USRT vs. AGG
Compare and contrast key facts about iShares Core U.S. REIT ETF (USRT) and iShares Core U.S. Aggregate Bond ETF (AGG).
USRT and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USRT is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT Equity REITs Index. It was launched on May 4, 2007. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both USRT and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USRT or AGG.
Performance
USRT vs. AGG - Performance Comparison
Returns By Period
In the year-to-date period, USRT achieves a 12.77% return, which is significantly higher than AGG's 1.78% return. Over the past 10 years, USRT has outperformed AGG with an annualized return of 6.41%, while AGG has yielded a comparatively lower 1.46% annualized return.
USRT
12.77%
-2.83%
14.19%
27.56%
4.98%
6.41%
AGG
1.78%
-1.56%
3.14%
6.66%
-0.23%
1.46%
Key characteristics
| USRT | AGG | |
|---|---|---|
| Sharpe Ratio | 1.66 | 1.29 |
| Sortino Ratio | 2.34 | 1.88 |
| Omega Ratio | 1.29 | 1.23 |
| Calmar Ratio | 1.12 | 0.52 |
| Martin Ratio | 7.62 | 4.35 |
| Ulcer Index | 3.56% | 1.71% |
| Daily Std Dev | 16.29% | 5.79% |
| Max Drawdown | -69.89% | -18.43% |
| Current Drawdown | -3.33% | -8.52% |
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USRT vs. AGG - Expense Ratio Comparison
USRT has a 0.08% expense ratio, which is higher than AGG's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between USRT and AGG is 0.04, 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.
Risk-Adjusted Performance
USRT vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) 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.
Dividends
USRT vs. AGG - Dividend Comparison
USRT's dividend yield for the trailing twelve months is around 2.80%, less than AGG's 3.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USRT iShares Core U.S. REIT ETF | 2.80% | 3.18% | 3.47% | 2.27% | 3.12% | 3.34% | 5.66% | 3.43% | 3.98% | 3.59% | 3.46% | 3.84% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.96% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
USRT vs. AGG - Drawdown Comparison
The maximum USRT drawdown since its inception was -69.89%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for USRT and AGG. For additional features, visit the drawdowns tool.
Volatility
USRT vs. AGG - Volatility Comparison
iShares Core U.S. REIT ETF (USRT) has a higher volatility of 5.10% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.64%. This indicates that USRT'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.