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IBGA vs. MAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. MAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Madison Aggregate Bond ETF (MAGG). 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 MAGG's 0.15% return.


IBGA

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

MAGG

1D
-0.02%
1M
0.24%
YTD
0.15%
6M
0.22%
1Y
5.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. MAGG - Yearly Performance Comparison


2026 (YTD)20252024
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
-0.37%6.09%-1.41%
MAGG
Madison Aggregate Bond ETF
0.15%7.28%1.92%

Correlation

The correlation between IBGA and MAGG is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.85

The correlation between IBGA and MAGG has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

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Return for Risk

IBGA vs. MAGG — 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

MAGG
MAGG Risk / Return Rank: 4040
Overall Rank
MAGG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MAGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
MAGG Omega Ratio Rank: 4040
Omega Ratio Rank
MAGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
MAGG Martin Ratio Rank: 3838
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. MAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Madison Aggregate Bond ETF (MAGG). 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.


IBGAMAGGDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratioReturn relative to maximum drawdown

0.81

1.92

-1.11

Martin ratioReturn relative to average drawdown

2.23

5.88

-3.65

IBGA vs. MAGG - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.65, which is lower than the MAGG Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of IBGA and MAGG, 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


IBGAMAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.37

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.05

-0.83

Drawdowns

IBGA vs. MAGG - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, which is greater than MAGG's maximum drawdown of -4.56%. Use the drawdown chart below to compare losses from any high point for IBGA and MAGG.


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Drawdown Indicators


IBGAMAGGDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-4.56%

-7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-2.86%

-3.74%

Current Drawdown

Current decline from peak

-4.67%

-1.52%

-3.15%

Average Drawdown

Average peak-to-trough decline

-5.05%

-1.25%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

0.93%

+1.47%

Volatility

IBGA vs. MAGG - Volatility Comparison

iShares iBonds Dec 2044 Term Treasury ETF (IBGA) has a higher volatility of 2.59% compared to Madison Aggregate Bond ETF (MAGG) at 1.17%. This indicates that IBGA's price experiences larger fluctuations and is considered to be riskier than MAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGAMAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.17%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

2.58%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

3.99%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

4.75%

+5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

4.75%

+5.11%

IBGA vs. MAGG - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than MAGG's 0.40% expense ratio.


Dividends

IBGA vs. MAGG - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.66%, less than MAGG's 4.74% yield.


PositionTTM202520242023
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%0.00%
MAGG
Madison Aggregate Bond ETF
4.74%4.80%5.13%1.49%

Frequently Asked Questions


IBGA and MAGG have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBGA has higher volatility (2.59%) compared to MAGG (1.17%). In terms of maximum drawdown, IBGA dropped -11.69% vs MAGG's -4.56%.

On 1-year performance, MAGG leads with 5.46% vs 5.33% for IBGA. On fees, IBGA is cheaper at 0.07% per year. On volatility, MAGG has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MAGG has performed better with a 5.46% return vs 5.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.40% for MAGG.

MAGG has the higher dividend yield at 4.74%, compared with 4.66% for IBGA.

They also come from different issuers: iShares and Madison. Their fees differ too: 0.07% for IBGA and 0.40% for MAGG.

MAGG currently has the higher Sharpe Ratio (1.37 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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