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JAGG vs. XAGG.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGG vs. XAGG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) and iShares U.S. Aggregate Bond Index ETF (XAGG.TO). The values are adjusted to include any dividend payments, if applicable.

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JAGG vs. XAGG.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JAGG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.10%7.27%1.26%5.41%-13.26%-1.05%
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
0.17%6.52%1.50%3.94%-11.98%-1.50%
Different Trading Currencies

JAGG is traded in USD, while XAGG.TO is traded in CAD. To make them comparable, the XAGG.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JAGG achieves a 0.10% return, which is significantly lower than XAGG.TO's 0.17% return.


JAGG

1D
-0.01%
1M
-1.36%
YTD
0.10%
6M
0.81%
1Y
4.21%
3Y*
3.61%
5Y*
0.14%
10Y*

XAGG.TO

1D
0.51%
1M
-1.00%
YTD
0.17%
6M
1.27%
1Y
3.97%
3Y*
3.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAGG vs. XAGG.TO - Expense Ratio Comparison

JAGG has a 0.03% expense ratio, which is lower than XAGG.TO's 0.10% 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. XAGG.TO — Risk / Return Rank

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

JAGG
JAGG Risk / Return Rank: 4949
Overall Rank
JAGG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JAGG Sortino Ratio Rank: 4646
Sortino Ratio Rank
JAGG Omega Ratio Rank: 4141
Omega Ratio Rank
JAGG Calmar Ratio Rank: 6363
Calmar Ratio Rank
JAGG Martin Ratio Rank: 4646
Martin Ratio Rank

XAGG.TO
XAGG.TO Risk / Return Rank: 1717
Overall Rank
XAGG.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 1414
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 1919
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.

JAGG vs. XAGG.TO - 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 U.S. Aggregate Bond Index ETF (XAGG.TO). 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.


JAGGXAGG.TODifference

Sharpe ratio

Return per unit of total volatility

0.95

1.17

-0.23

Sortino ratio

Return per unit of downside risk

1.33

1.70

-0.37

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.73

3.02

-1.30

Martin ratio

Return relative to average drawdown

4.65

8.60

-3.95

JAGG vs. XAGG.TO - Sharpe Ratio Comparison

The current JAGG Sharpe Ratio is 0.95, which is comparable to the XAGG.TO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of JAGG and XAGG.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JAGGXAGG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.17

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.12

+0.44

Correlation

The correlation between JAGG and XAGG.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JAGG vs. XAGG.TO - Dividend Comparison

JAGG's dividend yield for the trailing twelve months is around 4.28%, more than XAGG.TO's 3.96% yield.


TTM20252024202320222021202020192018
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%
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
3.96%3.86%3.06%2.29%1.62%1.02%0.00%0.00%0.00%

Drawdowns

JAGG vs. XAGG.TO - Drawdown Comparison

The maximum JAGG drawdown since its inception was -18.73%, which is greater than XAGG.TO's maximum drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for JAGG and XAGG.TO.


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Drawdown Indicators


JAGGXAGG.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.73%

-12.50%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-5.57%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Current Drawdown

Current decline from peak

-2.91%

-1.33%

-1.58%

Average Drawdown

Average peak-to-trough decline

-6.30%

-4.54%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

3.45%

-2.48%

Volatility

JAGG vs. XAGG.TO - Volatility Comparison

JPMorgan BetaBuilders U.S. Aggregate Bond ETF (JAGG) has a higher volatility of 1.83% compared to iShares U.S. Aggregate Bond Index ETF (XAGG.TO) at 1.64%. This indicates that JAGG's price experiences larger fluctuations and is considered to be riskier than XAGG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGGXAGG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.64%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

3.08%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

5.07%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

8.45%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.84%

8.45%

-2.61%