PortfoliosLab logoPortfoliosLab logo
0GGH.L vs. GAGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0GGH.L vs. GAGG.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 Amundi Index Barclays Global Agg 500M (GAGG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

0GGH.L is traded in EUR, while GAGG.L is traded in GBp. To make them comparable, the GAGG.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 GAGG.L's 1.96% 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*

GAGG.L

1D
0.02%
1M
0.65%
6M
1.33%
YTD
1.96%
1Y
3.22%
3Y*
2.02%
5Y*
-1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0GGH.L vs. GAGG.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%
GAGG.L
Amundi Index Barclays Global Agg 500M
1.96%-4.82%5.03%1.37%-10.81%2.34%-0.11%9.29%3.34%-1.10%

Correlation

The correlation between 0GGH.L and GAGG.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.40

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

0.41

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

0.35

The correlation between 0GGH.L and GAGG.L shifts across timeframes, from 0.31 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

0GGH.L vs. GAGG.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

GAGG.L
GAGG.L Risk / Return Rank: 1212
Overall Rank
GAGG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1111
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1212
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. GAGG.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 Amundi Index Barclays Global Agg 500M (GAGG.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.LGAGG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.05

1.14

-0.09

Calmar ratioReturn relative to maximum drawdown

0.34

1.45

-1.11

Martin ratioReturn relative to average drawdown

0.86

3.01

-2.15

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

The current 0GGH.L Sharpe Ratio is 0.28, which is lower than the GAGG.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of 0GGH.L and GAGG.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.


Loading charts...

Drawdowns

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

The maximum 0GGH.L drawdown since its inception was -21.17%, smaller than the maximum GAGG.L drawdown of -26.15%. Use the drawdown chart below to compare losses from any high point for 0GGH.L and GAGG.L.


Loading charts...

Drawdown Indicators


0GGH.LGAGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-26.15%

+4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.22%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-7.78%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-14.86%

-6.31%

Current Drawdown

Current decline from peak

-12.70%

-17.50%

+4.80%

Average Drawdown

Average peak-to-trough decline

-8.72%

-16.13%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.07%

+0.03%

Volatility

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

iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) and Amundi Index Barclays Global Agg 500M (GAGG.L) have volatilities of 0.99% and 0.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


0GGH.LGAGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

0.99%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

2.82%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

3.96%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.29%

6.37%

+17.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

7.90%

+13.01%

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

0GGH.L has a 0.10% expense ratio, which is higher than GAGG.L's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

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

Neither 0GGH.L nor GAGG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


0GGH.L and GAGG.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GAGG.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAGG.L is cheaper with a 0.03% expense ratio, compared with 0.10% for 0GGH.L.

0GGH.L tracks Bloomberg Global Aggregate Bond Index, while GAGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for 0GGH.L and 0.03% for GAGG.L.

Portfolio Optimizer

Find the right allocation for 0GGH.L and GAGG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer