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AGG vs. XBB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. XBB.TO - 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 Canadian Universe Bond Index ETF (XBB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AGG is traded in USD, while XBB.TO is traded in CAD. To make them comparable, the XBB.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AGG achieves a -0.08% return, which is significantly higher than XBB.TO's -0.91% return. Over the past 10 years, AGG has outperformed XBB.TO with an annualized return of 1.52%, while XBB.TO has yielded a comparatively lower 0.63% annualized return.


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%

XBB.TO

1D
-0.67%
1M
-2.03%
YTD
-0.91%
6M
0.49%
1Y
0.82%
3Y*
2.76%
5Y*
-2.26%
10Y*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. XBB.TO - 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%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
-0.91%7.50%-4.12%9.24%-16.93%-2.76%11.22%11.89%-6.83%9.86%

Correlation

The correlation between AGG and XBB.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.59

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

0.55

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2006

0.32

The correlation between AGG and XBB.TO shifts across timeframes, from 0.32 (all time) to 0.59 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AGG vs. XBB.TO — 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

XBB.TO
XBB.TO Risk / Return Rank: 2121
Overall Rank
XBB.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XBB.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
XBB.TO Omega Ratio Rank: 1919
Omega Ratio Rank
XBB.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
XBB.TO Martin Ratio Rank: 2222
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. XBB.TO - 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 Canadian Universe Bond Index ETF (XBB.TO). 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.


AGGXBB.TODifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.23

1.03

+0.21

Calmar ratioReturn relative to maximum drawdown

1.81

0.21

+1.60

Martin ratioReturn relative to average drawdown

5.44

0.51

+4.93

AGG vs. XBB.TO - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.32, which is higher than the XBB.TO Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of AGG and XBB.TO, 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


AGGXBB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.13

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.25

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.07

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.22

+0.37

Drawdowns

AGG vs. XBB.TO - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum XBB.TO drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for AGG and XBB.TO.


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Drawdown Indicators


AGGXBB.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-26.84%

+8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-3.97%

+1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-8.69%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-24.78%

+6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-24.78%

+6.35%

Current Drawdown

Current decline from peak

-2.47%

-11.01%

+8.54%

Average Drawdown

Average peak-to-trough decline

-2.71%

-9.18%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.61%

-0.69%

Volatility

AGG vs. XBB.TO - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.29%, while iShares Core Canadian Universe Bond Index ETF (XBB.TO) has a volatility of 1.76%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than XBB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGXBB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.76%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

4.98%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

6.14%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

9.21%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

9.27%

-3.86%

AGG vs. XBB.TO - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than XBB.TO's 0.10% 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. XBB.TO - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 4.00%, more than XBB.TO's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.43%3.39%3.25%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%

Frequently Asked Questions


AGG and XBB.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGG is cheaper with a 0.03% expense ratio, compared with 0.10% for XBB.TO.

AGG is categorized as Total Bond Market, while XBB.TO is Intermediate Core Bond. AGG tracks Bloomberg U.S. Aggregate Bond Index, while XBB.TO tracks FTSE Canada Universe Bond Index. Their fees differ too: 0.03% for AGG and 0.10% for XBB.TO.

Portfolio Optimizer

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