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AGG vs SGOV: Performance & Backtest Comparison
SGOV delivered the higher return - 2.99% CAGR vs -0.02% - over 2020-07-31 → 2026-06-30.
Growth comparison
Drawdown
Annual returns
| AGG | SGOV | |
|---|---|---|
| Name | iShares Core U.S. Aggregate Bond ETF | iShares 0-3 Month Treasury Bond ETF |
| CAGR | -0.02% | 2.99% |
| Total return | -0.13% | 19.33% |
| Volatility | 6.02% | 0.63% |
| Max drawdown | -17.14%Oct 2022 | -0.00%Jun 2021 |
| Sharpe | -0.47 | 0.23 |
| Sortino | -0.69 | 0.30 |
| Best year | 7.19% | 5.27% |
| Worst year | -13.02% | 0.03% |
| Final balance | $9,987 | $11,933 |
Correlation of monthly returns: 0.19. 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 2026-06-30, SGOV performed better: 2.99% annualized versus -0.02% 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 0.19 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 6.02% annualized volatility and a -17.14% max drawdown, versus 0.63% and -0.00% for SGOV.