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AGGS vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGS vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Disciplined Bond ETF (AGGS) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGS vs. IUSB - Yearly Performance Comparison


2026 (YTD)20252024
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

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

AGGS
AGGS Risk / Return Rank: 3737
Overall Rank
AGGS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AGGS Sortino Ratio Rank: 3939
Sortino Ratio Rank
AGGS Omega Ratio Rank: 3737
Omega Ratio Rank
AGGS Calmar Ratio Rank: 3838
Calmar Ratio Rank
AGGS Martin Ratio Rank: 3535
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 3838
Overall Rank
IUSB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4040
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3636
Omega Ratio Rank
IUSB Calmar Ratio Rank: 3838
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3636
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.

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.


AGGSIUSBDifference
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

AGGS vs. IUSB - Sharpe Ratio Comparison

The current AGGS Sharpe Ratio is 1.27, which is comparable to the IUSB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of AGGS and IUSB, 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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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


AGGSIUSBDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.22%

-1.09%

-0.13%

Average Drawdown

Average peak-to-trough decline

-1.18%

-3.58%

+2.40%

Ulcer Index

Depth 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


AGGSIUSBDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for AGGS and IUSB

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