AGZ vs. XONE
Compare and contrast key facts about iShares Agency Bond ETF (AGZ) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE).
AGZ and XONE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGZ is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Agency Bond Index (USD). It was launched on Nov 5, 2008. XONE is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 1 Year Duration Index - Benchmark TR Gross. It was launched on Sep 13, 2022. Both AGZ and XONE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AGZ vs. XONE - Performance Comparison
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AGZ vs. XONE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AGZ iShares Agency Bond ETF | 0.11% | 6.05% | 3.08% | 5.18% | -0.59% |
XONE Bondbloxx Bloomberg One Year Target Duration US Treasury ETF | 0.59% | 4.41% | 4.83% | 4.74% | 0.60% |
Returns By Period
In the year-to-date period, AGZ achieves a 0.11% return, which is significantly lower than XONE's 0.59% return.
AGZ
- 1D
- -0.11%
- 1M
- -0.84%
- YTD
- 0.11%
- 6M
- 1.24%
- 1Y
- 4.08%
- 3Y*
- 4.05%
- 5Y*
- 1.23%
- 10Y*
- 1.88%
XONE
- 1D
- 0.03%
- 1M
- 0.04%
- YTD
- 0.59%
- 6M
- 1.68%
- 1Y
- 3.87%
- 3Y*
- 4.43%
- 5Y*
- —
- 10Y*
- —
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AGZ vs. XONE - Expense Ratio Comparison
AGZ has a 0.20% expense ratio, which is higher than XONE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
AGZ vs. XONE — Risk / Return Rank
AGZ
XONE
AGZ vs. XONE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Agency Bond ETF (AGZ) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). 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.
| AGZ | XONE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 6.42 | -4.98 |
Sortino ratioReturn per unit of downside risk | 2.06 | 13.79 | -11.74 |
Omega ratioGain probability vs. loss probability | 1.27 | 3.08 | -1.80 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 19.78 | -16.56 |
Martin ratioReturn relative to average drawdown | 10.47 | 88.34 | -77.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGZ | XONE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 6.42 | -4.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 4.95 | -4.26 |
Correlation
The correlation between AGZ and XONE is 0.67, 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
AGZ vs. XONE - Dividend Comparison
AGZ's dividend yield for the trailing twelve months is around 3.76%, less than XONE's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGZ iShares Agency Bond ETF | 3.76% | 3.75% | 3.48% | 3.14% | 1.56% | 0.96% | 2.25% | 2.32% | 2.15% | 1.58% | 1.52% | 1.30% |
XONE Bondbloxx Bloomberg One Year Target Duration US Treasury ETF | 4.20% | 4.33% | 5.21% | 4.46% | 1.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGZ vs. XONE - Drawdown Comparison
The maximum AGZ drawdown since its inception was -11.01%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for AGZ and XONE.
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Drawdown Indicators
| AGZ | XONE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.01% | -0.40% | -10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -1.30% | -0.20% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -10.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -11.01% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | 0.00% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -0.05% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 0.04% | +0.36% |
Volatility
AGZ vs. XONE - Volatility Comparison
iShares Agency Bond ETF (AGZ) has a higher volatility of 1.16% compared to Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.21%. This indicates that AGZ's price experiences larger fluctuations and is considered to be riskier than XONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGZ | XONE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.21% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 1.92% | 0.34% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 0.61% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 0.87% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.03% | 0.87% | +2.16% |