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AGG vs. ISTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. ISTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and iShares Core 1-5 Year USD Bond ETF (ISTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGG achieves a 0.25% return, which is significantly lower than ISTB's 0.49% return. Over the past 10 years, AGG has underperformed ISTB with an annualized return of 1.57%, while ISTB has yielded a comparatively higher 2.27% annualized 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%

ISTB

1D
-0.08%
1M
0.15%
YTD
0.49%
6M
0.71%
1Y
4.19%
3Y*
4.95%
5Y*
1.85%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. ISTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
0.25%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
ISTB
iShares Core 1-5 Year USD Bond ETF
0.49%6.36%4.37%5.56%-6.08%-0.71%4.75%5.61%1.02%1.72%

Correlation

The correlation between AGG and ISTB is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

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

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2012

0.72

The correlation between AGG and ISTB shifts across timeframes, from 0.72 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AGG vs. ISTB — 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

ISTB
ISTB Risk / Return Rank: 7373
Overall Rank
ISTB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 8181
Sortino Ratio Rank
ISTB Omega Ratio Rank: 7777
Omega Ratio Rank
ISTB Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISTB Martin Ratio Rank: 6868
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. ISTB - 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 Core 1-5 Year USD Bond ETF (ISTB). 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.


AGGISTBDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.24

1.46

-0.23

Calmar ratioReturn relative to maximum drawdown

1.87

3.34

-1.48

Martin ratioReturn relative to average drawdown

5.73

12.72

-6.99

AGG vs. ISTB - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.34, which is lower than the ISTB Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of AGG and ISTB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGGISTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.37

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.67

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.91

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.84

-0.25

Drawdowns

AGG vs. ISTB - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than ISTB's maximum drawdown of -9.34%. Use the drawdown chart below to compare losses from any high point for AGG and ISTB.


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Drawdown Indicators


AGGISTBDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-9.34%

-9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-1.26%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-1.36%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-9.34%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-9.34%

-9.09%

Current Drawdown

Current decline from peak

-2.14%

-0.42%

-1.72%

Average Drawdown

Average peak-to-trough decline

-2.71%

-1.22%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.33%

+0.57%

Volatility

AGG vs. ISTB - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) has a higher volatility of 1.30% compared to iShares Core 1-5 Year USD Bond ETF (ISTB) at 0.54%. This indicates that AGG's price experiences larger fluctuations and is considered to be riskier than ISTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGISTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

0.54%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.28%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

1.77%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

2.79%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

2.51%

+2.89%

AGG vs. ISTB - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than ISTB's 0.06% 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. ISTB - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.99%, less than ISTB's 4.25% 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%
ISTB
iShares Core 1-5 Year USD Bond ETF
4.25%4.12%3.83%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%

Frequently Asked Questions


With a correlation of 0.91, AGG and ISTB 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.

AGG has higher volatility (1.30%) compared to ISTB (0.54%). In terms of maximum drawdown, AGG dropped -18.43% vs ISTB's -9.34%.

On 10-year performance, ISTB leads with 2.27% vs 1.57% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, ISTB has been the lower-risk option at 0.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ISTB has performed better with a 2.27% return vs 1.57%. 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 0.06% for ISTB.

ISTB has the higher dividend yield at 4.25%, compared with 3.99% for AGG.

AGG is categorized as Total Bond Market, while ISTB is Short-Term Bond. AGG tracks Bloomberg U.S. Aggregate Bond Index, while ISTB tracks BBG US Universal 1-5 Year Index (USD). Their fees differ too: 0.03% for AGG and 0.06% for ISTB.

ISTB currently has the higher Sharpe Ratio (2.37 vs 1.34), 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

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