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iShares Global Aggregate Bond ESG UCITS ETF GBP He...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000ZXYID24
WKNA3C7NY
IssueriShares
Inception DateDec 3, 2021
CategoryGlobal Bonds
Index TrackedBloomberg Global Aggregate TR Hdg GBP
DomicileIreland
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

AEGG.L features an expense ratio of 0.10%, falling within the medium range.


Expense ratio chart for AEGG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

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


iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)

Popular comparisons: AEGG.L vs. VWRP.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%2024FebruaryMarchAprilMayJune
-8.17%
21.99%
AEGG.L (iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) had a return of 0.30% year-to-date (YTD) and 3.78% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.30%14.22%
1 month1.12%2.70%
6 months0.28%14.58%
1 year3.78%25.29%
5 years (annualized)N/A13.38%
10 years (annualized)N/A10.79%

Monthly Returns

The table below presents the monthly returns of AEGG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.15%-0.70%0.79%-1.62%0.72%0.30%
20231.98%-1.79%2.04%0.51%-0.67%0.05%0.03%-0.25%-1.72%-0.86%3.41%2.95%5.65%
2022-1.58%-1.35%-2.31%-2.80%-0.14%-1.51%2.37%-2.81%-3.69%-0.62%1.77%-0.72%-12.74%
2021-0.69%-0.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEGG.L is 32, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AEGG.L is 3232
AEGG.L (iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc))
The Sharpe Ratio Rank of AEGG.L is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of AEGG.L is 3535Sortino Ratio Rank
The Omega Ratio Rank of AEGG.L is 3434Omega Ratio Rank
The Calmar Ratio Rank of AEGG.L is 2323Calmar Ratio Rank
The Martin Ratio Rank of AEGG.L is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AEGG.L
Sharpe ratio
The chart of Sharpe ratio for AEGG.L, currently valued at 0.78, compared to the broader market0.002.004.006.000.78
Sortino ratio
The chart of Sortino ratio for AEGG.L, currently valued at 1.18, compared to the broader market0.005.0010.001.18
Omega ratio
The chart of Omega ratio for AEGG.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.14
Calmar ratio
The chart of Calmar ratio for AEGG.L, currently valued at 0.24, compared to the broader market0.005.0010.0015.0020.000.24
Martin ratio
The chart of Martin ratio for AEGG.L, currently valued at 2.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market0.002.004.006.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market0.005.0010.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.005.0010.0015.0020.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.08

Sharpe Ratio

The current iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) Sharpe ratio is 0.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002024FebruaryMarchAprilMayJune
0.78
2.02
AEGG.L (iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-8.47%
-0.14%
AEGG.L (iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Aggregate Bond ESG UCITS ETF GBP 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 Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) was 15.75%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) drawdown is 8.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.75%Dec 14, 2021213Oct 21, 2022
-0.32%Dec 8, 20211Dec 8, 20213Dec 13, 20214

Volatility

Volatility Chart

The current iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) volatility is 1.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%2024FebruaryMarchAprilMayJune
1.27%
2.85%
AEGG.L (iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc))
Benchmark (^GSPC)