EBI vs. AGG

Last updated Jun 23, 2026

EBI (Longview Advantage ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - EBI is a Large Cap Blend Equities fund actively managed by Longview, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. EBI is actively managed, while AGG is passively managed. Over the past year, EBI returned 32.98% vs 4.45% for AGG. At a 0.24 correlation, their price movements are largely independent. EBI charges 0.24%/yr vs 0.03%/yr for AGG.

Performance

EBI vs. AGG - Performance Comparison

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

Returns By Period

In the year-to-date period, EBI achieves a 14.81% return, which is significantly higher than AGG's 0.39% return.

EBI

• 1D: 0.12%
• 1M: 1.88%
• YTD: 14.81%
• 6M: 13.81%
• 1Y: 32.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGG

• 1D: -0.27%
• 1M: 0.53%
• YTD: 0.39%
• 6M: 0.47%
• 1Y: 4.45%
• 3Y*: 3.94%
• 5Y*: 0.06%
• 10Y*: 1.53%

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

EBI vs. AGG - Yearly Performance Comparison

	2026 (YTD)	2025
EBI Longview Advantage ETF	14.81%	15.82%
AGG iShares Core U.S. Aggregate Bond ETF	0.39%	4.62%

Correlation

The correlation between EBI and AGG is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.24

Return for Risk

EBI vs. AGG — Risk / Return Rank

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

EBI

EBI Risk / Return Rank: 86
EBI Sharpe Ratio Rank: 86
EBI Sortino Ratio Rank: 85
EBI Omega Ratio Rank: 82
EBI Calmar Ratio Rank: 86
EBI Martin Ratio Rank: 89

AGG

AGG Risk / Return Rank: 33
AGG Sharpe Ratio Rank: 33
AGG Sortino Ratio Rank: 34
AGG Omega Ratio Rank: 31
AGG Calmar Ratio Rank: 33
AGG Martin Ratio Rank: 33

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.

EBI vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longview Advantage ETF (EBI) 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.

	EBI	AGG	Difference
Sharpe ratio: Return per unit of total volatility	2.66	1.17	+1.49
Sortino ratio: Return per unit of downside risk	3.63	1.74	+1.89
Omega ratio: Gain probability vs. loss probability	1.47	1.21	+0.27
Calmar ratio: Return relative to maximum drawdown	4.67	1.62	+3.05
Martin ratio: Return relative to average drawdown	18.97	4.69	+14.28

EBI vs. AGG - Sharpe Ratio Comparison

The current EBI Sharpe Ratio is 2.66, which is higher than the AGG Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of EBI 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.

Drawdowns

EBI vs. AGG - Drawdown Comparison

The maximum EBI drawdown since its inception was -17.05%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for EBI and AGG.

Drawdown Indicators

	EBI	AGG	Difference
Max Drawdown Largest peak-to-trough decline	-17.05%	-18.43%	+1.38%
Max Drawdown (1Y) Largest decline over 1 year	-7.09%	-2.76%	-4.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-6.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.82%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.43%	—
Current Drawdown Current decline from peak	-0.47%	-2.01%	+1.54%
Average Drawdown Average peak-to-trough decline	-2.03%	-2.71%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	0.95%	+0.79%

Volatility

EBI vs. AGG - Volatility Comparison

Longview Advantage ETF (EBI) has a higher volatility of 3.88% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.11%. This indicates that EBI'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.

Volatility by Period

	EBI	AGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	1.11%	+2.77%
Volatility (6M) Calculated over the trailing 6-month period	9.22%	2.84%	+6.38%
Volatility (1Y) Calculated over the trailing 1-year period	12.47%	3.82%	+8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.88%	6.10%	+11.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.88%	5.41%	+12.47%

EBI vs. AGG - Expense Ratio Comparison

EBI has a 0.24% 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

EBI vs. AGG - Dividend Comparison

EBI's dividend yield for the trailing twelve months is around 0.92%, less than AGG's 3.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EBI Longview Advantage ETF	0.92%	1.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EBI and AGG in my portfolio?

EBI and AGG have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EBI or AGG?

EBI has higher volatility (3.88%) compared to AGG (1.11%). In terms of maximum drawdown, EBI dropped -17.05% vs AGG's -18.43%.

Which ETF is better, EBI or AGG?

On 1-year performance, EBI leads with 32.98% vs 4.45% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EBI or AGG?

Over the 1-year period, EBI has performed better with a 32.98% return vs 4.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EBI or AGG?

AGG is cheaper with a 0.03% expense ratio, compared with 0.24% for EBI.

Which ETF pays a higher dividend yield, EBI or AGG?

AGG has the higher dividend yield at 3.98%, compared with 0.92% for EBI.

What is the main difference between EBI and AGG?

EBI is categorized as Large Cap Blend Equities, while AGG is Total Bond Market. They also come from different issuers: Longview and iShares. Their fees differ too: 0.24% for EBI and 0.03% for AGG.

Which has better risk-adjusted returns?

EBI currently has the higher Sharpe Ratio (2.66 vs 1.17), 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.