PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Core Global Aggregate Bond UCITS ETF (AGGU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BZ043R46
IssueriShares
Inception DateNov 21, 2017
CategoryGlobal Bonds
Index TrackedBloomberg Global Aggregate Bond Index
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

The iShares Core Global Aggregate Bond UCITS ETF 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


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with AGGU.L

iShares Core Global Aggregate Bond UCITS ETF

Popular comparisons: AGGU.L vs. AGG, AGGU.L vs. IUSB, AGGU.L vs. SWRD.L, AGGU.L vs. BND, AGGU.L vs. AGGG.L, AGGU.L vs. BNDX, AGGU.L vs. BNDW, AGGU.L vs. TLT, AGGU.L vs. VOO, AGGU.L vs. VT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Core Global Aggregate Bond UCITS ETF, 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%OctoberNovemberDecember2024FebruaryMarch
6.88%
102.09%
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core Global Aggregate Bond UCITS ETF had a return of -0.03% year-to-date (YTD) and 3.88% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.03%10.04%
1 month1.14%3.53%
6 months6.01%22.79%
1 year3.88%32.16%
5 years (annualized)0.47%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.15%-0.62%
2023-0.10%-1.88%-0.63%3.50%2.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.84
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares Core Global Aggregate Bond UCITS ETF Sharpe ratio is 0.84. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.84
2.76
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


iShares Core Global Aggregate Bond UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-7.45%
0
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core Global Aggregate Bond UCITS ETF. 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 was 15.55%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current iShares Core Global Aggregate Bond UCITS ETF drawdown is 7.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.55%Jan 5, 2021453Oct 21, 2022
-6.81%Mar 10, 20209Mar 20, 202084Jul 22, 202093
-1.89%Sep 4, 201950Nov 12, 201951Jan 27, 2020101
-1.62%Dec 19, 201739Feb 14, 2018103Jul 13, 2018142
-1.26%Aug 21, 201836Oct 10, 201839Dec 4, 201875

Volatility

Volatility Chart

The current iShares Core Global Aggregate Bond UCITS ETF volatility is 0.97%, 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%OctoberNovemberDecember2024FebruaryMarch
0.97%
2.82%
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF)
Benchmark (^GSPC)