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AEGG.L vs. FLUC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AEGG.L vs. FLUC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) and Franklin USD Investment Grade Corporate Bond UCITS ETF USD (Dist) (FLUC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AEGG.L is traded in GBP, while FLUC.L is traded in USD. To make them comparable, the FLUC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, AEGG.L achieves a 0.41% return, which is significantly higher than FLUC.L's -0.24% return.


AEGG.L

1D
0.00%
1M
-0.60%
6M
0.41%
YTD
0.41%
1Y
2.91%
3Y*
3.69%
5Y*
10Y*

FLUC.L

1D
0.25%
1M
-1.60%
6M
-0.67%
YTD
-0.24%
1Y
3.89%
3Y*
3.35%
5Y*
0.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEGG.L vs. FLUC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.41%4.45%3.06%5.55%-12.20%
FLUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF USD (Dist)
-0.24%-0.20%3.86%2.39%-5.48%

Correlation

The correlation between AEGG.L and FLUC.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

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2022

0.39

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Return for Risk

AEGG.L vs. FLUC.L — Risk / Return Rank

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

AEGG.L
AEGG.L Risk / Return Rank: 3030
Overall Rank
AEGG.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AEGG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
AEGG.L Omega Ratio Rank: 3030
Omega Ratio Rank
AEGG.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
AEGG.L Martin Ratio Rank: 3030
Martin Ratio Rank

FLUC.L
FLUC.L Risk / Return Rank: 3333
Overall Rank
FLUC.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FLUC.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
FLUC.L Omega Ratio Rank: 2828
Omega Ratio Rank
FLUC.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
FLUC.L Martin Ratio Rank: 3737
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.

AEGG.L vs. FLUC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) and Franklin USD Investment Grade Corporate Bond UCITS ETF USD (Dist) (FLUC.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.


AEGG.LFLUC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.17

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.21

0.74

+0.47

Martin ratioReturn relative to average drawdown

3.29

1.76

+1.52

AEGG.L vs. FLUC.L - Sharpe Ratio Comparison

The current AEGG.L Sharpe Ratio is 0.89, which is higher than the FLUC.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AEGG.L and FLUC.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

AEGG.L vs. FLUC.L - Drawdown Comparison

The maximum AEGG.L drawdown since its inception was -14.37%, smaller than the maximum FLUC.L drawdown of -17.30%. Use the drawdown chart below to compare losses from any high point for AEGG.L and FLUC.L.


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Drawdown Indicators


AEGG.LFLUC.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.37%

-17.30%

+2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-5.27%

+2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

-9.19%

+5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-14.55%

Current Drawdown

Current decline from peak

-1.20%

-7.60%

+6.40%

Average Drawdown

Average peak-to-trough decline

-6.10%

-7.94%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.20%

-1.32%

Volatility

AEGG.L vs. FLUC.L - Volatility Comparison

The current volatility for iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) is 0.89%, while Franklin USD Investment Grade Corporate Bond UCITS ETF USD (Dist) (FLUC.L) has a volatility of 1.72%. This indicates that AEGG.L experiences smaller price fluctuations and is considered to be less risky than FLUC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEGG.LFLUC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.72%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

5.73%

-3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

7.25%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

9.29%

-4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

9.88%

-5.21%

AEGG.L vs. FLUC.L - Expense Ratio Comparison

AEGG.L has a 0.10% expense ratio, which is lower than FLUC.L's 0.35% expense ratio.


Dividends

AEGG.L vs. FLUC.L - Dividend Comparison

AEGG.L has not paid dividends to shareholders, while FLUC.L's dividend yield for the trailing twelve months is around 4.22%.


PositionTTM20252024202320222021202020192018
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLUC.L
Franklin USD Investment Grade Corporate Bond UCITS ETF USD (Dist)
4.22%4.01%4.26%3.38%2.76%2.17%2.29%3.37%1.61%

Frequently Asked Questions


AEGG.L and FLUC.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.

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

AEGG.L is cheaper with a 0.10% expense ratio, compared with 0.35% for FLUC.L.

AEGG.L is categorized as Global Bonds, while FLUC.L is Corporate Bonds. AEGG.L tracks Bloomberg Global Aggregate TR Hdg GBP, while FLUC.L tracks Bloomberg US Corporate - Investment Grade Index. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.10% for AEGG.L and 0.35% for FLUC.L.

Portfolio Optimizer

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