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IMTB vs. IAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTB vs. IAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 5-10 Year USD Bond ETF (IMTB) 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

In the year-to-date period, IMTB achieves a -0.02% return, which is significantly lower than IAGG's 0.92% return.


IMTB

1D
-0.31%
1M
-0.07%
YTD
-0.02%
6M
0.07%
1Y
5.97%
3Y*
4.75%
5Y*
0.55%
10Y*

IAGG

1D
-0.20%
1M
0.66%
YTD
0.92%
6M
0.72%
1Y
2.30%
3Y*
4.59%
5Y*
1.11%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTB vs. IAGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMTB
iShares Core 5-10 Year USD Bond ETF
-0.02%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%
IAGG
iShares Core International Aggregate Bond ETF
0.92%3.26%4.51%8.49%-10.86%-1.87%4.63%7.99%3.38%2.09%

Correlation

The correlation between IMTB and IAGG is 0.75, 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

0.75

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

0.77

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

0.76

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2016

0.63

The correlation between IMTB and IAGG shifts across timeframes, from 0.63 (all time) to 0.77 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IMTB vs. IAGG — Risk / Return Rank

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

IMTB
IMTB Risk / Return Rank: 4242
Overall Rank
IMTB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IMTB Omega Ratio Rank: 4040
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IMTB Martin Ratio Rank: 4040
Martin Ratio Rank

IAGG
IAGG Risk / Return Rank: 2222
Overall Rank
IAGG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2222
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2323
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.

IMTB vs. IAGG - 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 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.


IMTBIAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.26

1.15

+0.12

Calmar ratioReturn relative to maximum drawdown

2.10

1.00

+1.10

Martin ratioReturn relative to average drawdown

6.51

2.99

+3.51

IMTB vs. IAGG - Sharpe Ratio Comparison

The current IMTB Sharpe Ratio is 1.48, which is higher than the IAGG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IMTB 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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Sharpe Ratios by Period


IMTBIAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.81

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.25

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.62

-0.25

Drawdowns

IMTB vs. IAGG - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.15%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for IMTB and IAGG.


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Drawdown Indicators


IMTBIAGGDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-13.88%

-4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.32%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-2.32%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-13.57%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

Current Drawdown

Current decline from peak

-1.74%

-0.98%

-0.76%

Average Drawdown

Average peak-to-trough decline

-4.13%

-2.85%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.77%

+0.15%

Volatility

IMTB vs. IAGG - Volatility Comparison

iShares Core 5-10 Year USD Bond ETF (IMTB) has a higher volatility of 1.45% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.18%. This indicates that IMTB'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


IMTBIAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.18%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.40%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

2.84%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

4.51%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

4.05%

+1.13%

IMTB vs. IAGG - Expense Ratio Comparison

IMTB 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

IMTB vs. IAGG - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.52%, more than IAGG's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IAGG
iShares Core International Aggregate Bond ETF
3.66%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%
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


IMTB and IAGG have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTB has higher volatility (1.45%) compared to IAGG (1.18%). In terms of maximum drawdown, IMTB dropped -18.15% vs IAGG's -13.88%.

On 5-year performance, IAGG leads with 1.11% vs 0.55% for IMTB. On fees, IMTB is cheaper at 0.06% per year. On volatility, IAGG has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IAGG has performed better with a 1.11% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IMTB has the higher dividend yield at 4.52%, compared with 3.66% for IAGG.

IMTB is categorized as Intermediate Core-Plus Bond, while IAGG is Global Bonds. IMTB tracks Bloomberg U.S. Universal 5-10 Years Index, while IAGG tracks Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. Their fees differ too: 0.06% for IMTB and 0.07% for IAGG.

IMTB currently has the higher Sharpe Ratio (1.48 vs 0.81), 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 IMTB 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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