JAGG vs. BGRN
Compare and contrast key facts about JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) and iShares USD Green Bond ETF (BGRN).
JAGG and BGRN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JAGG is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Dec 12, 2018. BGRN is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI USD Green Bond Select Index. It was launched on Nov 13, 2018. Both JAGG and BGRN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JAGG vs. BGRN - Performance Comparison
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JAGG vs. BGRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JAGG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 0.10% | 7.27% | 1.26% | 5.41% | -13.26% | -1.79% | 7.31% | 8.31% | 1.00% |
BGRN iShares USD Green Bond ETF | -0.35% | 7.27% | 2.77% | 6.50% | -13.06% | -2.80% | 6.86% | 9.70% | 0.46% |
Returns By Period
In the year-to-date period, JAGG achieves a 0.10% return, which is significantly higher than BGRN's -0.35% return.
JAGG
- 1D
- -0.01%
- 1M
- -1.36%
- YTD
- 0.10%
- 6M
- 0.81%
- 1Y
- 4.21%
- 3Y*
- 3.61%
- 5Y*
- 0.14%
- 10Y*
- —
BGRN
- 1D
- -0.08%
- 1M
- -1.27%
- YTD
- -0.35%
- 6M
- 0.46%
- 1Y
- 4.44%
- 3Y*
- 4.34%
- 5Y*
- 0.29%
- 10Y*
- —
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JAGG vs. BGRN - Expense Ratio Comparison
JAGG has a 0.03% expense ratio, which is lower than BGRN's 0.20% 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%.
Return for Risk
JAGG vs. BGRN — Risk / Return Rank
JAGG
BGRN
JAGG vs. BGRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) and iShares USD Green Bond ETF (BGRN). 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.
| JAGG | BGRN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.26 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.80 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.01 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.65 | 6.94 | -2.30 |
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
| JAGG | BGRN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.26 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.05 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.44 | -0.11 |
Correlation
The correlation between JAGG and BGRN is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JAGG vs. BGRN - Dividend Comparison
JAGG's dividend yield for the trailing twelve months is around 4.28%, which matches BGRN's 4.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JAGG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 4.28% | 4.29% | 4.25% | 3.60% | 2.23% | 1.44% | 2.26% | 2.92% | 0.16% |
BGRN iShares USD Green Bond ETF | 4.27% | 4.21% | 4.07% | 3.52% | 2.66% | 0.78% | 1.82% | 3.66% | 0.21% |
Drawdowns
JAGG vs. BGRN - Drawdown Comparison
The maximum JAGG drawdown since its inception was -18.73%, roughly equal to the maximum BGRN drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for JAGG and BGRN.
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Drawdown Indicators
| JAGG | BGRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.73% | -19.16% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | -2.23% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -18.73% | +0.67% |
Current DrawdownCurrent decline from peak | -2.91% | -1.61% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -5.90% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.65% | +0.32% |
Volatility
JAGG vs. BGRN - Volatility Comparison
JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) has a higher volatility of 1.83% compared to iShares USD Green Bond ETF (BGRN) at 1.45%. This indicates that JAGG's price experiences larger fluctuations and is considered to be riskier than BGRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAGG | BGRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 1.45% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 2.04% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.47% | 3.53% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 5.46% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.84% | 5.03% | +0.81% |