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iShares U.S. Aggregate Bond Index ETF (XAGG.TO) Sharpe Ratio: 1.22

ETF · Currency in CAD · Last updated Jun 4, 2026

XAGG is a Canadian-listed iShares ETF that seeks to replicate the performance of the Bloomberg US Aggregate Bond Index, providing broad exposure to U.S. investment-grade bonds denominated in U.S. dollars. Available on the Toronto Stock Exchange for Canadian investors.

XAGG.TO's Sharpe Ratio of 1.22 indicates that for each unit of volatility, it generates 1.22 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XAGG.TO Sharpe Ratio Rank

XAGG.TO Sharpe Ratio Rank: 34.234
Below Average

XAGG.TO ranks above 34.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

XAGG.TO Sharpe Ratio Market Positioning

The chart shows XAGG.TO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.84 or lower
  • Yellow zone (middle 50%): 0.84 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.80+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares U.S. Aggregate Bond Index ETF's Sharpe Ratio with other ETFs in the Total Bond Market category across multiple time periods, showing how XAGG.TO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SPABSPDR Portfolio Aggregate Bond ETF1.40
SCHZSchwab U.S. Aggregate Bond ETF1.37
BNDVanguard Total Bond Market ETF1.36
AGGiShares Core U.S. Aggregate Bond ETF1.34
BKAGBNY Mellon Core Bond ETF1.32
IUAA.LiShares US Aggregate Bond UCITS ETF USD Acc1.22
XAGG.TOiShares U.S. Aggregate Bond Index ETF1.22
IUAG.LiShares US Aggregate Bond UCITS ETF USD Distributing1.20
IUGA.LiShares US Aggregate Bond UCITS ETF GBP Hedged (Dist)1.18
CDLB.TOCI DoubleLine Total Return Bond US$ Fund ETF C$ Hedged Series0.99

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XAGG.TO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XAGG.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XAGG.TO fit in your portfolio?

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