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iShares Global Aggregate Bond UCITS Dist (AGGG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B3F81409
IssueriShares
Inception DateNov 21, 2017
CategoryGlobal Bonds
Index TrackedBloomberg Global Aggregate TR USD
Asset ClassBond

Expense Ratio

The iShares Global Aggregate Bond UCITS 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

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


iShares Global Aggregate Bond UCITS Dist

Popular comparisons: AGGG.L vs. AGGU.L, AGGG.L vs. CEMB, AGGG.L vs. BLV, AGGG.L vs. SPY, AGGG.L vs. BND, AGGG.L vs. VOO, AGGG.L vs. BNDW, AGGG.L vs. BNDX, AGGG.L vs. TLT, AGGG.L vs. SWDA.L

Performance

Performance Chart

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


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
-7.53%
94.50%
AGGG.L (iShares Global Aggregate Bond UCITS Dist)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Global Aggregate Bond UCITS Dist had a return of -4.55% year-to-date (YTD) and -1.63% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.55%5.90%
1 month-2.37%-1.28%
6 months3.98%15.51%
1 year-1.63%21.68%
5 years (annualized)-1.66%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.38%-1.19%0.51%
2023-2.81%-1.44%5.23%4.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGGG.L is 12, indicating that it is in the bottom 12% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AGGG.L is 1212
iShares Global Aggregate Bond UCITS Dist(AGGG.L)
The Sharpe Ratio Rank of AGGG.L is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of AGGG.L is 1111Sortino Ratio Rank
The Omega Ratio Rank of AGGG.L is 1111Omega Ratio Rank
The Calmar Ratio Rank of AGGG.L is 1414Calmar Ratio Rank
The Martin Ratio Rank of AGGG.L is 1212Martin 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 UCITS Dist (AGGG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGGG.L
Sharpe ratio
The chart of Sharpe ratio for AGGG.L, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.005.00-0.24
Sortino ratio
The chart of Sortino ratio for AGGG.L, currently valued at -0.31, compared to the broader market-2.000.002.004.006.008.00-0.31
Omega ratio
The chart of Omega ratio for AGGG.L, currently valued at 0.97, compared to the broader market1.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for AGGG.L, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.0012.00-0.07
Martin ratio
The chart of Martin ratio for AGGG.L, currently valued at -0.46, compared to the broader market0.0020.0040.0060.0080.00-0.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
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 Global Aggregate Bond UCITS Dist Sharpe ratio is -0.24. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.24
1.89
AGGG.L (iShares Global Aggregate Bond UCITS Dist)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Global Aggregate Bond UCITS Dist granted a 2.52% 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$0.08$0.05

Dividend yield

2.52%2.01%1.55%1.33%1.46%1.62%0.96%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Global Aggregate Bond UCITS 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$0.03$0.00$0.00$0.00$0.00$0.00
2021$0.04$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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-20.01%
-3.86%
AGGG.L (iShares Global Aggregate Bond UCITS Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Aggregate Bond UCITS 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 Global Aggregate Bond UCITS Dist was 25.91%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current iShares Global Aggregate Bond UCITS Dist drawdown is 20.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.91%Jan 4, 2021454Oct 21, 2022
-10.94%Mar 10, 20209Mar 20, 202087Jul 27, 202096
-5.31%Mar 27, 2018161Nov 13, 2018136May 31, 2019297
-2.27%Aug 29, 201954Nov 12, 201955Jan 31, 2020109
-1.66%Oct 12, 202014Oct 29, 202019Nov 25, 202033

Volatility

Volatility Chart

The current iShares Global Aggregate Bond UCITS Dist volatility is 1.68%, 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
1.68%
3.39%
AGGG.L (iShares Global Aggregate Bond UCITS Dist)
Benchmark (^GSPC)