Agg.
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Nov 23, 2017, corresponding to the inception date of AGBP.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Agg. | 6.19% | 2.35% | 2.33% | 11.72% | 8.80% | N/A |
| Portfolio components: | ||||||
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 10.49% | 3.77% | 5.68% | 14.34% | 13.00% | 6.25% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 4.35% | 6.49% | 2.40% | 14.08% | 14.41% | 11.33% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 10.02% | 1.09% | 9.06% | 11.85% | 4.65% | N/A |
ERNS.L iShares £ Ultrashort Bond UCITS ETF | 9.97% | 1.06% | 9.07% | 11.68% | 4.70% | 1.82% |
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | 5.09% | -1.14% | -1.39% | -0.07% | -7.63% | -1.11% |
AGBP.L iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) | 7.65% | 0.24% | 5.81% | 9.32% | -0.82% | N/A |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 3.91% | 4.18% | 0.34% | 8.12% | 11.34% | N/A |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | -0.39% | 0.09% | -6.61% | 12.61% | 11.76% | 8.04% |
Monthly Returns
The table below presents the monthly returns of Agg., with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.04% | 1.37% | -0.15% | 0.13% | 2.69% | 6.19% | |||||||
| 2024 | -0.23% | 1.22% | 3.14% | -2.35% | 3.13% | 0.38% | 3.45% | 2.79% | 2.13% | -2.39% | 1.84% | -4.04% | 9.10% |
| 2023 | 3.99% | -3.44% | 1.94% | 1.72% | -3.42% | 4.59% | 2.55% | -2.27% | -3.89% | -2.43% | 7.04% | 4.54% | 10.60% |
| 2022 | -1.84% | -0.98% | 1.18% | -4.90% | 0.18% | -7.03% | 3.33% | -4.20% | -8.29% | 5.85% | 7.23% | -1.92% | -11.96% |
| 2021 | 0.12% | 1.99% | 3.75% | 2.30% | 2.89% | -1.32% | 1.04% | 0.71% | -3.32% | 3.02% | -1.98% | 4.26% | 13.99% |
| 2020 | -1.72% | -6.87% | -11.12% | 6.59% | 1.41% | 1.62% | 4.14% | 3.04% | -2.68% | -1.58% | 9.70% | 3.45% | 4.23% |
| 2019 | 6.00% | 2.10% | 0.88% | 1.36% | -4.19% | 4.11% | -0.97% | -1.49% | 2.92% | 2.30% | 1.41% | 2.81% | 18.20% |
| 2018 | 5.68% | -4.16% | -0.29% | 0.16% | -1.17% | -0.08% | 1.87% | -0.36% | 0.39% | -4.08% | 0.79% | -4.15% | -5.69% |
| 2017 | 1.23% | 1.04% | 2.28% |
Expense Ratio
Agg. has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Agg. is 69, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 0.93 | 1.15 | 1.18 | 0.89 | 4.23 |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.86 | 1.10 | 1.16 | 0.71 | 2.98 |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 1.54 | 2.11 | 1.26 | 1.41 | 3.53 |
ERNS.L iShares £ Ultrashort Bond UCITS ETF | 1.52 | 2.09 | 1.26 | 1.38 | 3.43 |
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | -0.00 | -0.23 | 0.97 | -0.08 | -0.40 |
AGBP.L iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) | 0.98 | 1.14 | 1.14 | 0.28 | 1.35 |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 0.57 | 0.62 | 1.09 | 0.36 | 1.45 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 0.85 | 0.97 | 1.14 | 0.72 | 2.23 |
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Dividends
Dividend yield
Agg. provided a 2.28% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 2.22% | 11.38% | 17.58% | 14.24% | 17.14% | 18.27% | 11.67% | 1.49% | 1.57% | 1.48% | 1.34% |
| Portfolio components: | ||||||||||||
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.93% | 2.82% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ERNS.L iShares £ Ultrashort Bond UCITS ETF | 5.31% | 5.42% | 4.54% | 1.14% | 0.28% | 0.75% | 1.04% | 0.74% | 0.52% | 0.81% | 0.72% | 0.55% |
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | 0.66% | 0.65% | 0.50% | 0.46% | 0.27% | 0.28% | 0.33% | 0.35% | 0.38% | 0.79% | 0.00% | 0.00% |
AGBP.L iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) | 2.91% | 2.59% | 91.82% | 156.06% | 127.45% | 153.09% | 164.90% | 97.62% | 0.00% | 0.00% | 0.00% | 0.00% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 1.64% | 1.62% | 1.86% | 2.42% | 1.60% | 1.47% | 1.88% | 2.13% | 1.42% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.45% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Agg.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Agg. was 28.57%, occurring on Mar 23, 2020. Recovery took 175 trading sessions.
The current Agg. drawdown is 0.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.57% | Jan 20, 2020 | 46 | Mar 23, 2020 | 175 | Nov 24, 2020 | 221 |
| -24.03% | Jan 14, 2022 | 182 | Sep 27, 2022 | 418 | May 10, 2024 | 600 |
| -13.76% | Jan 29, 2018 | 235 | Dec 24, 2018 | 214 | Oct 23, 2019 | 449 |
| -8.97% | Sep 30, 2024 | 134 | Apr 7, 2025 | 27 | May 15, 2025 | 161 |
| -4.24% | Sep 7, 2021 | 18 | Sep 30, 2021 | 63 | Dec 28, 2021 | 81 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.35, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | GILI.L | SPHD | VHYL.AS | AGBP.L | CSH2.L | ERNS.L | SWDA.L | GGRP.L | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.11 | 0.66 | 0.53 | 0.25 | 0.27 | 0.27 | 0.63 | 0.59 | 0.67 |
| GILI.L | 0.11 | 1.00 | 0.13 | 0.10 | 0.60 | 0.43 | 0.43 | 0.17 | 0.19 | 0.35 |
| SPHD | 0.66 | 0.13 | 1.00 | 0.52 | 0.24 | 0.24 | 0.25 | 0.43 | 0.45 | 0.70 |
| VHYL.AS | 0.53 | 0.10 | 0.52 | 1.00 | 0.25 | 0.30 | 0.30 | 0.76 | 0.75 | 0.85 |
| AGBP.L | 0.25 | 0.60 | 0.24 | 0.25 | 1.00 | 0.90 | 0.89 | 0.34 | 0.36 | 0.54 |
| CSH2.L | 0.27 | 0.43 | 0.24 | 0.30 | 0.90 | 1.00 | 0.99 | 0.39 | 0.40 | 0.56 |
| ERNS.L | 0.27 | 0.43 | 0.25 | 0.30 | 0.89 | 0.99 | 1.00 | 0.39 | 0.40 | 0.57 |
| SWDA.L | 0.63 | 0.17 | 0.43 | 0.76 | 0.34 | 0.39 | 0.39 | 1.00 | 0.94 | 0.84 |
| GGRP.L | 0.59 | 0.19 | 0.45 | 0.75 | 0.36 | 0.40 | 0.40 | 0.94 | 1.00 | 0.84 |
| Portfolio | 0.67 | 0.35 | 0.70 | 0.85 | 0.54 | 0.56 | 0.57 | 0.84 | 0.84 | 1.00 |