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AGG vs. UCON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGG vs. UCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and First Trust TCW Unconstrained Plus Bond ETF (UCON). The values are adjusted to include any dividend payments, if applicable.

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AGG vs. UCON - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGG
iShares Core U.S. Aggregate Bond ETF
0.32%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%2.16%
UCON
First Trust TCW Unconstrained Plus Bond ETF
-0.20%7.00%4.69%7.72%-5.72%1.02%6.54%7.39%1.11%

Returns By Period

In the year-to-date period, AGG achieves a 0.32% return, which is significantly higher than UCON's -0.20% return.


AGG

1D
0.23%
1M
-0.96%
YTD
0.32%
6M
1.01%
1Y
3.86%
3Y*
3.55%
5Y*
0.29%
10Y*
1.68%

UCON

1D
0.24%
1M
-0.95%
YTD
-0.20%
6M
0.79%
1Y
4.86%
3Y*
5.78%
5Y*
2.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGG vs. UCON - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than UCON's 0.86% expense ratio.


Return for Risk

AGG vs. UCON — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 4747
Overall Rank
AGG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 5151
Sortino Ratio Rank
AGG Omega Ratio Rank: 4242
Omega Ratio Rank
AGG Calmar Ratio Rank: 5353
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
Martin Ratio Rank

UCON
UCON Risk / Return Rank: 7777
Overall Rank
UCON Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UCON Sortino Ratio Rank: 8787
Sortino Ratio Rank
UCON Omega Ratio Rank: 8181
Omega Ratio Rank
UCON Calmar Ratio Rank: 6565
Calmar Ratio Rank
UCON Martin Ratio Rank: 6969
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. UCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and First Trust TCW Unconstrained Plus Bond ETF (UCON). 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.


AGGUCONDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.77

-0.75

Sortino ratio

Return per unit of downside risk

1.44

2.50

-1.06

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.70

2.08

-0.38

Martin ratio

Return relative to average drawdown

4.71

8.96

-4.26

AGG vs. UCON - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.02, which is lower than the UCON Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AGG and UCON, 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


AGGUCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.77

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.71

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.62

-0.03

Correlation

The correlation between AGG and UCON is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AGG vs. UCON - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 3.94%, less than UCON's 4.65% yield.


TTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.94%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
UCON
First Trust TCW Unconstrained Plus Bond ETF
4.65%4.63%4.95%4.75%3.12%2.20%3.14%3.25%1.76%0.00%0.00%0.00%

Drawdowns

AGG vs. UCON - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than UCON's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for AGG and UCON.


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Drawdown Indicators


AGGUCONDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-15.31%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-2.45%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-9.60%

-8.22%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-2.07%

-1.38%

-0.69%

Average Drawdown

Average peak-to-trough decline

-2.71%

-1.50%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.57%

+0.34%

Volatility

AGG vs. UCON - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) has a higher volatility of 1.69% compared to First Trust TCW Unconstrained Plus Bond ETF (UCON) at 1.58%. This indicates that AGG's price experiences larger fluctuations and is considered to be riskier than UCON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGUCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.58%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.07%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

2.93%

+1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

3.84%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

5.93%

-0.54%