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AGBP.L vs. GLBL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGBP.L vs. GLBL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGBP.L achieves a 1.19% return, which is significantly lower than GLBL.L's 1.54% return.


AGBP.L

1D
0.21%
1M
1.08%
YTD
1.19%
6M
1.41%
1Y
3.61%
3Y*
4.05%
5Y*
0.24%
10Y*

GLBL.L

1D
-0.15%
1M
1.51%
YTD
1.54%
6M
2.02%
1Y
4.56%
3Y*
1.86%
5Y*
-0.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGBP.L vs. GLBL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
1.19%4.46%3.11%5.71%-12.34%-1.79%4.12%6.44%0.61%
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
1.54%0.65%0.03%-0.43%-5.99%-3.96%5.31%3.31%-23.54%

Correlation

The correlation between AGBP.L and GLBL.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.43

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2018

0.37

The correlation between AGBP.L and GLBL.L shifts across timeframes, from 0.23 (1 year) to 0.43 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AGBP.L vs. GLBL.L — Risk / Return Rank

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

AGBP.L
AGBP.L Risk / Return Rank: 2929
Overall Rank
AGBP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AGBP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
AGBP.L Omega Ratio Rank: 2828
Omega Ratio Rank
AGBP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
AGBP.L Martin Ratio Rank: 3131
Martin Ratio Rank

GLBL.L
GLBL.L Risk / Return Rank: 2727
Overall Rank
GLBL.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GLBL.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLBL.L Omega Ratio Rank: 2727
Omega Ratio Rank
GLBL.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
GLBL.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.

AGBP.L vs. GLBL.L - Risk-Adjusted Trends 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 SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.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.


AGBP.LGLBL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.41

1.21

+0.20

Martin ratioReturn relative to average drawdown

4.09

2.47

+1.62

AGBP.L vs. GLBL.L - Sharpe Ratio Comparison

The current AGBP.L Sharpe Ratio is 0.96, which is comparable to the GLBL.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of AGBP.L and GLBL.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

AGBP.L vs. GLBL.L - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.39%, smaller than the maximum GLBL.L drawdown of -30.13%. Use the drawdown chart below to compare losses from any high point for AGBP.L and GLBL.L.


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Drawdown Indicators


AGBP.LGLBL.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.39%

-30.13%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-3.76%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-3.59%

-4.91%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-14.10%

-1.91%

Current Drawdown

Current decline from peak

-0.99%

-23.54%

+22.55%

Average Drawdown

Average peak-to-trough decline

-4.76%

-23.08%

+18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.84%

-0.96%

Volatility

AGBP.L vs. GLBL.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) is 0.97%, while SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L) has a volatility of 1.32%. This indicates that AGBP.L experiences smaller price fluctuations and is considered to be less risky than GLBL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGBP.LGLBL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.32%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

3.37%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

4.56%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.86%

6.63%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.32%

12.30%

-7.98%

AGBP.L vs. GLBL.L - Expense Ratio Comparison

Both AGBP.L and GLBL.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

AGBP.L vs. GLBL.L - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 3.10%, which matches GLBL.L's 3.10% yield.


PositionTTM20252024202320222021202020192018
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
3.10%3.00%2.59%1.96%1.56%1.27%1.53%1.65%0.98%
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
3.10%3.14%2.76%2.05%1.39%1.22%1.54%1.67%1.06%

Frequently Asked Questions


AGBP.L and GLBL.L have a correlation of 0.23, 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.

AGBP.L and GLBL.L have the same expense ratio: 0.10% per year.

AGBP.L tracks Bloomberg Global Aggregate TR Hdg GBP, while GLBL.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

Find the right allocation for AGBP.L and GLBL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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