IMTB vs. AGG
IMTB (iShares Core 5-10 Year USD Bond ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - IMTB is a Intermediate Core-Plus Bond fund tracking the Bloomberg U.S. Universal 5-10 Years Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, IMTB returned 0.58%/yr vs 0.13%/yr for AGG. Their correlation of 0.82 suggests significant overlap in exposure. IMTB charges 0.06%/yr vs 0.03%/yr for AGG.
Performance
IMTB vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, IMTB achieves a 0.14% return, which is significantly lower than AGG's 0.42% return.
IMTB
- 1D
- 0.16%
- 1M
- 0.13%
- YTD
- 0.14%
- 6M
- 0.49%
- 1Y
- 5.66%
- 3Y*
- 4.82%
- 5Y*
- 0.58%
- 10Y*
- —
AGG
- 1D
- 0.16%
- 1M
- 0.22%
- YTD
- 0.42%
- 6M
- 0.49%
- 1Y
- 4.69%
- 3Y*
- 4.01%
- 5Y*
- 0.13%
- 10Y*
- 1.60%
IMTB vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMTB iShares Core 5-10 Year USD Bond ETF | 0.14% | 8.88% | 1.94% | 6.10% | -12.75% | -1.41% | 6.25% | 8.62% | -0.45% | 4.88% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.42% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between IMTB and AGG is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2016 | 0.82 |
The correlation between IMTB and AGG shifts across timeframes, from 0.82 (all time) to 0.95 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IMTB vs. AGG — Risk / Return Rank
IMTB
AGG
IMTB vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 5-10 Year USD Bond ETF (IMTB) 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.
| IMTB | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.70 | +0.29 |
| Martin ratioReturn relative to average drawdown | 6.13 | 5.21 | +0.92 |
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
| IMTB | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.24 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.02 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.23 |
Drawdowns
IMTB vs. AGG - Drawdown Comparison
The maximum IMTB drawdown since its inception was -18.15%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IMTB and AGG.
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Drawdown Indicators
| IMTB | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.15% | -18.43% | +0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -2.76% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -6.80% | -6.11% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -18.11% | -17.82% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -1.58% | -1.98% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -2.71% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.90% | +0.02% |
Volatility
IMTB vs. AGG - Volatility Comparison
iShares Core 5-10 Year USD Bond ETF (IMTB) has a higher volatility of 1.46% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.29%. This indicates that IMTB'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.
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Volatility by Period
| IMTB | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 1.29% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 2.74% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 3.85% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.28% | 6.09% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.18% | 5.40% | -0.22% |
IMTB vs. AGG - Expense Ratio Comparison
IMTB has a 0.06% 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%.
Dividends
IMTB vs. AGG - Dividend Comparison
IMTB's dividend yield for the trailing twelve months is around 4.52%, more than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
IMTB iShares Core 5-10 Year USD Bond ETF | 4.52% | 4.40% | 4.42% | 4.13% | 2.90% | 2.49% | 2.63% | 2.91% | 3.04% | 2.75% | 0.40% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, IMTB and AGG 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.
IMTB has higher volatility (1.46%) compared to AGG (1.29%). In terms of maximum drawdown, IMTB dropped -18.15% vs AGG's -18.43%.
On 5-year performance, IMTB leads with 0.58% vs 0.13% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IMTB has performed better with a 0.58% return vs 0.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.06% for IMTB.
IMTB has the higher dividend yield at 4.52%, compared with 3.98% for AGG.
IMTB is categorized as Intermediate Core-Plus Bond, while AGG is Total Bond Market. IMTB tracks Bloomberg U.S. Universal 5-10 Years Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.06% for IMTB and 0.03% for AGG.
IMTB currently has the higher Sharpe Ratio (1.41 vs 1.24), 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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