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IYW vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. AGG - Performance Comparison

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

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Returns By Period

In the year-to-date period, IYW achieves a 29.03% return, which is significantly higher than AGG's 0.25% return. Over the past 10 years, IYW has outperformed AGG with an annualized return of 26.11%, while AGG has yielded a comparatively lower 1.57% annualized return.


IYW

1D
-0.92%
1M
16.53%
YTD
29.03%
6M
28.22%
1Y
59.52%
3Y*
35.24%
5Y*
22.87%
10Y*
26.11%

AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF
29.03%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%
AGG
iShares Core U.S. Aggregate Bond ETF
0.25%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between IYW and AGG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.16

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

0.15

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2003

-0.09

The correlation between IYW and AGG shifts across timeframes, from -0.09 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IYW vs. AGG — Risk / Return Rank

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

IYW
IYW Risk / Return Rank: 7575
Overall Rank
IYW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IYW Martin Ratio Rank: 6060
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
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.

IYW vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) 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.


IYWAGGDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.48

1.24

+0.25

Calmar ratioReturn relative to maximum drawdown

3.36

1.87

+1.49

Martin ratioReturn relative to average drawdown

11.00

5.73

+5.27

IYW vs. AGG - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.98, which is higher than the AGG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IYW and AGG, 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


IYWAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

1.34

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.02

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

0.29

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.59

-0.24

Drawdowns

IYW vs. AGG - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for IYW and AGG.


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Drawdown Indicators


IYWAGGDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-18.43%

-63.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-2.76%

-15.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-6.11%

-20.36%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-17.82%

-21.62%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-18.43%

-21.01%

Current Drawdown

Current decline from peak

-0.92%

-2.14%

+1.22%

Average Drawdown

Average peak-to-trough decline

-34.66%

-2.71%

-31.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

0.90%

+4.53%

Volatility

IYW vs. AGG - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 6.30% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.30%. This indicates that IYW'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


IYWAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

1.30%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.85%

2.74%

+13.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.09%

3.85%

+16.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.87%

6.09%

+19.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.09%

5.40%

+19.69%

IYW vs. AGG - Expense Ratio Comparison

IYW has a 0.38% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

IYW vs. AGG - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.11%, less than AGG's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


IYW and AGG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (6.30%) compared to AGG (1.30%). In terms of maximum drawdown, IYW dropped -81.90% vs AGG's -18.43%.

On 10-year performance, IYW leads with 26.11% vs 1.57% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYW has performed better with a 26.11% return vs 1.57%. 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 0.38% for IYW.

AGG has the higher dividend yield at 3.99%, compared with 0.11% for IYW.

IYW is categorized as Technology Equities, while AGG is Total Bond Market. IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.38% for IYW and 0.03% for AGG.

IYW currently has the higher Sharpe Ratio (2.98 vs 1.34), 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 IYW and AGG

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