AGBP.L vs. SAGG.L

In the year-to-date period, AGBP.L achieves a -0.08% return, which is significantly higher than SAGG.L's -3.89% return.

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Both AGBP.L and SAGG.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%.

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

The current AGBP.L Sharpe Ratio is 0.57, which is higher than the SAGG.L Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of AGBP.L and SAGG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AGBP.L's dividend yield for the trailing twelve months is around 2.90%, less than SAGG.L's 3.08% yield.

The maximum AGBP.L drawdown since its inception was -19.38%, smaller than the maximum SAGG.L drawdown of -24.49%. Use the drawdown chart below to compare losses from any high point for AGBP.L and SAGG.L.

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) have volatilities of 1.44% and 1.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.