
2024-0.2-1.20.9-2.51.90.92.11.71.2-2.30.9-1.61.8%
20233.2-2.72.50.5-0.8-0.50.1-0.8-2.6-1.24.63.65.8%
2022-2.2-1.1-2.5-3.90.2-1.32.4-2.8-4.0-1.23.5-0.6-12.8%
2021-0.6-1.4-1.00.80.10.71.0-0.1-0.8-0.10.10.1-1.3%
2020——————1.6-0.7-0.1-0.41.00.11.6%

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 7.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.2% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110158.559874964742
2020-08-0110092.019291682656
2020-09-0110078.308879630442
2020-10-0110040.2526600049
2020-11-0110145.173148863167
2020-12-0110156.08598948483
2021-01-0110092.920988259448
2021-02-019949.08882404894
2021-03-019849.092985725449
2021-04-019926.338325803781
2021-05-019939.956256155812
2021-06-0110013.664171202121
2021-07-0110114.885392053046
2021-08-0110099.972717898445
2021-09-0110015.745009456252
2021-10-0110003.722388432388
2021-11-0110017.109114533961
2021-12-0110025.155022449931
2022-01-019800.077684628151
2022-02-019689.145885257954
2022-03-019444.578029122487
2022-04-019076.570223666991
2022-05-019097.771653434076
2022-06-018983.117465631487
2022-07-019202.114131666198
2022-08-018948.390587212554
2022-09-018589.95463772606
2022-10-018490.51368960367
2022-11-018789.784471397723
2022-12-018740.815411150517
2023-01-019024.572387738775
2023-02-018783.14890940955
2023-03-018999.787292089577
2023-04-019042.490717149343
2023-05-018972.759515210926
2023-06-018930.05609015116
2023-07-018938.101998067134
2023-08-018862.128281366324
2023-09-018634.253372113993
2023-10-018534.719942291418
2023-11-018923.998538789137
2023-12-019247.453285181193
2024-01-019230.344170647233
2024-02-019121.16952358052
2024-03-019207.223745601339
2024-04-018973.568730087532
2024-05-019145.630933279077
2024-06-019230.205448096958
2024-07-019423.746526156136
2024-08-019583.393061098035
2024-09-019698.209091875944
2024-10-019479.536111791878
2024-11-019566.676993789853
2024-12-019417.157205018057
2025-01-019485.871108254454
2025-02-019663.8290198327
2025-03-019664.476391733986
2025-04-019710.647880550636
2025-05-019674.30257237849
2025-06-019808.77096444541
2025-07-019788.586833380345
2025-08-019909.599138070553
2025-09-019990.035096805219
2025-10-0110076.505486476863
2025-11-0110116.087654155435
2025-12-0110119.232031961674
2026-01-0110133.05804613912
2026-02-0110240.26745707693
2026-03-0110023.629074396902
2026-04-0110087.44144752357
Annual Return Matrix
YearAnnual Return
2021-0.012891872633853163
2022-0.12811169587136706
20230.05796231246164596
20240.018351422235223236
20250.07455273514702587
2026-0.0031416005026559946
Total Factor Risk
0.07006384206433114
VTI.US Exposure
0.033728038646262816
VEA.US Exposure
0.01351712208806956
VWO.US Exposure
-0.0005769834388892983
QQQ.US Exposure
-0.016639581996198215
VTV.US Exposure
0.0005710539688358762
IJR.US Exposure
-0.001076001453871263
QUAL.US Exposure
-0.02492625007265253
SHV.US Exposure
0.5024694193883729
TLT.US Exposure
0.07643798191693443
LQD.US Exposure
0.3387409900488474
HYG.US Exposure
-0.016419369188332453
GLD.US Exposure
0.0013373117427646192
USO.US Exposure
0.005300325850450003
VNQ.US Exposure
-0.00594205727358666
BTC-USD.CC Exposure
-0.0005163350873155024
CPER.US Exposure
-0.005630019799496277
VIX.INDX Exposure
0.0005712485067093588
UUP.US Exposure
0.009235660262962334
TIP.US Exposure
0.0770334475313192
Idiosyncratic Exposure
0.01278399835881369
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.0%

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 →0.00%
Market Cap$0
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
$66
Avg Yield on Cost
0.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$65.810.66%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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Trust - iShares ESG Advanced Total USD Bond Market ETF a high-risk investment?

iShares Trust - iShares ESG Advanced Total USD Bond Market ETF (EUSB.US) has an annualized volatility of 7.0% and experienced a maximum drawdown of 16.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EUSB.US has generated a Compound Annual Growth Rate (CAGR) of 0.1%. It has had a positive return in 50% 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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