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XAGG.TO vs. BOND.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAGG.TO vs. BOND.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and State Street SPDR S&P/ASX iBoxx Australian Bond ETF (BOND.AX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XAGG.TO achieves a 2.48% return, which is significantly lower than BOND.AX's 9.17% return.


XAGG.TO

1D
0.03%
1M
-0.68%
6M
0.83%
YTD
2.48%
1Y
6.31%
3Y*
5.35%
5Y*
10Y*

BOND.AX

1D
-0.39%
1M
-0.45%
6M
6.78%
YTD
9.17%
1Y
12.27%
3Y*
6.66%
5Y*
0.64%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAGG.TO vs. BOND.AX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
2.48%1.66%10.15%1.14%-6.66%1.36%
BOND.AX
State Street SPDR S&P/ASX iBoxx Australian Bond ETF
9.17%6.65%0.99%2.53%-11.70%-2.97%

Correlation

The correlation between XAGG.TO and BOND.AX is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2021

0.00

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Return for Risk

XAGG.TO vs. BOND.AX — Risk / Return Rank

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

XAGG.TO
XAGG.TO Risk / Return Rank: 4444
Overall Rank
XAGG.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XAGG.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
XAGG.TO Omega Ratio Rank: 5656
Omega Ratio Rank
XAGG.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XAGG.TO Martin Ratio Rank: 3232
Martin Ratio Rank

BOND.AX
BOND.AX Risk / Return Rank: 1818
Overall Rank
BOND.AX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BOND.AX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BOND.AX Omega Ratio Rank: 1717
Omega Ratio Rank
BOND.AX Calmar Ratio Rank: 1919
Calmar Ratio Rank
BOND.AX Martin Ratio Rank: 1717
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.

XAGG.TO vs. BOND.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) and State Street SPDR S&P/ASX iBoxx Australian Bond ETF (BOND.AX). 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.


XAGG.TOBOND.AXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratioReturn relative to maximum drawdown

1.59

2.68

-1.09

Martin ratioReturn relative to average drawdown

3.58

8.30

-4.72

XAGG.TO vs. BOND.AX - Sharpe Ratio Comparison

The current XAGG.TO Sharpe Ratio is 1.26, which is comparable to the BOND.AX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XAGG.TO and BOND.AX, 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

XAGG.TO vs. BOND.AX - Drawdown Comparison

The maximum XAGG.TO drawdown since its inception was -12.65%, smaller than the maximum BOND.AX drawdown of -26.94%. Use the drawdown chart below to compare losses from any high point for XAGG.TO and BOND.AX.


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Drawdown Indicators


XAGG.TOBOND.AXDifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-26.94%

+14.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-4.39%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.64%

-7.75%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

Max Drawdown (10Y)

Largest decline over 10 years

-26.94%

Current Drawdown

Current decline from peak

-2.01%

-4.11%

+2.10%

Average Drawdown

Average peak-to-trough decline

-5.22%

-7.96%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.44%

+0.48%

Volatility

XAGG.TO vs. BOND.AX - Volatility Comparison

The current volatility for iShares U.S. Aggregate Bond Index ETF (XAGG.TO) is 1.46%, while State Street SPDR S&P/ASX iBoxx Australian Bond ETF (BOND.AX) has a volatility of 2.30%. This indicates that XAGG.TO experiences smaller price fluctuations and is considered to be less risky than BOND.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAGG.TOBOND.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

2.30%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

7.66%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

9.24%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

12.53%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

12.25%

-5.22%

XAGG.TO vs. BOND.AX - Expense Ratio Comparison

Both XAGG.TO and BOND.AX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XAGG.TO vs. BOND.AX - Dividend Comparison

XAGG.TO's dividend yield for the trailing twelve months is around 4.10%, which matches BOND.AX's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND.AX
State Street SPDR S&P/ASX iBoxx Australian Bond ETF
4.09%2.90%1.06%0.17%0.73%1.87%1.60%1.76%2.62%2.67%3.64%3.41%
XAGG.TO
iShares U.S. Aggregate Bond Index ETF
4.10%3.87%3.07%2.59%1.67%1.04%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XAGG.TO and BOND.AX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XAGG.TO and BOND.AX have the same expense ratio: 0.10% per year.

XAGG.TO tracks Bloomberg US Aggregate Bond Index, while BOND.AX tracks S&P/ASX iBoxx Australian Fixed Interest Diversified 0+ Index. They also come from different issuers: iShares and SPDR.

Portfolio Optimizer

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