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

Performance

0GGH.L vs. IUAE.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 US Aggregate Bond UCITS ETF EUR Hedged (Acc) (IUAE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 0GGH.L achieves a -0.41% return, which is significantly higher than IUAE.L's -1.23% 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*

IUAE.L

1D
0.21%
1M
-0.82%
6M
-1.03%
YTD
-1.23%
1Y
1.91%
3Y*
1.50%
5Y*
-2.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%4.91%-0.26%
IUAE.L
iShares US Aggregate Bond UCITS ETF EUR Hedged (Acc)
-1.23%4.73%-0.64%2.65%-15.00%-2.82%5.50%5.75%-1.04%

Correlation

The correlation between 0GGH.L and IUAE.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.73

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

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.68

The correlation between 0GGH.L and IUAE.L has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

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. IUAE.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

IUAE.L
IUAE.L Risk / Return Rank: 1818
Overall Rank
IUAE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IUAE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IUAE.L Omega Ratio Rank: 1717
Omega Ratio Rank
IUAE.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IUAE.L Martin Ratio Rank: 1919
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. IUAE.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 US Aggregate Bond UCITS ETF EUR Hedged (Acc) (IUAE.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.LIUAE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.06

1.08

-0.02

Calmar ratioReturn relative to maximum drawdown

0.37

0.55

-0.18

Martin ratioReturn relative to average drawdown

0.93

1.44

-0.51

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

The current 0GGH.L Sharpe Ratio is 0.31, which is lower than the IUAE.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of 0GGH.L and IUAE.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. IUAE.L - Drawdown Comparison

The maximum 0GGH.L drawdown since its inception was -21.17%, smaller than the maximum IUAE.L drawdown of -22.73%. Use the drawdown chart below to compare losses from any high point for 0GGH.L and IUAE.L.


Loading charts...

Drawdown Indicators


0GGH.LIUAE.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-22.73%

+1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-3.45%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-6.30%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-21.15%

-0.02%

Current Drawdown

Current decline from peak

-12.63%

-13.77%

+1.14%

Average Drawdown

Average peak-to-trough decline

-8.73%

-9.19%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.33%

-0.23%

Volatility

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

The current volatility for iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) is 0.99%, while iShares US Aggregate Bond UCITS ETF EUR Hedged (Acc) (IUAE.L) has a volatility of 1.25%. This indicates that 0GGH.L experiences smaller price fluctuations and is considered to be less risky than IUAE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


0GGH.LIUAE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.25%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

3.18%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

4.14%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

6.16%

+18.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

5.51%

+15.40%

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

0GGH.L has a 0.10% expense ratio, which is lower than IUAE.L's 0.30% expense ratio.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


0GGH.L and IUAE.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 0GGH.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

0GGH.L is cheaper with a 0.10% expense ratio, compared with 0.30% for IUAE.L.

0GGH.L is categorized as Global Bonds, while IUAE.L is Total Bond Market. 0GGH.L tracks Bloomberg Global Aggregate Bond Index, while IUAE.L tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.10% for 0GGH.L and 0.30% for IUAE.L.

Portfolio Optimizer

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