IBDV vs. AGG
Compare and contrast key facts about iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and iShares Core U.S. Aggregate Bond ETF (AGG).
IBDV and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBDV is a passively managed fund by iShares that tracks the performance of the Bloomberg December 2030 Maturity Corporate Index. It was launched on Jun 23, 2020. AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both IBDV 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.
Performance
IBDV vs. AGG - Performance Comparison
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IBDV vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | -0.08% | 8.19% | 3.42% | 8.51% | -14.67% | -2.64% | 5.33% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.02% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 1.42% |
Returns By Period
In the year-to-date period, IBDV achieves a -0.08% return, which is significantly lower than AGG's 0.02% return.
IBDV
- 1D
- 0.41%
- 1M
- -1.30%
- YTD
- -0.08%
- 6M
- 1.07%
- 1Y
- 5.50%
- 3Y*
- 5.22%
- 5Y*
- 1.20%
- 10Y*
- —
AGG
- 1D
- 0.23%
- 1M
- -1.79%
- YTD
- 0.02%
- 6M
- 0.97%
- 1Y
- 4.36%
- 3Y*
- 3.59%
- 5Y*
- 0.23%
- 10Y*
- 1.66%
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IBDV vs. AGG - Expense Ratio Comparison
IBDV has a 0.10% 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%.
Return for Risk
IBDV vs. AGG — Risk / Return Rank
IBDV
AGG
IBDV vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) 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.
| IBDV | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.00 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.42 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.18 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.81 | +0.52 |
Martin ratioReturn relative to average drawdown | 9.33 | 5.07 | +4.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBDV | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.00 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.04 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.43 |
Correlation
The correlation between IBDV and AGG is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IBDV vs. AGG - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.60%, more than AGG's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 4.60% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.93% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
Drawdowns
IBDV vs. AGG - Drawdown Comparison
The maximum IBDV drawdown since its inception was -21.85%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IBDV and AGG.
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Drawdown Indicators
| IBDV | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -18.43% | -3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -2.34% | -2.52% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.54% | -17.82% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -1.30% | -2.36% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -2.71% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.90% | -0.32% |
Volatility
IBDV vs. AGG - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 1.32%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.66%. This indicates that IBDV experiences smaller price fluctuations and is considered to be less risky 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
| IBDV | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.66% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 2.55% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.74% | 4.37% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 6.07% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.34% | 5.39% | +0.95% |