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AGG vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

AGG vs. USD=X - Performance Comparison

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

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Returns By Period


AGG

1D
0.00%
1M
-0.69%
YTD
-0.08%
6M
0.26%
1Y
4.97%
3Y*
3.88%
5Y*
-0.03%
10Y*
1.52%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
-0.08%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

AGG vs. USD=X — Risk / Return Rank

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

AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and USD Cash (USD=X). 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.


AGGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

5.44

AGG vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGGUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Drawdowns

AGG vs. USD=X - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AGG and USD=X.


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Drawdown Indicators


AGGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

0.00%

-18.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

0.00%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

0.00%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

0.00%

-17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

0.00%

-18.43%

Current Drawdown

Current decline from peak

-2.47%

0.00%

-2.47%

Average Drawdown

Average peak-to-trough decline

-2.71%

0.00%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.00%

+0.92%

Volatility

AGG vs. USD=X - Volatility Comparison

iShares Core U.S. Aggregate Bond ETF (AGG) has a higher volatility of 1.29% compared to USD Cash (USD=X) at 0.00%. This indicates that AGG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.00%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

0.00%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

0.00%

+3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

0.00%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

0.00%

+5.41%

Frequently Asked Questions


AGG has higher volatility (1.29%) compared to USD=X (0.00%). In terms of maximum drawdown, AGG dropped -18.43% vs USD=X's 0.00%.

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