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IGLB vs. IAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLB vs. IAGG - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with IGLB having a 1.43% return and IAGG slightly higher at 1.50%. Both investments have delivered pretty close results over the past 10 years, with IGLB having a 2.23% annualized return and IAGG not far behind at 2.19%.


IGLB

1D
0.24%
1M
1.60%
YTD
1.43%
6M
1.25%
1Y
6.60%
3Y*
4.34%
5Y*
-2.03%
10Y*
2.23%

IAGG

1D
0.02%
1M
0.84%
YTD
1.50%
6M
1.50%
1Y
2.49%
3Y*
4.72%
5Y*
1.19%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLB vs. IAGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
1.43%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%12.15%
IAGG
iShares Core International Aggregate Bond ETF
1.50%3.26%4.51%8.49%-10.86%-1.87%4.63%7.99%3.38%2.09%

Correlation

The correlation between IGLB and IAGG is 0.74, 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

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2015

0.65

The correlation between IGLB and IAGG shifts across timeframes, from 0.65 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLB vs. IAGG — Risk / Return Rank

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

IGLB
IGLB Risk / Return Rank: 2525
Overall Rank
IGLB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2424
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2222
Omega Ratio Rank
IGLB Calmar Ratio Rank: 2727
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2525
Martin Ratio Rank

IAGG
IAGG Risk / Return Rank: 2424
Overall Rank
IAGG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2424
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
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.

IGLB vs. IAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and iShares Core International Aggregate Bond ETF (IAGG). 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.


IGLBIAGGDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.28

1.08

+0.20

Martin ratioReturn relative to average drawdown

3.15

3.16

-0.01

IGLB vs. IAGG - Sharpe Ratio Comparison

The current IGLB Sharpe Ratio is 0.86, which is comparable to the IAGG Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of IGLB and IAGG, 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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Drawdowns

IGLB vs. IAGG - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for IGLB and IAGG.


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Drawdown Indicators


IGLBIAGGDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-13.88%

-20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-2.32%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-2.32%

-10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-13.57%

-20.55%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-13.88%

-20.24%

Current Drawdown

Current decline from peak

-13.20%

-0.41%

-12.79%

Average Drawdown

Average peak-to-trough decline

-8.12%

-2.84%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

0.79%

+1.31%

Volatility

IGLB vs. IAGG - Volatility Comparison

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a higher volatility of 1.89% compared to iShares Core International Aggregate Bond ETF (IAGG) at 0.74%. This indicates that IGLB's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLBIAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

0.74%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

2.46%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

7.74%

2.86%

+4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

4.51%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

4.05%

+8.49%

IGLB vs. IAGG - Expense Ratio Comparison

IGLB has a 0.06% expense ratio, which is lower than IAGG's 0.07% 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

IGLB vs. IAGG - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.23%, more than IAGG's 3.64% 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%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.23%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%

Frequently Asked Questions


IGLB and IAGG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGLB has higher volatility (1.89%) compared to IAGG (0.74%). In terms of maximum drawdown, IGLB dropped -34.12% vs IAGG's -13.88%.

On 10-year performance, IGLB leads with 2.23% vs 2.19% for IAGG. On fees, IGLB is cheaper at 0.06% per year. On volatility, IAGG has been the lower-risk option at 0.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGLB has performed better with a 2.23% return vs 2.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB is cheaper with a 0.06% expense ratio, compared with 0.07% for IAGG.

IGLB has the higher dividend yield at 5.23%, compared with 3.64% for IAGG.

IGLB is categorized as Corporate Bonds, while IAGG is Global Bonds. IGLB tracks ICE BofAML10+ Year US Corporate Index, while IAGG tracks Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. Their fees differ too: 0.06% for IGLB and 0.07% for IAGG.

IAGG currently has the higher Sharpe Ratio (0.87 vs 0.86), 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.

Portfolio Optimizer

Find the right allocation for IGLB and IAGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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