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SPAB vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPAB vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Aggregate Bond ETF (SPAB) 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

The year-to-date returns for both stocks are quite close, with SPAB having a 0.53% return and AGG slightly lower at 0.52%. Both investments have delivered pretty close results over the past 10 years, with SPAB having a 1.54% annualized return and AGG not far ahead at 1.57%.


SPAB

1D
-0.08%
1M
1.06%
YTD
0.53%
6M
0.89%
1Y
4.87%
3Y*
4.18%
5Y*
0.04%
10Y*
1.54%

AGG

1D
-0.12%
1M
1.09%
YTD
0.52%
6M
0.93%
1Y
4.87%
3Y*
4.19%
5Y*
0.06%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPAB vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPAB
SPDR Portfolio Aggregate Bond ETF
0.53%7.25%1.25%5.56%-13.04%-1.77%7.39%8.67%-0.18%3.71%
AGG
iShares Core U.S. Aggregate Bond ETF
0.52%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between SPAB and AGG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.99

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

0.96

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.86

The correlation between SPAB and AGG shifts across timeframes, from 0.86 (all time) to 0.99 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPAB vs. AGG — Risk / Return Rank

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

SPAB
SPAB Risk / Return Rank: 3737
Overall Rank
SPAB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPAB Sortino Ratio Rank: 4040
Sortino Ratio Rank
SPAB Omega Ratio Rank: 3636
Omega Ratio Rank
SPAB Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPAB Martin Ratio Rank: 3535
Martin Ratio Rank

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

SPAB vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Aggregate Bond ETF (SPAB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPABAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

1.65

1.63

+0.01

Martin ratioReturn relative to average drawdown

4.71

4.82

-0.11

SPAB vs. AGG - Sharpe Ratio Comparison

The current SPAB Sharpe Ratio is 1.21, which is comparable to the AGG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SPAB 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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Drawdowns

SPAB vs. AGG - Drawdown Comparison

The maximum SPAB drawdown since its inception was -18.56%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SPAB and AGG.


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Drawdown Indicators


SPABAGGDifference

Max Drawdown

Largest peak-to-trough decline

-18.56%

-18.43%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-2.76%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

-6.11%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-17.82%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.56%

-18.43%

-0.13%

Current Drawdown

Current decline from peak

-2.04%

-1.88%

-0.16%

Average Drawdown

Average peak-to-trough decline

-3.08%

-2.71%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.94%

+0.02%

Volatility

SPAB vs. AGG - Volatility Comparison

The current volatility for SPDR Portfolio Aggregate Bond ETF (SPAB) is 1.23%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.37%. This indicates that SPAB experiences smaller price fluctuations and is considered to be less risky 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


SPABAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.37%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

2.81%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

3.82%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.09%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

5.41%

+0.13%

SPAB vs. AGG - Expense Ratio Comparison

Both SPAB and AGG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPAB vs. AGG - Dividend Comparison

SPAB's dividend yield for the trailing twelve months is around 4.04%, more than AGG's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.98%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
SPAB
SPDR Portfolio Aggregate Bond ETF
4.04%3.97%3.86%3.34%2.59%2.11%2.43%2.92%2.96%2.67%2.63%2.59%

Frequently Asked Questions


With a correlation of 0.98, SPAB and AGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AGG has higher volatility (1.37%) compared to SPAB (1.23%). In terms of maximum drawdown, SPAB dropped -18.56% vs AGG's -18.43%.

On 10-year performance, AGG leads with 1.57% vs 1.54% for SPAB. Both ETFs have the same 0.03% expense ratio. On volatility, SPAB has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGG has performed better with a 1.57% return vs 1.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPAB and AGG have the same expense ratio: 0.03% per year.

SPAB has the higher dividend yield at 4.04%, compared with 3.98% for AGG.

Both ETFs track Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: State Street and iShares.

SPAB currently has the higher Sharpe Ratio (1.21 vs 1.19), 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 SPAB and AGG

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