AGGS vs. IUSB
AGGS (Harbor Disciplined Bond ETF) and IUSB (iShares Core Universal USD Bond ETF) are both Intermediate Core-Plus Bond funds. AGGS is actively managed, while IUSB is passively managed. Over the past year, AGGS returned 4.93% vs 4.68% for IUSB. Their correlation of 0.94 suggests significant overlap in exposure. AGGS charges 0.35%/yr vs 0.06%/yr for IUSB.
Performance
AGGS vs. IUSB - Performance Comparison
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Returns By Period
In the year-to-date period, AGGS achieves a 0.55% return, which is significantly lower than IUSB's 0.67% return.
AGGS
- 1D
- 0.05%
- 1M
- 0.83%
- YTD
- 0.55%
- 6M
- 0.75%
- 1Y
- 4.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSB
- 1D
- 0.13%
- 1M
- 0.70%
- YTD
- 0.67%
- 6M
- 0.76%
- 1Y
- 4.68%
- 3Y*
- 4.52%
- 5Y*
- 0.42%
- 10Y*
- 1.90%
AGGS vs. IUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AGGS Harbor Disciplined Bond ETF | 0.55% | 7.40% | 4.56% |
IUSB iShares Core Universal USD Bond ETF | 0.67% | 7.38% | 4.61% |
Correlation
The correlation between AGGS and IUSB is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 2, 2024 | 0.94 |
The correlation between AGGS and IUSB has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
AGGS vs. IUSB — Risk / Return Rank
AGGS
IUSB
AGGS vs. IUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Disciplined Bond ETF (AGGS) and iShares Core Universal USD Bond ETF (IUSB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AGGS | IUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.86 | -0.12 |
| Martin ratioReturn relative to average drawdown | 4.92 | 5.36 | -0.44 |
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Drawdowns
AGGS vs. IUSB - Drawdown Comparison
The maximum AGGS drawdown since its inception was -4.66%, smaller than the maximum IUSB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for AGGS and IUSB.
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Drawdown Indicators
| AGGS | IUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.66% | -17.90% | +13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -2.53% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.90% | — |
Current DrawdownCurrent decline from peak | -1.22% | -1.09% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -1.18% | -3.58% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.88% | +0.12% |
Volatility
AGGS vs. IUSB - Volatility Comparison
The current volatility for Harbor Disciplined Bond ETF (AGGS) is 0.87%, while iShares Core Universal USD Bond ETF (IUSB) has a volatility of 1.08%. This indicates that AGGS experiences smaller price fluctuations and is considered to be less risky than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGS | IUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 1.08% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 2.72% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.91% | 3.58% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.65% | 5.80% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 5.04% | -0.39% |
AGGS vs. IUSB - Expense Ratio Comparison
AGGS has a 0.35% expense ratio, which is higher than IUSB's 0.06% expense ratio.
Dividends
AGGS vs. IUSB - Dividend Comparison
AGGS's dividend yield for the trailing twelve months is around 5.20%, more than IUSB's 4.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGS Harbor Disciplined Bond ETF | 5.20% | 5.43% | 3.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSB iShares Core Universal USD Bond ETF | 4.22% | 4.17% | 4.04% | 3.46% | 2.53% | 1.74% | 2.68% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% |
Frequently Asked Questions
With a correlation of 0.90, AGGS and IUSB 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.
IUSB has higher volatility (1.08%) compared to AGGS (0.87%). In terms of maximum drawdown, AGGS dropped -4.66% vs IUSB's -17.90%.
On 1-year performance, AGGS leads with 4.93% vs 4.68% for IUSB. On fees, IUSB is cheaper at 0.06% per year. On volatility, AGGS has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AGGS has performed better with a 4.93% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IUSB is cheaper with a 0.06% expense ratio, compared with 0.35% for AGGS.
AGGS has the higher dividend yield at 5.20%, compared with 4.22% for IUSB.
They also come from different issuers: Harbor and iShares. Their fees differ too: 0.35% for AGGS and 0.06% for IUSB.
IUSB currently has the higher Sharpe Ratio (1.32 vs 1.27), 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.
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