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0GGH.L vs. AGGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0GGH.L vs. AGGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0GGH.L is traded in EUR, while AGGG.L is traded in USD. To make them comparable, the AGGG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0GGH.L achieves a -0.48% return, which is significantly lower than AGGG.L's -0.12% return.


0GGH.L

1D
-0.08%
1M
-0.69%
6M
-0.69%
YTD
-0.48%
1Y
1.16%
3Y*
2.17%
5Y*
-1.55%
10Y*

AGGG.L

1D
-0.47%
1M
-0.11%
6M
-0.76%
YTD
-0.12%
1Y
1.27%
3Y*
1.37%
5Y*
-1.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0GGH.L vs. AGGG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0GGH.L
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
-0.48%2.71%1.27%4.35%-13.33%-2.45%3.79%4.91%-1.24%-0.35%
AGGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
-0.12%-4.85%5.10%2.22%-10.69%1.64%0.40%9.25%3.19%-0.91%

Correlation

The correlation between 0GGH.L and AGGG.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2017

0.40

The correlation between 0GGH.L and AGGG.L shifts across timeframes, from 0.33 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

0GGH.L vs. AGGG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0GGH.L
0GGH.L Risk / Return Rank: 1313
Overall Rank
0GGH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
0GGH.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
0GGH.L Omega Ratio Rank: 1212
Omega Ratio Rank
0GGH.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
0GGH.L Martin Ratio Rank: 1414
Martin Ratio Rank

AGGG.L
AGGG.L Risk / Return Rank: 99
Overall Rank
AGGG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AGGG.L Sortino Ratio Rank: 99
Sortino Ratio Rank
AGGG.L Omega Ratio Rank: 88
Omega Ratio Rank
AGGG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
AGGG.L Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

0GGH.L vs. AGGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


0GGH.LAGGG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.05

1.04

+0.01

Calmar ratioReturn relative to maximum drawdown

0.34

0.29

+0.05

Martin ratioReturn relative to average drawdown

0.86

0.69

+0.17

0GGH.L vs. AGGG.L - Sharpe Ratio Comparison

The current 0GGH.L Sharpe Ratio is 0.28, which is comparable to the AGGG.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of 0GGH.L and AGGG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

0GGH.L vs. AGGG.L - Drawdown Comparison

The maximum 0GGH.L drawdown since its inception was -21.17%, which is greater than AGGG.L's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for 0GGH.L and AGGG.L.


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Drawdown Indicators


0GGH.LAGGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-15.95%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-4.44%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-8.84%

+4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-15.27%

-5.90%

Current Drawdown

Current decline from peak

-12.70%

-11.29%

-1.41%

Average Drawdown

Average peak-to-trough decline

-8.72%

-6.70%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.85%

-0.75%

Volatility

0GGH.L vs. AGGG.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) is 0.99%, while iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L) has a volatility of 1.67%. This indicates that 0GGH.L experiences smaller price fluctuations and is considered to be less risky than AGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0GGH.LAGGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.67%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

4.79%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

5.77%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.29%

7.26%

+17.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

7.03%

+13.88%

0GGH.L vs. AGGG.L - Expense Ratio Comparison

Both 0GGH.L and AGGG.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

0GGH.L vs. AGGG.L - Dividend Comparison

0GGH.L has not paid dividends to shareholders, while AGGG.L's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM20252024202320222021202020192018
0GGH.L
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
1.53%2.97%2.74%2.01%1.55%1.33%1.46%1.62%0.96%

Frequently Asked Questions


0GGH.L and AGGG.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

0GGH.L and AGGG.L have the same expense ratio: 0.10% per year.

Both ETFs track Bloomberg Global Aggregate Bond Index.

Portfolio Optimizer

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