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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

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


Expense ratio chart for AGGU.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 Core Global Aggregate Bond UCITS ETF

Popular comparisons: AGGU.L vs. AGG, AGGU.L vs. IUSB, AGGU.L vs. SWRD.L, AGGU.L vs. AGGG.L, AGGU.L vs. BND, AGGU.L vs. BNDW, AGGU.L vs. BNDX, 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%December2024FebruaryMarchAprilMay
6.23%
104.31%
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 -0.63% year-to-date (YTD) and 4.04% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.63%11.24%
1 month1.02%4.04%
6 months2.72%16.49%
1 year4.04%26.17%
5 years (annualized)0.13%13.76%
10 years (annualized)N/A10.70%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.15%-0.62%0.83%-1.71%-0.63%
20232.29%-1.73%2.26%0.52%-0.56%0.14%-0.10%-0.10%-1.88%-0.63%3.50%2.98%6.71%
2022-1.62%-1.61%-1.44%-2.95%-0.15%-1.60%3.02%-2.93%-3.47%-0.03%1.74%-0.87%-11.47%
2021-0.54%-1.93%-0.12%0.32%0.19%0.46%1.05%-0.21%-1.01%-0.18%0.53%-0.42%-1.88%
20201.67%0.73%-1.90%2.80%-0.17%0.41%1.09%-0.81%0.20%0.35%0.49%0.23%5.15%
20191.11%0.00%1.81%0.10%1.25%1.39%0.92%2.17%-0.50%-0.20%0.04%-0.18%8.16%
2018-0.81%-0.24%0.83%-0.38%0.48%0.19%-0.10%0.38%-0.47%-0.14%0.36%1.49%1.56%
2017-0.32%0.18%-0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGGU.L is 29, 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 AGGU.L is 2929
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF)
The Sharpe Ratio Rank of AGGU.L is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of AGGU.L is 3030Sortino Ratio Rank
The Omega Ratio Rank of AGGU.L is 2828Omega Ratio Rank
The Calmar Ratio Rank of AGGU.L is 2222Calmar Ratio Rank
The Martin Ratio Rank of AGGU.L is 3333Martin 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 (AGGU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGGU.L
Sharpe ratio
The chart of Sharpe ratio for AGGU.L, currently valued at 0.76, compared to the broader market0.002.004.006.000.76
Sortino ratio
The chart of Sortino ratio for AGGU.L, currently valued at 1.20, compared to the broader market0.005.0010.001.20
Omega ratio
The chart of Omega ratio for AGGU.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for AGGU.L, currently valued at 0.26, compared to the broader market0.005.0010.0015.000.26
Martin ratio
The chart of Martin ratio for AGGU.L, currently valued at 2.60, compared to the broader market0.0020.0040.0060.0080.00100.002.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market0.002.004.006.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market0.005.0010.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.005.0010.0015.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market0.0020.0040.0060.0080.00100.009.23

Sharpe Ratio

The current iShares Core Global Aggregate Bond UCITS ETF Sharpe ratio is 0.76. 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 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.76
2.43
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.01%
-0.29%
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 8.01%.


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 1.18%, 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%December2024FebruaryMarchAprilMay
1.18%
3.00%
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF)
Benchmark (^GSPC)