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IBGA vs. BBAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. BBAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGA achieves a -0.37% return, which is significantly lower than BBAG's 0.17% return.


IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
3Y*
5Y*
10Y*

BBAG

1D
-0.23%
1M
0.21%
YTD
0.17%
6M
0.02%
1Y
5.12%
3Y*
3.86%
5Y*
-0.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. BBAG - Yearly Performance Comparison


2026 (YTD)20252024
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
-0.37%6.09%-1.41%
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.17%7.27%1.71%

Correlation

The correlation between IBGA and BBAG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.94

The correlation between IBGA and BBAG has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

IBGA vs. BBAG — Risk / Return Rank

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

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
Martin Ratio Rank

BBAG
BBAG Risk / Return Rank: 3737
Overall Rank
BBAG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BBAG Sortino Ratio Rank: 3838
Sortino Ratio Rank
BBAG Omega Ratio Rank: 3535
Omega Ratio Rank
BBAG Calmar Ratio Rank: 3838
Calmar Ratio Rank
BBAG Martin Ratio Rank: 3636
Martin Ratio Rank
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.

IBGA vs. BBAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). 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.


IBGABBAGDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratioReturn relative to maximum drawdown

0.81

1.85

-1.04

Martin ratioReturn relative to average drawdown

2.23

5.54

-3.31

IBGA vs. BBAG - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.65, which is lower than the BBAG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IBGA and BBAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBGABBAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.31

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.32

-0.11

Drawdowns

IBGA vs. BBAG - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, smaller than the maximum BBAG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for IBGA and BBAG.


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Drawdown Indicators


IBGABBAGDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-18.73%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-2.78%

-3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Current Drawdown

Current decline from peak

-4.67%

-2.84%

-1.83%

Average Drawdown

Average peak-to-trough decline

-5.05%

-6.22%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

0.93%

+1.47%

Volatility

IBGA vs. BBAG - Volatility Comparison

iShares iBonds Dec 2044 Term Treasury ETF (IBGA) has a higher volatility of 2.59% compared to JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) at 1.24%. This indicates that IBGA's price experiences larger fluctuations and is considered to be riskier than BBAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGABBAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.24%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

2.82%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

3.92%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

5.93%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

5.80%

+4.06%

IBGA vs. BBAG - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is higher than BBAG'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

IBGA vs. BBAG - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.66%, more than BBAG's 4.37% yield.


PositionTTM20252024202320222021202020192018
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.37%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, IBGA and BBAG 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.

IBGA has higher volatility (2.59%) compared to BBAG (1.24%). In terms of maximum drawdown, IBGA dropped -11.69% vs BBAG's -18.73%.

On 1-year performance, IBGA leads with 5.33% vs 5.12% for BBAG. On fees, BBAG is cheaper at 0.03% per year. On volatility, BBAG has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGA has performed better with a 5.33% return vs 5.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBAG is cheaper with a 0.03% expense ratio, compared with 0.07% for IBGA.

IBGA has the higher dividend yield at 4.66%, compared with 4.37% for BBAG.

IBGA tracks ICE 2044 Maturity US Treasury Index, while BBAG tracks Bloomberg US Aggregate Bond Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for IBGA and 0.03% for BBAG.

BBAG currently has the higher Sharpe Ratio (1.31 vs 0.65), 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.

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