RSBT vs. AGG
Compare and contrast key facts about Return Stacked Bonds & Managed Futures ETF (RSBT) and iShares Core U.S. Aggregate Bond ETF (AGG).
RSBT and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023. AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Performance
RSBT vs. AGG - Performance Comparison
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RSBT vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 4.97% | 10.31% | -2.90% | -11.91% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.09% | 7.19% | 1.31% | 3.01% |
Returns By Period
In the year-to-date period, RSBT achieves a 4.97% return, which is significantly higher than AGG's 0.09% return.
RSBT
- 1D
- -0.21%
- 1M
- -3.64%
- YTD
- 4.97%
- 6M
- 10.23%
- 1Y
- 15.31%
- 3Y*
- 2.83%
- 5Y*
- —
- 10Y*
- —
AGG
- 1D
- 0.07%
- 1M
- -1.33%
- YTD
- 0.09%
- 6M
- 0.78%
- 1Y
- 4.05%
- 3Y*
- 3.62%
- 5Y*
- 0.24%
- 10Y*
- 1.66%
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RSBT vs. AGG - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is higher than AGG's 0.03% expense ratio.
Return for Risk
RSBT vs. AGG — Risk / Return Rank
RSBT
AGG
RSBT vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) 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.
| RSBT | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.93 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.32 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.76 | 0.00 |
Martin ratioReturn relative to average drawdown | 3.94 | 4.89 | -0.95 |
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
| RSBT | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.93 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.60 | -0.62 |
Correlation
The correlation between RSBT and AGG is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RSBT vs. AGG - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 3.05%, less than AGG's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 3.05% | 3.20% | 0.00% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.95% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
Drawdowns
RSBT vs. AGG - Drawdown Comparison
The maximum RSBT drawdown since its inception was -23.60%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for RSBT and AGG.
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Drawdown Indicators
| RSBT | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.60% | -18.43% | -5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -2.52% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -4.76% | -2.30% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -13.21% | -2.71% | -10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 0.91% | +2.75% |
Volatility
RSBT vs. AGG - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 3.35% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.67%. This indicates that RSBT'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
| RSBT | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 1.67% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 2.55% | +8.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 4.37% | +10.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 6.07% | +7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 5.39% | +8.51% |