AGG vs. IBIT
AGG (iShares Core U.S. Aggregate Bond ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, AGG returned 5.14% vs -38.74% for IBIT. At a 0.06 correlation, their price movements are largely independent. AGG charges 0.03%/yr vs 0.25%/yr for IBIT.
Performance
AGG vs. IBIT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGG achieves a 0.25% return, which is significantly higher than IBIT's -25.48% 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%
IBIT
- 1D
- -2.76%
- 1M
- -18.50%
- YTD
- -25.48%
- 6M
- -29.84%
- 1Y
- -38.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGG vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 0.25% | 7.19% | 1.65% |
IBIT iShares Bitcoin Trust ETF | -25.48% | -6.41% | 99.21% |
Correlation
The correlation between AGG and IBIT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.06 |
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. IBIT — Risk / Return Rank
AGG
IBIT
AGG vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and iShares Bitcoin Trust ETF (IBIT). 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.
| AGG | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.86 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.79 | +2.65 |
| Martin ratioReturn relative to average drawdown | 5.73 | -1.36 | +7.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AGG | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | -0.89 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | — | — |
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 | 0.30 | +0.30 |
Drawdowns
AGG vs. IBIT - Drawdown Comparison
The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for AGG and IBIT.
Loading charts...
Drawdown Indicators
| AGG | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.43% | -49.36% | +30.93% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -49.36% | +46.60% |
Max Drawdown (3Y)Largest decline over 3 years | -6.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.43% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -48.10% | +45.96% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -16.02% | +13.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 28.44% | -27.54% |
Volatility
AGG vs. IBIT - Volatility Comparison
The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.30%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AGG | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 9.50% | -8.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 34.44% | -31.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 43.73% | -39.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.09% | 50.19% | -44.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 50.19% | -44.79% |
AGG vs. IBIT - Expense Ratio Comparison
AGG has a 0.03% expense ratio, which is lower than IBIT's 0.25% 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. IBIT - Dividend Comparison
AGG's dividend yield for the trailing twelve months is around 3.99%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AGG and IBIT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (9.50%) compared to AGG (1.30%). In terms of maximum drawdown, AGG dropped -18.43% vs IBIT's -49.36%.
On 1-year performance, AGG leads with 5.14% vs -38.74% for IBIT. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AGG has performed better with a 5.14% return vs -38.74%. 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 0.25% for IBIT.
AGG has the higher dividend yield at 3.99%, compared with 0.00% for IBIT.
AGG is categorized as Total Bond Market, while IBIT is Cryptocurrency. AGG tracks Bloomberg U.S. Aggregate Bond Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.03% for AGG and 0.25% for IBIT.
AGG currently has the higher Sharpe Ratio (1.34 vs -0.89), 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.
Find the right allocation for AGG and IBIT
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