ISTB vs AGG: returns, Sharpe ratio and drawdown

Over the past year, ISTB returned +1.77% against +0.36% for AGG. Over five years, ISTB averaged +2.04% a year, compared with -0.19% for AGG. AGG had the higher Sharpe ratio over the past year (-0.80 vs -1.00), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -1.57% for ISTB and -4.63% for AGG. Dividends over the past year came to 4.36% of ISTB's price, against 4.12% for AGG. Their daily returns had a correlation of 0.91 over the past year, which is very high.

ISTB charges 0.06% a year and AGG 0.03%. Over five years, reinvested dividends added 3.37 points a year to ISTB's return and 3.27 to AGG's.