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

Correlation

The correlation between IUSB and AGG is -0.01. 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: -0.0

Performance

IUSB vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Total USD Bond Market ETF (IUSB) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

16.00%18.00%20.00%22.00%24.00%NovemberDecember2025FebruaryMarchApril
22.85%
19.75%
IUSB
AGG

Key characteristics

Sharpe Ratio

IUSB:

1.39

AGG:

1.28

Sortino Ratio

IUSB:

2.04

AGG:

1.87

Omega Ratio

IUSB:

1.24

AGG:

1.22

Calmar Ratio

IUSB:

0.61

AGG:

0.53

Martin Ratio

IUSB:

3.79

AGG:

3.30

Ulcer Index

IUSB:

1.86%

AGG:

2.09%

Daily Std Dev

IUSB:

5.06%

AGG:

5.38%

Max Drawdown

IUSB:

-17.98%

AGG:

-18.43%

Current Drawdown

IUSB:

-4.96%

AGG:

-6.78%

Returns By Period

In the year-to-date period, IUSB achieves a 2.22% return, which is significantly lower than AGG's 2.37% return. Over the past 10 years, IUSB has outperformed AGG with an annualized return of 1.64%, while AGG has yielded a comparatively lower 1.38% annualized return.


IUSB

YTD

2.22%

1M

0.02%

6M

1.45%

1Y

7.14%

5Y*

-0.28%

10Y*

1.64%

AGG

YTD

2.37%

1M

0.12%

6M

1.37%

1Y

6.95%

5Y*

-0.87%

10Y*

1.38%

*Annualized

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IUSB vs. AGG - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is higher than AGG's 0.05% 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%.


Expense ratio chart for IUSB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSB: 0.06%
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

IUSB vs. AGG — Risk-Adjusted Performance Rank

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

IUSB
The Risk-Adjusted Performance Rank of IUSB is 8383
Overall Rank
The Sharpe Ratio Rank of IUSB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of IUSB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IUSB is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IUSB is 8080
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 8080
Overall Rank
The Sharpe Ratio Rank of AGG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 7777
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.

IUSB vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Total USD Bond Market ETF (IUSB) 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 IUSB, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.00
IUSB: 1.39
AGG: 1.28
The chart of Sortino ratio for IUSB, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.00
IUSB: 2.04
AGG: 1.87
The chart of Omega ratio for IUSB, currently valued at 1.24, compared to the broader market0.501.001.502.00
IUSB: 1.24
AGG: 1.22
The chart of Calmar ratio for IUSB, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
IUSB: 0.61
AGG: 0.53
The chart of Martin ratio for IUSB, currently valued at 3.79, compared to the broader market0.0020.0040.0060.00
IUSB: 3.79
AGG: 3.30

The current IUSB Sharpe Ratio is 1.39, which is comparable to the AGG Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IUSB 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.39
1.28
IUSB
AGG

Dividends

IUSB vs. AGG - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.09%, more than AGG's 3.78% yield.


TTM20242023202220212020201920182017201620152014
IUSB
iShares Core Total USD Bond Market ETF
4.09%4.04%3.46%2.53%1.74%2.45%3.04%2.98%2.56%2.60%1.95%1.39%
AGG
iShares Core U.S. Aggregate Bond ETF
3.78%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

IUSB vs. AGG - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.98%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IUSB and AGG. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%NovemberDecember2025FebruaryMarchApril
-4.96%
-6.78%
IUSB
AGG

Volatility

IUSB vs. AGG - Volatility Comparison

iShares Core Total USD Bond Market ETF (IUSB) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 2.18% and 2.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
2.18%
2.24%
IUSB
AGG