AGG vs. SPY
iShares Core U.S. Aggregate Bond ETF
SPDR S&P 500 ETF Trust
Correlation
Compare with
Top 10 shared holdings
There are no shared holdings.
Performance Measures**
for the time period Sep 26, 2003 to Aug 25, 2026
1M Trailing Return:
3M Trailing Return:
0.7%
0.3%
3.6%
2.3%
-2.9%
-2%
1M Trailing Return:
3M Trailing Return:
0.7%
0.3%
3.6%
2.3%
-2.9%
-2%
Max Drawdown:
Standard Deviation:
-18.4%
5.2%
-55.2%
18.6%
+36.8%
-13.4%
Max Drawdown:
Standard Deviation:
-18.4%
5.2%
-55.2%
18.6%
+36.8%
-13.4%
Sharpe Ratio:
Calmar Ratio:
0.61
0.17
0.67
0.21
-0.06
-0.04
Sharpe Ratio:
Calmar Ratio:
0.61
0.17
0.67
0.21
-0.06
-0.04
What is AGG?
The iShares Core U.S. Aggregate Bond ETF seeks investment results that correspond generally to the price and yield performance before fees and expenses of the total United States investment grade bond market as defined by the Bloomberg U.S. Aggregate Bond Index.
What is SPY?
The SPDR S&P 500 ETF is a fund that before expenses generally corresponds to the price and yield performance of the S&P 500 Index.
Snapshot**
Trading Strategies
Related toAGG
Pals Minor Spell of Summon Money
Category
Tactical rotation, trend & momentum, leveraged ETFs, volatility hedging, sector rotation, risk-on/risk-off
OOS Cumulative Return
1458.59%
Trading Strategies
Related toSPY
CT26 3x leveraged switcher
Category
Leveraged ETF rotation, volatility timing, mean‑reversion, momentum, risk‑on/risk‑off, tactical allocation
OOS Cumulative Return
1745.01%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.