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

Performance

0GGH.L vs. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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 GLAD.L is traded in USD. To make them comparable, the GLAD.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 -0.41% return, which is significantly lower than GLAD.L's 3.24% return.


0GGH.L

1D
0.00%
1M
-0.61%
6M
-0.61%
YTD
-0.41%
1Y
1.03%
3Y*
2.12%
5Y*
-1.53%
10Y*

GLAD.L

1D
0.19%
1M
0.05%
6M
1.88%
YTD
3.24%
1Y
4.45%
3Y*
3.35%
5Y*
1.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
0GGH.L
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
-0.41%2.71%1.27%4.35%-13.33%-2.45%3.79%-1.47%
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
3.24%-7.72%10.06%3.53%-5.82%5.86%-3.46%-1.55%

Correlation

The correlation between 0GGH.L and GLAD.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.24

The correlation between 0GGH.L and GLAD.L shifts across timeframes, from 0.12 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

0GGH.L vs. GLAD.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: 1515
Overall Rank
0GGH.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
0GGH.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
0GGH.L Omega Ratio Rank: 1414
Omega Ratio Rank
0GGH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
0GGH.L Martin Ratio Rank: 1616
Martin Ratio Rank

GLAD.L
GLAD.L Risk / Return Rank: 3232
Overall Rank
GLAD.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 3030
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 3333
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. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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.LGLAD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.06

1.13

-0.07

Calmar ratioReturn relative to maximum drawdown

0.37

0.99

-0.63

Martin ratioReturn relative to average drawdown

0.93

2.80

-1.87

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

The current 0GGH.L Sharpe Ratio is 0.31, which is lower than the GLAD.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of 0GGH.L and GLAD.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. GLAD.L - Drawdown Comparison

The maximum 0GGH.L drawdown since its inception was -21.17%, which is greater than GLAD.L's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for 0GGH.L and GLAD.L.


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Drawdown Indicators


0GGH.LGLAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-11.86%

-9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-4.47%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-11.20%

+7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-11.86%

-9.31%

Current Drawdown

Current decline from peak

-12.63%

-5.86%

-6.77%

Average Drawdown

Average peak-to-trough decline

-8.73%

-6.08%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.59%

-0.49%

Volatility

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

The current volatility for iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) is 0.99%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) has a volatility of 1.43%. This indicates that 0GGH.L experiences smaller price fluctuations and is considered to be less risky than GLAD.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.LGLAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.43%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

4.68%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

6.23%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

8.03%

+16.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

7.82%

+13.09%

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

Both 0GGH.L and GLAD.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. GLAD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


0GGH.L and GLAD.L have a correlation of 0.12, 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 GLAD.L have the same expense ratio: 0.10% per year.

0GGH.L tracks Bloomberg Global Aggregate Bond Index, while GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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