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iShares Core Global Aggregate Bond UCITS ETF GBP H...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF540Y54
WKNA2H6ZS
IssueriShares
Inception DateNov 21, 2017
CategoryGlobal Bonds
Leveraged1x
Index TrackedBloomberg Global Aggregate TR Hdg GBP
DomicileIreland
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

AGBP.L has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for AGBP.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.


Popular comparisons: AGBP.L vs. SLXX.L, AGBP.L vs. VAGP.L, AGBP.L vs. SWDA.L, AGBP.L vs. VWRP.L, AGBP.L vs. BND, AGBP.L vs. IAGG, AGBP.L vs. VOO

Performance

Performance Chart

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


0.00%20.00%40.00%60.00%80.00%100.00%120.00%MayJuneJulyAugustSeptemberOctober
15.26%
123.38%
AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist))
Benchmark (^GSPC)

Returns By Period

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) had a return of 3.49% year-to-date (YTD) and 10.10% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.49%20.57%
1 month0.07%4.18%
6 months4.06%10.51%
1 year10.10%35.06%
5 years (annualized)-1.65%14.29%
10 years (annualized)N/A11.53%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.17%-0.68%0.81%-1.72%0.98%0.79%1.59%1.33%1.06%3.49%
20231.02%-1.79%2.05%0.50%-0.60%-0.14%0.23%-0.38%-1.67%-0.86%3.29%3.11%4.69%
2022-2.32%-1.20%-2.21%-2.75%-0.27%-1.62%1.87%-2.80%-3.56%-0.55%1.82%-0.76%-13.60%
2021-1.05%-2.05%-0.23%0.30%0.12%0.56%0.50%-0.21%-1.07%-0.18%0.78%-0.56%-3.08%
20200.73%1.02%-1.72%1.40%0.14%0.45%0.18%-0.67%0.19%0.08%0.52%0.22%2.54%
20190.14%-0.11%1.80%-0.20%1.12%1.31%-0.20%2.09%-0.62%-0.49%-0.06%-0.17%4.67%
201818.72%-0.34%0.73%-0.55%0.16%0.18%-0.99%0.24%-0.61%-0.28%0.26%1.23%18.72%
2017-0.38%0.08%-0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGBP.L is 58, 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 AGBP.L is 5858
AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist))
The Sharpe Ratio Rank of AGBP.L is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of AGBP.L is 7676Sortino Ratio Rank
The Omega Ratio Rank of AGBP.L is 6969Omega Ratio Rank
The Calmar Ratio Rank of AGBP.L is 2020Calmar Ratio Rank
The Martin Ratio Rank of AGBP.L is 6060Martin 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 Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGBP.L
Sharpe ratio
The chart of Sharpe ratio for AGBP.L, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for AGBP.L, currently valued at 3.48, compared to the broader market0.005.0010.003.48
Omega ratio
The chart of Omega ratio for AGBP.L, currently valued at 1.42, compared to the broader market1.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for AGBP.L, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.56
Martin ratio
The chart of Martin ratio for AGBP.L, currently valued at 11.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.006.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.01

Sharpe Ratio

The current iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) Sharpe ratio is 2.21. 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 Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) 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 Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.21
1.70
AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist))
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) granted a 2.59% dividend yield in the last twelve months. The annual payout for that period amounted to £0.12 per share.


PeriodTTM202320222021202020192018
Dividend£0.12£4.23£6.94£6.56£8.13£8.54£4.83

Dividend yield

2.59%91.82%156.06%127.45%153.09%164.90%97.62%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.06£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.12
2023£4.18£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.00£0.00£4.23
2022£3.29£0.00£0.00£0.00£0.00£0.00£3.65£0.00£0.00£0.00£0.00£0.00£6.94
2021£3.39£0.00£0.00£0.00£0.00£0.00£3.17£0.00£0.00£0.00£0.00£0.00£6.56
2020£4.13£0.00£0.00£0.00£0.00£0.00£4.00£0.00£0.00£0.00£0.00£0.00£8.13
2019£4.17£0.00£0.00£0.00£0.00£0.00£4.37£0.00£0.00£0.00£0.00£0.00£8.54
2018£0.83£0.00£0.00£0.00£0.00£0.00£4.00£0.00£0.00£0.00£0.00£0.00£4.83

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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-9.67%
-0.58%
AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist). 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 GBP Hedged (Dist) was 18.79%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) drawdown is 9.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.79%Mar 10, 2020661Oct 21, 2022
-2.41%Jan 16, 2018185Oct 8, 2018107Mar 11, 2019292
-2.07%Sep 4, 201994Jan 16, 202031Feb 28, 2020125
-1.62%Jul 5, 20196Jul 12, 201917Aug 6, 201923
-0.77%Dec 19, 201714Jan 10, 20181Jan 11, 201815

Volatility

Volatility Chart

The current iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) volatility is 1.10%, 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%6.00%MayJuneJulyAugustSeptemberOctober
1.10%
4.52%
AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist))
Benchmark (^GSPC)