- Issuer
- iShares
- Inception Date
- Feb 23, 2024
- Category
- Global Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares US Aggregate Bond UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Bond
Share Price Chart
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Performance
IUAE.L Performance Chart
iShares US Aggregate Bond UCITS ETF (IUAE.L) is down 1.3% since the beginning of the year. IUAE.L is currently trading at €5 per share. Investors who bought €1,000 worth of IUAE.L shares 5 years ago would now be looking at an investment worth €886.
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Returns By Period
iShares US Aggregate Bond UCITS ETF (IUAE.L) has returned -1.30% so far this year and 2.05% over the past 12 months.
iShares US Aggregate Bond UCITS ETF
- 1D
- -0.07%
- 1M
- -0.90%
- 6M
- -1.30%
- YTD
- -1.30%
- 1Y
- 2.05%
- 3Y*
- 1.62%
- 5Y*
- -2.40%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
IUAE.L Monthly Returns History
Based on dividend-adjusted daily data since Apr 10, 2018, IUAE.L's average daily return is 0.00%, while the average monthly return is -0.03%.
Historically, 51% of months were positive and 49% were negative. The best month was Nov 2023 with a return of +4.2%, while the worst month was Sep 2022 at -4.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, IUAE.L closed higher 44% of trading days. The best single day was Mar 25, 2020 with a return of +2.2%, while the worst single day was Mar 12, 2020 at -2.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.21% | 1.44% | -2.03% | -0.00% | 0.21% | 0.21% | -0.90% | -1.30% | |||||
| 2025 | 0.43% | 1.71% | -0.21% | 0.21% | -0.84% | 1.06% | -0.21% | 0.84% | 1.04% | 0.41% | 0.41% | -0.20% | 4.73% |
| 2024 | -0.43% | -1.50% | 0.65% | -2.60% | 1.33% | 1.10% | 1.74% | 1.92% | 0.84% | -2.90% | 0.85% | -1.48% | -0.64% |
| 2023 | 2.25% | -2.71% | 2.23% | 0.59% | -1.42% | -0.39% | -0.22% | -0.88% | -2.43% | -1.81% | 4.15% | 3.54% | 2.65% |
| 2022 | -2.28% | -1.35% | -2.58% | -3.94% | 0.26% | -1.66% | 2.50% | -3.08% | -4.44% | -1.85% | 2.32% | 0.25% | -15.00% |
| 2021 | -0.83% | -2.22% | -0.51% | 0.49% | 0.20% | 0.73% | 0.96% | -0.21% | -1.15% | -0.05% | 0.26% | -0.47% | -2.82% |
Benchmark Metrics
iShares US Aggregate Bond UCITS ETF has an annualized alpha of 0.10%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 10, 2018.
- This ETF participated in 16.68% of S&P 500 Index downside but only 5.80% of its upside - more exposed to losses than it benefited from rallies.
- Beta of -0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.10%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 5.80%
- Downside Capture
- 16.68%
Expense Ratio
IUAE.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IUAE.L ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF (IUAE.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUAE.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.33 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.01 | -2.41 |
| Martin ratioReturn relative to average drawdown | 1.55 | 11.10 | -9.55 |
Dividends
Dividend History
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares US 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 US Aggregate Bond UCITS ETF was 22.73%, occurring on Oct 18, 2023. The portfolio has not yet recovered.
The current iShares US Aggregate Bond UCITS ETF drawdown is 13.83%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.73%Oct 2023 | 3y 2mo | — | 5y 11moAug 2020 - now | — |
-9.12%Mar 2020 | 9d | 3mo 2d | 3mo 11dMar 2020 - Jun 2020 | COVID crash2020 |
-2.74%Nov 2018 | 7mo | 2mo 24d | 9mo 24dApr 2018 - Jan 2019 | Rate-hike selloffLate 2018 |
-2.13%Nov 2019 | 2mo 8d | 3mo 1d | 5mo 9dSep 2019 - Feb 2020 | — |
-0.90%Jul 2019 | 12d | 17d | 29dJul 2019 - Aug 2019 | — |
Drawdown Indicators
| IUAE.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.73% | -51.17% | +28.44% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -7.57% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.30% | -23.99% | +17.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -23.99% | +2.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -13.83% | -0.52% | -13.31% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -8.90% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 2.04% | -0.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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