EDIV vs. AGG
Compare and contrast key facts about SPDR S&P Emerging Markets Dividend ETF (EDIV) and iShares Core U.S. Aggregate Bond ETF (AGG).
EDIV and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDIV is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Dividend Opportunities Index. It was launched on Feb 23, 2011. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both EDIV and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDIV or AGG.
Key characteristics
| EDIV | AGG | |
|---|---|---|
| YTD Return | 4.39% | -3.19% |
| 1Y Return | 33.25% | -0.47% |
| 3Y Return (Ann) | 8.54% | -3.54% |
| 5Y Return (Ann) | 5.52% | -0.14% |
| 10Y Return (Ann) | 2.58% | 1.16% |
| Sharpe Ratio | 2.31 | -0.22 |
| Daily Std Dev | 14.06% | 6.90% |
| Max Drawdown | -53.36% | -18.43% |
| Current Drawdown | -0.82% | -12.98% |
Correlation
The correlation between EDIV and AGG is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
EDIV vs. AGG - Performance Comparison
In the year-to-date period, EDIV achieves a 4.39% return, which is significantly higher than AGG's -3.19% return. Over the past 10 years, EDIV has outperformed AGG with an annualized return of 2.58%, while AGG has yielded a comparatively lower 1.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EDIV vs. AGG - Expense Ratio Comparison
EDIV has a 0.49% expense ratio, which is higher than AGG's 0.05% expense ratio.
Risk-Adjusted Performance
EDIV vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) 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.
Dividends
EDIV vs. AGG - Dividend Comparison
EDIV's dividend yield for the trailing twelve months is around 4.45%, more than AGG's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.45% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% | 4.84% | 5.13% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.15% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
EDIV vs. AGG - Drawdown Comparison
The maximum EDIV drawdown since its inception was -53.36%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for EDIV and AGG. For additional features, visit the drawdowns tool.
Volatility
EDIV vs. AGG - Volatility Comparison
SPDR S&P Emerging Markets Dividend ETF (EDIV) has a higher volatility of 3.35% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.78%. This indicates that EDIV'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.