PortfoliosLab logoPortfoliosLab logo
BTOT vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTOT vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total USD Fixed Income Market ETF (BTOT) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTOT achieves a 0.32% return, which is significantly higher than AGG's 0.13% return.


BTOT

1D
0.05%
1M
-0.54%
6M
0.26%
YTD
0.32%
1Y
3Y*
5Y*
10Y*
ALL TIME*

AGG

1D
0.05%
1M
-0.62%
6M
0.05%
YTD
0.13%
1Y
2.43%
3Y*
4.23%
5Y*
-0.17%
10Y*
1.44%
ALL TIME*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$928.20M$842.04M$823.39M
$42.48K$52.43K$76.37K

BTOT vs. AGG - Yearly Performance Comparison


Correlation

The correlation between BTOT and AGG is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.97

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BTOT vs. AGG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BTOT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AGG
AGG Risk / Return Rank: 2424
Overall Rank
AGG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 2323
Sortino Ratio Rank
AGG Omega Ratio Rank: 2222
Omega Ratio Rank
AGG Calmar Ratio Rank: 2525
Calmar Ratio Rank
AGG Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BTOT vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total USD Fixed Income Market ETF (BTOT) 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.


BTOTAGGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.88

Martin ratioReturn relative to average drawdown

2.20

BTOT vs. AGG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BTOT vs. AGG - Drawdown Comparison

The maximum BTOT drawdown since its inception was -2.36%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BTOT and AGG.


Loading charts...

Drawdown Indicators


BTOTAGGDifference

Max Drawdown

Largest peak-to-trough decline

-2.36%

-18.43%

+16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

Current Drawdown

Current decline from peak

-1.26%

-2.26%

+1.00%

Average Drawdown

Average peak-to-trough decline

-0.87%

-2.70%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

Volatility

BTOT vs. AGG - Volatility Comparison


Loading charts...

Volatility by Period


BTOTAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

3.71%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

6.10%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

5.41%

-1.79%

BTOT vs. AGG - Expense Ratio Comparison

BTOT has a 0.09% expense ratio, which is higher than AGG'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%.


Dividends

BTOT vs. AGG - Dividend Comparison

BTOT's dividend yield for the trailing twelve months is around 2.92%, less than AGG's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
4.04%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
BTOT
iShares Total USD Fixed Income Market ETF
2.92%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, BTOT and AGG 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.

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 0.09% for BTOT.

AGG has the higher dividend yield at 4.04%, compared with 2.92% for BTOT.

BTOT tracks Bloomberg US Total Fixed Income Market Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.09% for BTOT and 0.03% for AGG.

Portfolio Optimizer

Find the right allocation for BTOT and AGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer