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AGBP.L vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGBP.LBND
YTD Return-0.86%-1.52%
1Y Return3.09%2.12%
3Y Return (Ann)-2.62%-3.07%
5Y Return (Ann)-0.63%-0.04%
Sharpe Ratio0.720.28
Daily Std Dev4.64%6.56%
Max Drawdown-16.42%-18.84%
Current Drawdown-10.11%-11.94%

Correlation

-0.50.00.51.00.3

The correlation between AGBP.L and BND is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AGBP.L vs. BND - Performance Comparison

In the year-to-date period, AGBP.L achieves a -0.86% return, which is significantly higher than BND's -1.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%December2024FebruaryMarchAprilMay
-4.88%
3.66%
AGBP.L
BND

Compare stocks, funds, or ETFs

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


iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)

Vanguard Total Bond Market ETF

AGBP.L vs. BND - Expense Ratio Comparison

AGBP.L has a 0.10% expense ratio, which is higher than BND'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%.


AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
Expense ratio chart for AGBP.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AGBP.L vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and Vanguard Total Bond Market ETF (BND). 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.


AGBP.L
Sharpe ratio
The chart of Sharpe ratio for AGBP.L, currently valued at 0.42, compared to the broader market0.002.004.000.42
Sortino ratio
The chart of Sortino ratio for AGBP.L, currently valued at 0.67, compared to the broader market0.005.0010.000.67
Omega ratio
The chart of Omega ratio for AGBP.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.08
Calmar ratio
The chart of Calmar ratio for AGBP.L, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.15
Martin ratio
The chart of Martin ratio for AGBP.L, currently valued at 0.86, compared to the broader market0.0020.0040.0060.0080.00100.000.86
BND
Sharpe ratio
The chart of Sharpe ratio for BND, currently valued at 0.17, compared to the broader market0.002.004.000.17
Sortino ratio
The chart of Sortino ratio for BND, currently valued at 0.29, compared to the broader market0.005.0010.000.29
Omega ratio
The chart of Omega ratio for BND, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.03
Calmar ratio
The chart of Calmar ratio for BND, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.06
Martin ratio
The chart of Martin ratio for BND, currently valued at 0.47, compared to the broader market0.0020.0040.0060.0080.00100.000.47

AGBP.L vs. BND - Sharpe Ratio Comparison

The current AGBP.L Sharpe Ratio is 0.72, which is higher than the BND Sharpe Ratio of 0.28. The chart below compares the 12-month rolling Sharpe Ratio of AGBP.L and BND.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
0.42
0.17
AGBP.L
BND

Dividends

AGBP.L vs. BND - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 2.35%, less than BND's 3.37% yield.


TTM20232022202120202019201820172016201520142013
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
2.35%1.97%1.56%1.28%1.53%1.65%0.98%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.37%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

AGBP.L vs. BND - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.42%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for AGBP.L and BND. For additional features, visit the drawdowns tool.


-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%December2024FebruaryMarchAprilMay
-17.59%
-11.94%
AGBP.L
BND

Volatility

AGBP.L vs. BND - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) has a higher volatility of 2.01% compared to Vanguard Total Bond Market ETF (BND) at 1.38%. This indicates that AGBP.L's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.01%
1.38%
AGBP.L
BND