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

Performance

0GGH.L vs. SUAG.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 USD (Dist) (SUAG.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 SUAG.L is traded in GBP. To make them comparable, the SUAG.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 SUAG.L's 2.53% 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*

SUAG.L

1D
0.29%
1M
0.85%
6M
1.46%
YTD
2.53%
1Y
5.45%
3Y*
3.01%
5Y*
0.34%
10Y*
0.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-1.24%-0.35%
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
2.53%-5.45%7.99%1.24%-7.45%5.85%-2.20%12.03%4.02%-1.84%

Correlation

The correlation between 0GGH.L and SUAG.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.31

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

0.34

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

0.31

Over the past year, the correlation between 0GGH.L and SUAG.L has dropped to 0.11 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

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Return for Risk

0GGH.L vs. SUAG.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

SUAG.L
SUAG.L Risk / Return Rank: 2222
Overall Rank
SUAG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SUAG.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
SUAG.L Omega Ratio Rank: 2121
Omega Ratio Rank
SUAG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
SUAG.L Martin Ratio Rank: 2121
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. SUAG.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 USD (Dist) (SUAG.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.LSUAG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.06

1.18

-0.12

Calmar ratioReturn relative to maximum drawdown

0.37

1.56

-1.20

Martin ratioReturn relative to average drawdown

0.93

4.00

-3.07

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

The current 0GGH.L Sharpe Ratio is 0.31, which is lower than the SUAG.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of 0GGH.L and SUAG.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. SUAG.L - Drawdown Comparison

The maximum 0GGH.L drawdown since its inception was -21.17%, which is greater than SUAG.L's maximum drawdown of -15.66%. Use the drawdown chart below to compare losses from any high point for 0GGH.L and SUAG.L.


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Drawdown Indicators


0GGH.LSUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-15.66%

-5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-3.47%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-11.10%

+7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-12.78%

-8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-15.66%

Current Drawdown

Current decline from peak

-12.63%

-6.34%

-6.29%

Average Drawdown

Average peak-to-trough decline

-8.73%

-6.74%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.36%

-0.26%

Volatility

0GGH.L vs. SUAG.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 USD (Dist) (SUAG.L) has a volatility of 1.42%. This indicates that 0GGH.L experiences smaller price fluctuations and is considered to be less risky than SUAG.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.LSUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.42%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

4.07%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

5.64%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

8.24%

+16.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

8.23%

+12.68%

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

0GGH.L has a 0.10% expense ratio, which is lower than SUAG.L's 0.25% expense ratio. Despite the difference, 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. SUAG.L - Dividend Comparison

0GGH.L has not paid dividends to shareholders, while SUAG.L's dividend yield for the trailing twelve months is around 3.94%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.94%3.78%3.57%3.10%2.13%1.69%2.22%2.72%2.38%2.11%1.57%1.56%

Frequently Asked Questions


0GGH.L and SUAG.L have a correlation of 0.11, 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 0.25% for SUAG.L.

0GGH.L is categorized as Global Bonds, while SUAG.L is Total Bond Market. 0GGH.L tracks Bloomberg Global Aggregate Bond Index, while SUAG.L tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.10% for 0GGH.L and 0.25% for SUAG.L.

Portfolio Optimizer

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