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AGG vs SGOV: Performance & Backtest Comparison
SGOV delivered the higher return - 2.43% CAGR vs -1.09% - over 2020-07-31 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| AGG | SGOV | |
|---|---|---|
| Name | iShares Core U.S. Aggregate Bond ETF | iShares 0-3 Month Treasury Bond ETF |
| CAGR | -1.09% | 2.43% |
| Total return | -6.46% | 15.76% |
| Volatility | 5.99% | 0.65% |
| Max drawdown | -20.55%Oct 2023 | -0.23%Jul 2026 |
| Sharpe | -0.64 | -1.15 |
| Sortino | -0.91 | -1.03 |
| Best year | 7.19% | 4.85% |
| Worst year | -14.64% | 0.03% |
| Final balance | $9,354 | $11,576 |
Correlation of monthly returns: 0.21. Wondering if you need both? Check their fund overlap →
All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.
Frequently asked questions
Which has performed better, AGG or SGOV?
Over 2020-07-31 to 2026-07-31, SGOV performed better: 2.43% annualized versus -1.09% for AGG, with dividends reinvested. Past performance does not guarantee future results.
How similar are AGG and SGOV?
Their monthly returns have a correlation of 0.21 over the common period. AGG is iShares Core U.S. Aggregate Bond ETF; SGOV is iShares 0-3 Month Treasury Bond ETF.
Which is riskier, AGG or SGOV?
Over the common period AGG had 5.99% annualized volatility and a -20.55% max drawdown, versus 0.65% and -0.23% for SGOV.