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IBND vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBND and AGG is -0.09. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

IBND vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
21.30%
39.80%
IBND
AGG

Key characteristics

Sharpe Ratio

IBND:

1.37

AGG:

1.31

Sortino Ratio

IBND:

2.15

AGG:

1.91

Omega Ratio

IBND:

1.25

AGG:

1.23

Calmar Ratio

IBND:

0.52

AGG:

0.54

Martin Ratio

IBND:

3.22

AGG:

3.38

Ulcer Index

IBND:

3.68%

AGG:

2.09%

Daily Std Dev

IBND:

8.66%

AGG:

5.38%

Max Drawdown

IBND:

-35.63%

AGG:

-18.43%

Current Drawdown

IBND:

-12.54%

AGG:

-6.44%

Returns By Period

In the year-to-date period, IBND achieves a 11.00% return, which is significantly higher than AGG's 2.74% return. Over the past 10 years, IBND has underperformed AGG with an annualized return of 0.70%, while AGG has yielded a comparatively higher 1.45% annualized return.


IBND

YTD

11.00%

1M

6.87%

6M

6.92%

1Y

12.27%

5Y*

1.02%

10Y*

0.70%

AGG

YTD

2.74%

1M

0.73%

6M

1.95%

1Y

7.65%

5Y*

-0.80%

10Y*

1.45%

*Annualized

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IBND vs. AGG - Expense Ratio Comparison

IBND has a 0.50% expense ratio, which is higher than AGG's 0.05% expense ratio.


Expense ratio chart for IBND: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBND: 0.50%
Expense ratio chart for AGG: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGG: 0.05%

Risk-Adjusted Performance

IBND vs. AGG — Risk-Adjusted Performance Rank

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

IBND
The Risk-Adjusted Performance Rank of IBND is 8080
Overall Rank
The Sharpe Ratio Rank of IBND is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of IBND is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IBND is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IBND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of IBND is 7575
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 7979
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBND vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) 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.


The chart of Sharpe ratio for IBND, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.00
IBND: 1.37
AGG: 1.31
The chart of Sortino ratio for IBND, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.00
IBND: 2.15
AGG: 1.91
The chart of Omega ratio for IBND, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
IBND: 1.25
AGG: 1.23
The chart of Calmar ratio for IBND, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
IBND: 0.52
AGG: 0.54
The chart of Martin ratio for IBND, currently valued at 3.22, compared to the broader market0.0020.0040.0060.00
IBND: 3.22
AGG: 3.38

The current IBND Sharpe Ratio is 1.37, which is comparable to the AGG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IBND and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.37
1.31
IBND
AGG

Dividends

IBND vs. AGG - Dividend Comparison

IBND's dividend yield for the trailing twelve months is around 2.31%, less than AGG's 3.76% yield.


TTM20242023202220212020201920182017201620152014
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.31%2.61%2.08%0.54%0.37%0.45%0.67%0.71%0.34%0.01%0.01%1.66%
AGG
iShares Core U.S. Aggregate Bond ETF
3.76%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

IBND vs. AGG - Drawdown Comparison

The maximum IBND drawdown since its inception was -35.63%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IBND and AGG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-12.54%
-6.44%
IBND
AGG

Volatility

IBND vs. AGG - Volatility Comparison

SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a higher volatility of 4.01% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 2.25%. This indicates that IBND'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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%NovemberDecember2025FebruaryMarchApril
4.01%
2.25%
IBND
AGG