PortfoliosLab logoPortfoliosLab logo
Issuer
iShares
Inception Date
Nov 21, 2017
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Global Aggregate Bond Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

0GGH.L Performance Chart

iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) is down 0.5% since the beginning of the year. 0GGH.L is currently trading at €5 per share. Investors who bought €1,000 worth of 0GGH.L shares 5 years ago would now be looking at an investment worth €925.


Loading charts...

S&P 500 Index

Returns By Period

iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) has returned -0.48% so far this year and 1.16% over the past 12 months.


iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)

1D
-0.08%
1M
-0.69%
6M
-0.69%
YTD
-0.48%
1Y
1.16%
3Y*
2.17%
5Y*
-1.55%
10Y*

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0GGH.L Monthly Returns History

Based on dividend-adjusted daily data since Nov 23, 2017, 0GGH.L's average daily return is +0.01%, while the average monthly return is -0.01%.

Historically, 50% of months were positive and 50% were negative. The best month was Nov 2023 with a return of +3.1%, while the worst month was Sep 2022 at -3.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, 0GGH.L closed higher 42% of trading days. The best single day was Nov 7, 2022 with a return of +25.2%, while the worst single day was Nov 8, 2022 at -20.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.20%1.21%-2.00%0.20%0.61%0.20%-0.89%-0.48%
20250.42%1.04%-0.41%0.41%-0.41%0.82%-0.20%0.20%0.61%0.61%-0.00%-0.40%2.71%
2024-0.42%-0.64%0.64%-1.69%0.65%1.07%1.27%1.26%0.83%-1.64%1.04%-1.03%1.27%
20231.91%-1.83%1.81%0.38%-0.66%-0.29%-0.22%-0.22%-1.75%-0.89%3.14%3.04%4.35%
2022-1.59%-1.43%-2.13%-2.99%-0.24%-1.85%2.42%-2.64%-3.79%-0.62%1.77%-0.94%-13.33%
2021-0.44%-1.90%-0.19%0.11%0.10%0.37%1.21%-0.23%-1.22%-0.37%0.89%-0.78%-2.45%

Benchmark Metrics

iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) has an annualized alpha of 2.34%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 23, 2017.

  • This ETF participated in 13.50% of S&P 500 Index downside but only 5.13% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.34%
Beta
-0.01
0.00
Upside Capture
5.13%
Downside Capture
13.50%

Expense Ratio

0GGH.L has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

0GGH.L ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


0GGH.L Risk / Return Rank: 1313
Overall Rank
0GGH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
0GGH.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
0GGH.L Omega Ratio Rank: 1212
Omega Ratio Rank
0GGH.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
0GGH.L Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


0GGH.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.05

1.33

-0.28

Calmar ratioReturn relative to maximum drawdown

0.34

3.01

-2.67

Martin ratioReturn relative to average drawdown

0.86

11.10

-10.24

Dividends

Dividend History


iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) doesn't pay dividends

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc). 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 iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) was 21.17%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) drawdown is 12.70%.


Drawdown

Fall

Recovery

Underwater

Related event

-21.17%Oct 2023
8mo 12d
3y 5moFeb 2023 - now
-20.43%Nov 2022
6d4d
10dOct 2022 - Nov 2022
Bear market2022
-20.15%Nov 2022
1d3mo 1d
3mo 2dNov 2022 - Feb 2023
Bear market2022
-17.69%Oct 2022
1y 10mo6d
1y 10moDec 2020 - Oct 2022
Bear market2022
-14.95%Feb 2020
5mo 20d5d
5mo 25dSep 2019 - Feb 2020
COVID crash2020

Drawdown Indicators


0GGH.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-51.17%

+30.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-7.57%

+4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-23.99%

+20.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-23.99%

+2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-12.70%

-0.52%

-12.18%

Average Drawdown

Average peak-to-trough decline

-8.72%

-8.90%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.04%

-0.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with 0GGH.L

Add iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with 0GGH.L