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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -9.5% (compared to the benchmark's drawdown of -13.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.9%, compared to a Buy-and-Hold benchmark return of 2.0%. The strategy executed 6 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for IAGG:
Excess Return MMA
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) Active Model
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.
Switch to MMA to enable
🛡️ IAGG Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-9.5% (vs -13.9% B&H)
+4.3% shallower drawdown
Drawdown Shield
4.3% Cut
Protected capital vs -13.9% B&H
Capital Sheltered from Risk
18.1% 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 | -2.32% | -2.32% | -7.49% | -13.10% | -9.54% | -13.88% | -9.54% | -13.88% |
| Sharpe Ratio | 0.19 | 0.19 | 0.27 | 0.16 | 0.53 | 0.47 | 0.56 | 0.49 |
| Sortino Ratio | 0.29 | 0.29 | 0.36 | 0.26 | 0.58 | 0.65 | 0.66 | 0.68 |
| CAGR | 0.55% | 0.55% | 0.88% | 0.73% | 1.65% | 1.90% | 1.87% | 2.02% |
| % Time Invested | 100.0% | 100.0% | 75.5% | 100.0% | 72.4% | 100.0% | 81.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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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 | ||||||||
| 2023-10-26 | 2023-11-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2023-03-24 | 2023-10-26 | Completed | 100% | $43.60 | $43.05 | -1.31% | Signal | |
| 2022-09-27 | 2023-03-24 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.13% | Interest Income | |
| 2022-07-29 | 2022-09-27 | Completed | 100% | $44.25 | $41.75 | -5.70% | Stop | |
| 2022-01-20 | 2022-07-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2021-12-27 | 2022-01-20 | Completed | 100% | $47.30 | $46.76 | -1.20% | Signal | |
| 2021-11-04 | 2021-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-07-08 | 2021-11-04 | Completed | 100% | $47.50 | $47.14 | -0.81% | Signal | |
| 2021-03-17 | 2021-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-11 | 2021-03-17 | Completed | 100% | $47.12 | $46.97 | -0.36% | Signal | |
| 2020-05-19 | 2020-06-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2017-11-07 | 2020-05-19 | Completed | 100% | $41.37 | $46.81 | 13.08% | Signal | |
| 2017-11-03 | 2017-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |