IAGG
iShares Core International Aggregate Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for IAGG (iShares Core International Aggregate Bond ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -11.2% (compared to the benchmark's drawdown of -13.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.6%, compared to a Buy-and-Hold benchmark return of 2.0%. The strategy executed 31 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for IAGG:
Excess Return MMA Active Model
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for IAGG:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ IAGG Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-11.2% (vs -13.9% B&H)
+2.7% shallower drawdown
Drawdown Shield
2.7% Cut
Protected capital vs -13.9% B&H
Capital Sheltered from Risk
32.5% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 IAGG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -1.46% | -2.32% | -7.21% | -13.10% | -11.19% | -13.88% | -11.19% | -13.88% |
| Sharpe Ratio | 0.65 | 0.19 | 0.50 | 0.16 | 0.52 | 0.47 | 0.55 | 0.49 |
| Sortino Ratio | 0.96 | 0.29 | 0.54 | 0.26 | 0.51 | 0.65 | 0.57 | 0.68 |
| CAGR | 1.26% | 0.55% | 1.23% | 0.73% | 1.37% | 1.90% | 1.55% | 2.02% |
| % Time Invested | 62.2% | 100.0% | 52.5% | 100.0% | 59.7% | 100.0% | 67.5% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 3.2 | 0.0 | 3.1 | 0.0 | 3.5 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for IAGG... Top Diversifiers for IAGG
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2023-12-20 | 2026-06-05 | Completed | 33.33% | $45.63 | $49.72 | 8.90% | Signal | |
| 2026-02-26 | 2026-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2026-02-19 | 2026-02-26 | Completed | 33.33% | $49.95 | $50.08 | 0.21% | Signal | |
| 2026-01-27 | 2026-02-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-21 | 2026-02-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2026-01-21 | 2026-01-27 | Completed | 33.33% | $49.42 | $49.53 | 0.17% | Signal | |
| 2026-01-16 | 2026-01-21 | Completed | 33.33% | $49.55 | $49.42 | -0.31% | Signal | |
| 2025-12-26 | 2026-01-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-09-30 | 2026-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2025-11-12 | 2025-12-26 | Completed | 33.33% | $49.51 | $49.43 | -0.20% | Signal | |
| 2025-10-21 | 2025-11-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-29 | 2025-10-21 | Completed | 33.33% | $49.02 | $49.49 | 0.91% | Signal | |
| 2025-04-03 | 2025-09-30 | Completed | 33.33% | $48.11 | $49.07 | 1.94% | Signal | |
| 2025-05-29 | 2025-09-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2023-12-20 | 2025-05-29 | Completed | 33.33% | $45.63 | $48.58 | 6.41% | Signal | |
| 2025-01-22 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2024-08-05 | 2025-01-22 | Completed | 33.33% | $47.31 | $47.83 | 1.04% | Signal | |
| 2024-05-17 | 2024-08-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2023-12-20 | 2024-05-17 | Completed | 33.33% | $45.63 | $45.68 | 0.05% | Signal | |
| 2023-07-06 | 2023-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.53% | Interest Income | |
| 2022-09-27 | 2023-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.06 | 6.22% | Interest Income | |
| 2022-09-27 | 2023-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.06 | 6.22% | Interest Income | |
| 2023-06-21 | 2023-07-06 | Completed | 33.33% | $43.48 | $43.25 | -0.58% | Signal | |
| 2023-04-25 | 2023-06-21 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2023-04-04 | 2023-04-25 | Completed | 33.33% | $43.24 | $43.23 | -0.07% | Signal | |
| 2023-03-07 | 2023-04-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2023-03-02 | 2023-03-07 | Completed | 33.33% | $42.27 | $42.49 | 0.47% | Signal | |
| 2022-09-27 | 2023-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.83% | Interest Income | |
| 2022-07-29 | 2022-09-27 | Completed | 33.33% | $44.25 | $41.75 | -5.70% | Stop | |
| 2022-07-29 | 2022-09-27 | Completed | 33.33% | $44.25 | $41.75 | -5.70% | Stop | |
| 2022-07-29 | 2022-09-27 | Completed | 33.33% | $44.25 | $41.75 | -5.70% | Stop | |
| 2022-02-08 | 2022-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2022-01-11 | 2022-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2021-11-22 | 2022-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2021-07-08 | 2022-02-08 | Completed | 33.33% | $47.50 | $45.99 | -3.24% | Signal | |
| 2020-04-13 | 2022-01-11 | Completed | 33.33% | $46.40 | $46.78 | 0.78% | Signal | |
| 2021-07-08 | 2021-11-22 | Completed | 33.33% | $47.50 | $47.33 | -0.41% | Signal | |
| 2021-05-12 | 2021-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-17 | 2021-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-13 | 2021-05-12 | Completed | 33.33% | $46.40 | $46.83 | 0.89% | Signal | |
| 2020-07-01 | 2021-03-17 | Completed | 33.33% | $47.17 | $46.97 | -0.48% | Signal | |
| 2020-06-09 | 2020-07-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-13 | 2020-06-09 | Completed | 33.33% | $46.40 | $46.90 | 1.02% | Signal | |
| 2020-03-19 | 2020-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-19 | 2020-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-19 | 2020-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-06 | 2020-03-19 | Completed | 33.33% | $47.62 | $44.94 | -5.66% | Stop | |
| 2019-02-21 | 2020-03-19 | Completed | 33.33% | $43.04 | $44.94 | 4.38% | Stop | |
| 2018-06-20 | 2020-03-19 | Completed | 33.33% | $41.85 | $44.94 | 7.34% | Stop | |
| 2020-01-02 | 2020-03-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2018-10-30 | 2020-01-02 | Completed | 33.33% | $41.92 | $46.10 | 9.93% | Signal | |
| 2018-12-18 | 2019-02-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2018-11-27 | 2018-12-18 | Completed | 33.33% | $41.99 | $42.38 | 0.87% | Signal | |
| 2018-10-15 | 2018-11-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2018-10-08 | 2018-10-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2017-11-07 | 2018-10-15 | Completed | 33.33% | $41.37 | $41.60 | 0.51% | Signal | |
| 2018-05-21 | 2018-10-08 | Completed | 33.33% | $41.48 | $41.52 | 0.05% | Signal | |
| 2018-05-24 | 2018-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2017-11-07 | 2018-05-24 | Completed | 33.33% | $41.37 | $41.59 | 0.46% | Signal | |
| 2018-03-20 | 2018-05-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2017-11-07 | 2018-03-20 | Completed | 33.33% | $41.37 | $41.50 | 0.26% | Signal | |
| 2017-11-03 | 2017-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2017-11-03 | 2017-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2017-11-03 | 2017-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |