PortfoliosLab logoPortfoliosLab logo
AGG vs. BNDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AGG achieves a 0.25% return, which is significantly lower than BNDW's 0.42% return.


AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%

BNDW

1D
-0.26%
1M
0.44%
YTD
0.42%
6M
0.18%
1Y
3.51%
3Y*
3.99%
5Y*
0.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. BNDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGG
iShares Core U.S. Aggregate Bond ETF
0.25%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%1.21%
BNDW
Vanguard Total World Bond ETF
0.42%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%

Correlation

The correlation between AGG and BNDW is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.93

The correlation between AGG and BNDW has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AGG vs. BNDW — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 2727
Overall Rank
BNDW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2727
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2626
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2727
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2626
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.

AGG vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total World Bond ETF (BNDW). 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.


AGGBNDWDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratioReturn relative to maximum drawdown

1.87

1.31

+0.56

Martin ratioReturn relative to average drawdown

5.73

3.70

+2.03

AGG vs. BNDW - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.34, which is comparable to the BNDW Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of AGG and BNDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AGGBNDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.05

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.04

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.37

+0.22

Drawdowns

AGG vs. BNDW - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for AGG and BNDW.


Loading charts...

Drawdown Indicators


AGGBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-17.22%

-1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.70%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-4.27%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-16.93%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.14%

-1.53%

-0.61%

Average Drawdown

Average peak-to-trough decline

-2.71%

-4.98%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.95%

-0.05%

Volatility

AGG vs. BNDW - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) and Vanguard Total World Bond ETF (BNDW) have volatilities of 1.30% and 1.31%, 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.


Loading charts...

Volatility by Period


AGGBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.31%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.62%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.36%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

5.21%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

4.90%

+0.50%

AGG vs. BNDW - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than BNDW's 0.05% 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%.


Dividends

AGG vs. BNDW - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.99%, less than BNDW's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
BNDW
Vanguard Total World Bond ETF
4.21%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, AGG and BNDW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BNDW has higher volatility (1.31%) compared to AGG (1.30%). In terms of maximum drawdown, AGG dropped -18.43% vs BNDW's -17.22%.

On 5-year performance, BNDW leads with 0.22% vs 0.10% for AGG. On fees, AGG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNDW has performed better with a 0.22% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 0.05% for BNDW.

BNDW has the higher dividend yield at 4.21%, compared with 3.99% for AGG.

AGG is categorized as Total Bond Market, while BNDW is Global Bonds. AGG tracks Bloomberg U.S. Aggregate Bond Index, while BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.03% for AGG and 0.05% for BNDW.

AGG currently has the higher Sharpe Ratio (1.34 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AGG and BNDW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer