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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
Index TrackedBloomberg Global Aggregate TR Hdg GBP
DomicileIreland
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

The iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) features an expense ratio of 0.10%, falling within the medium range.


0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

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iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)

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

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.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
4.74%
13.32%
AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) had a return of -1.78% year-to-date (YTD) and 1.88% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.78%5.90%
1 month-1.04%-1.28%
6 months4.74%15.51%
1 year1.88%21.68%
5 years (annualized)-0.64%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.17%-0.68%0.81%
2023-1.67%-0.86%3.29%3.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGBP.L is 30, suggesting that the investment has average results relative to the market 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 3030
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)(AGBP.L)
The Sharpe Ratio Rank of AGBP.L is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of AGBP.L is 3131Sortino Ratio Rank
The Omega Ratio Rank of AGBP.L is 3030Omega Ratio Rank
The Calmar Ratio Rank of AGBP.L is 2626Calmar Ratio Rank
The Martin Ratio Rank of AGBP.L is 3131Martin 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 0.40, compared to the broader market0.002.004.000.40
Sortino ratio
The chart of Sortino ratio for AGBP.L, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.0010.000.62
Omega ratio
The chart of Omega ratio for AGBP.L, currently valued at 1.07, compared to the broader market1.001.502.002.501.07
Calmar ratio
The chart of Calmar ratio for AGBP.L, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.000.12
Martin ratio
The chart of Martin ratio for AGBP.L, currently valued at 1.06, compared to the broader market0.0020.0040.0060.0080.001.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) Sharpe ratio is 0.40. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.40
1.73
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 2.37% dividend yield in the last twelve months. The annual payout for that period amounted to £0.11 per share.


PeriodTTM202320222021202020192018
Dividend£0.11£0.09£0.07£0.07£0.08£0.09£0.05

Dividend yield

2.37%1.97%1.56%1.28%1.53%1.65%0.98%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.06£0.00£0.00
2023£0.04£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.00£0.00
2022£0.03£0.00£0.00£0.00£0.00£0.00£0.04£0.00£0.00£0.00£0.00£0.00
2021£0.03£0.00£0.00£0.00£0.00£0.00£0.03£0.00£0.00£0.00£0.00£0.00
2020£0.04£0.00£0.00£0.00£0.00£0.00£0.04£0.00£0.00£0.00£0.00£0.00
2019£0.04£0.00£0.00£0.00£0.00£0.00£0.04£0.00£0.00£0.00£0.00£0.00
2018£0.01£0.00£0.00£0.00£0.00£0.00£0.04£0.00£0.00£0.00£0.00£0.00

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.95%
-2.55%
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 16.42%, 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 10.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.42%Dec 29, 2020457Oct 21, 2022
-6.02%Mar 10, 20208Mar 19, 202088Jul 27, 202096
-2.32%Dec 19, 2017202Oct 8, 201875Jan 24, 2019277
-2.04%Sep 4, 201947Nov 7, 201958Jan 31, 2020105
-1.19%Aug 7, 202015Aug 27, 202060Nov 20, 202075

Volatility

Volatility Chart

The current iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) volatility is 1.48%, 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%NovemberDecember2024FebruaryMarchApril
1.48%
4.15%
AGBP.L (iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist))
Benchmark (^GSPC)