iShares Core U.S. Aggregate Bond ETF

10-Year Study

AGG.US · · US · ETF

Executive Summary: iShares Core U.S. Aggregate Bond ETF has compounded at 1.6% annually over the last 10 years, with a maximum drawdown of 17.1% and an annualized volatility of 6.5%.

1Y CAGR
+4.9%
3Y CAGR
+3.9%
5Y CAGR
+0.1%
10Y CAGR
+1.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +8.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.3-2.10.6————————-0.1%
20250.52.2-0.00.4-0.61.5-0.31.21.10.60.6-0.37.2%
2024-0.2-1.50.9-2.51.70.92.41.51.3-2.51.1-1.71.3%
20233.3-2.72.60.6-1.1-0.4-0.0-0.6-2.6-1.64.63.75.7%
2022-2.0-1.1-2.8-3.80.8-1.62.5-3.0-4.1-1.33.8-0.9-13.0%
2021-0.7-1.5-1.10.70.20.81.1-0.2-0.9-0.00.3-0.4-1.8%
20202.01.6-0.51.70.70.71.3-0.8-0.1-0.61.20.17.5%
20190.9-0.12.1-0.21.91.10.22.8-0.60.2-0.0-0.08.5%
2018-1.1-1.00.7-0.90.70.1-0.00.6-0.6-0.60.52.00.1%
20170.20.6-0.10.90.7-0.00.30.9-0.60.1-0.10.53.6%
2016———0.30.01.90.5-0.20.1-0.8-2.60.3-0.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 52.8% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110025.9138444507
2016-05-0110027.285823435765
2016-06-0110220.888616595741
2016-07-0110277.033308338085
2016-08-0110254.86875128623
2016-09-0110260.131946530666
2016-10-0110176.299299581073
2016-11-019915.209333241866
2016-12-019940.366223769772
2017-01-019961.525451392914
2017-02-0110025.866534830526
2017-03-0110020.343136675127
2017-04-0110111.272226650926
2017-05-0110180.758231282538
2017-06-0110178.913156095727
2017-07-0110212.928773001344
2017-08-0110309.05009379132
2017-09-0110250.102307053628
2017-10-0110260.155601340752
2017-11-0110244.93373104954
2017-12-0110293.638985019408
2018-01-0110177.83686223675
2018-02-0110075.151331647532
2018-03-0110142.780433687289
2018-04-0110047.439721630195
2018-05-0110113.945220190799
2018-06-0110124.353336629238
2018-07-0110121.408312773361
2018-08-0110178.92498350077
2018-09-0110115.955879048224
2018-10-0110050.763222447467
2018-11-0110103.395174891835
2018-12-0110303.562177851054
2019-01-0110397.412636872643
2019-02-0110385.608886639053
2019-03-0110606.048061843136
2019-04-0110584.7823875746
2019-05-0110787.07832344168
2019-06-0110905.600749384383
2019-07-0110925.423480237589
2019-08-0111229.494236505521
2019-09-0111160.859805037055
2019-10-0111184.112483352928
2019-11-0111180.280404118774
2019-12-0111174.969899254163
2020-01-0111401.713081346525
2020-02-0111582.447657818977
2020-03-0111521.43007519864
2020-04-0111719.456317844952
2020-05-0111798.309627271157
2020-06-0111876.02750581317
2020-07-0112034.349149727852
2020-08-0111935.270977676955
2020-09-0111923.680120734149
2020-10-0111857.080002933195
2020-11-0112000.167949151619
2020-12-0112010.481446349708
2021-01-0111921.054436814453
2021-02-0111740.071484836084
2021-03-0111605.463788033978
2021-04-0111690.443693272808
2021-05-0111714.216777410602
2021-06-0111811.225153578855
2021-07-0111943.053410195696
2021-08-0111919.091087577202
2021-09-0111809.805864973612
2021-10-0111808.741398519682
2021-11-0111840.675392137615
2021-12-0111798.132216195501
2022-01-0111562.341069244723
2022-02-0111429.921442375698
2022-03-0111108.452573288514
2022-04-0110685.67015259718
2022-05-0110766.971734867426
2022-06-0110599.767709764943
2022-07-0110868.758382673324
2022-08-0110538.146929487375
2022-09-0110101.396343439457
2022-10-019972.205598147355
2022-11-0110351.995401504919
2022-12-0110261.894229882177
2023-01-0110603.635271214225
2023-02-0110321.007600290479
2023-03-0110593.593804332142
2023-04-0110654.528595117172
2023-05-0110532.647186142065
2023-06-0110493.829642788713
2023-07-0110492.197460892685
2023-08-0110425.91668302791
2023-09-0110155.967990310988
2023-10-019996.487260702028
2023-11-0110455.567987472412
2023-12-0110842.182203540178
2024-01-0110825.78942014964
2024-02-0110666.19041649024
2024-03-0110762.477320950828
2024-04-0110496.100504557098
2024-05-0110671.311682874153
2024-06-0110765.78899436306
2024-07-0111026.216626019817
2024-08-0111187.329537524809
2024-09-0111336.390323290289
2024-10-0111050.88859294093
2024-11-0111173.692539509446
2024-12-0110984.465886215634
2025-01-0111041.142811184938
2025-02-0111288.205475142344
2025-03-0111285.260451286467
2025-04-0111333.930223041201
2025-05-0111265.1775175223
2025-06-0111429.117178832728
2025-07-0111399.004605591523
2025-08-0111534.71225106269
2025-09-0111664.896498378463
2025-10-0111736.724329208722
2025-11-0111807.807033521232
2025-12-0111774.91502009476
2026-01-0111804.388913463608
2026-02-0111955.566804731907
2026-03-0111701.206631862555
2026-04-0111765.902537451479
Annual Return Matrix
YearAnnual Return
20170.03553920985374548
20180.0009640121288581049
20190.08457344230680941
20200.07476633535731558
2021-0.017680326230281485
2022-0.13021027041928768
20230.05654784201227003
20240.013123159157848896
20250.07196063441473832
2026-0.0007653968311366333
Total Factor Risk
0.06488289465546158
VTI.US Exposure
-0.014210447213395379
VEA.US Exposure
0.011804368878707424
VWO.US Exposure
0.0016960407268416383
QQQ.US Exposure
0.0038087529924405363
VTV.US Exposure
0.014548053118904622
IJR.US Exposure
0.001870121388029607
QUAL.US Exposure
-0.030255388268258195
SHV.US Exposure
0.31205822086343843
TLT.US Exposure
0.07538999376270077
LQD.US Exposure
0.528211389082465
HYG.US Exposure
-0.020396187246818524
GLD.US Exposure
0.002434087008985508
USO.US Exposure
0.01042813995464504
VNQ.US Exposure
-0.0071582536884620745
BTC-USD.CC Exposure
0.0012508215282346562
CPER.US Exposure
-0.006203222632313126
VIX.INDX Exposure
-0.0007069737078595781
UUP.US Exposure
0.000717922753284178
TIP.US Exposure
0.1022936844896763
Idiosyncratic Exposure
0.012418876208753236
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$77
Avg Yield on Cost
0.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$77.240.77%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core U.S. Aggregate Bond ETF a high-risk investment?

iShares Core U.S. Aggregate Bond ETF (AGG.US) has an annualized volatility of 6.5% and experienced a maximum drawdown of 17.1% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of AGG.US?

Over the past 10 years, AGG.US has generated a Compound Annual Growth Rate (CAGR) of 1.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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