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BDEC vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDEC vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - December (BDEC) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDEC achieves a 6.51% return, which is significantly higher than AGG's 0.52% return.


BDEC

1D
0.34%
1M
-0.01%
YTD
6.51%
6M
6.90%
1Y
20.50%
3Y*
14.06%
5Y*
9.87%
10Y*

AGG

1D
-0.12%
1M
0.46%
YTD
0.52%
6M
0.93%
1Y
4.87%
3Y*
4.19%
5Y*
0.06%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDEC vs. AGG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BDEC
Innovator U.S. Equity Buffer ETF - December
6.51%14.96%12.71%19.86%-9.42%15.45%13.39%1.55%
AGG
iShares Core U.S. Aggregate Bond ETF
0.52%7.19%1.31%5.65%-13.02%-1.77%7.48%-0.05%

Correlation

The correlation between BDEC and AGG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.24

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

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2019

0.15

The correlation between BDEC and AGG shifts across timeframes, from 0.15 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BDEC vs. AGG — Risk / Return Rank

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

BDEC
BDEC Risk / Return Rank: 7676
Overall Rank
BDEC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BDEC Sortino Ratio Rank: 7878
Sortino Ratio Rank
BDEC Omega Ratio Rank: 7979
Omega Ratio Rank
BDEC Calmar Ratio Rank: 6767
Calmar Ratio Rank
BDEC Martin Ratio Rank: 8181
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3737
Overall Rank
AGG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3636
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3535
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.

BDEC vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - December (BDEC) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


BDECAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.41

1.21

+0.20

Calmar ratioReturn relative to maximum drawdown

2.99

1.63

+1.35

Martin ratioReturn relative to average drawdown

14.06

4.82

+9.24

BDEC vs. AGG - Sharpe Ratio Comparison

The current BDEC Sharpe Ratio is 2.17, which is higher than the AGG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BDEC and AGG, 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

BDEC vs. AGG - Drawdown Comparison

The maximum BDEC drawdown since its inception was -25.60%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BDEC and AGG.


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Drawdown Indicators


BDECAGGDifference

Max Drawdown

Largest peak-to-trough decline

-25.60%

-18.43%

-7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-2.76%

-3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

-6.11%

-7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-16.44%

-17.82%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-1.15%

-1.88%

+0.73%

Average Drawdown

Average peak-to-trough decline

-3.04%

-2.71%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.94%

+0.44%

Volatility

BDEC vs. AGG - Volatility Comparison

Innovator U.S. Equity Buffer ETF - December (BDEC) has a higher volatility of 2.38% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that BDEC's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDECAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

1.37%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

2.81%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

3.82%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.99%

6.09%

+5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

5.41%

+8.85%

BDEC vs. AGG - Expense Ratio Comparison

BDEC has a 0.79% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

BDEC vs. AGG - Dividend Comparison

BDEC has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.98%.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
BDEC
Innovator U.S. Equity Buffer ETF - December
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BDEC and AGG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDEC has higher volatility (2.38%) compared to AGG (1.37%). In terms of maximum drawdown, BDEC dropped -25.60% vs AGG's -18.43%.

On 5-year performance, BDEC leads with 9.87% vs 0.06% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BDEC has performed better with a 9.87% return vs 0.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 0.79% for BDEC.

AGG has the higher dividend yield at 3.98%, compared with 0.00% for BDEC.

BDEC is categorized as Defined Outcome, while AGG is Total Bond Market. BDEC tracks Cboe S&P 500 Buffer Protect Index December, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for BDEC and 0.03% for AGG.

BDEC currently has the higher Sharpe Ratio (2.17 vs 1.19), 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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