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IAGG vs. NXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAGG vs. NXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core International Aggregate Bond ETF (IAGG) and Nuveen International Aggregate Bond ETF (NXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAGG achieves a 1.48% return, which is significantly higher than NXUS's 1.04% return.


IAGG

1D
-0.16%
1M
0.82%
YTD
1.48%
6M
1.62%
1Y
2.53%
3Y*
4.71%
5Y*
1.23%
10Y*
2.19%

NXUS

1D
-0.17%
1M
0.86%
YTD
1.04%
6M
1.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAGG vs. NXUS - Yearly Performance Comparison


Correlation

The correlation between IAGG and NXUS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.86

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Return for Risk

IAGG vs. NXUS — Risk / Return Rank

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

IAGG
IAGG Risk / Return Rank: 2525
Overall Rank
IAGG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2323
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2525
Martin Ratio Rank

NXUS

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

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.

IAGG vs. NXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core International Aggregate Bond ETF (IAGG) and Nuveen International Aggregate Bond ETF (NXUS). 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.


IAGGNXUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.10

Martin ratioReturn relative to average drawdown

3.21

IAGG vs. NXUS - Sharpe Ratio Comparison


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Drawdowns

IAGG vs. NXUS - Drawdown Comparison

The maximum IAGG drawdown since its inception was -13.88%, which is greater than NXUS's maximum drawdown of -2.81%. Use the drawdown chart below to compare losses from any high point for IAGG and NXUS.


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Drawdown Indicators


IAGGNXUSDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-2.81%

-11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

Current Drawdown

Current decline from peak

-0.43%

-0.78%

+0.35%

Average Drawdown

Average peak-to-trough decline

-2.84%

-0.91%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

IAGG vs. NXUS - Volatility Comparison


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Volatility by Period


IAGGNXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

3.74%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

3.74%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

3.74%

+0.31%

IAGG vs. NXUS - Expense Ratio Comparison

IAGG has a 0.07% expense ratio, which is lower than NXUS's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IAGG vs. NXUS - Dividend Comparison

IAGG's dividend yield for the trailing twelve months is around 3.64%, more than NXUS's 1.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IAGG
iShares Core International Aggregate Bond ETF
3.64%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%
NXUS
Nuveen International Aggregate Bond ETF
1.66%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAGG and NXUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAGG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAGG is cheaper with a 0.07% expense ratio, compared with 0.08% for NXUS.

IAGG has the higher dividend yield at 3.64%, compared with 1.66% for NXUS.

IAGG tracks Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index, while NXUS tracks Bloomberg Global Aggregate ex-USD Index (USD Hedged). They also come from different issuers: iShares and Nuveen. Their fees differ too: 0.07% for IAGG and 0.08% for NXUS.

Portfolio Optimizer

Find the right allocation for IAGG and NXUS

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