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

Key characteristics


AGBP.LSLXX.L
YTD Return-0.86%-0.99%
1Y Return3.09%8.75%
3Y Return (Ann)-2.62%-4.12%
5Y Return (Ann)-0.63%-0.67%
Sharpe Ratio0.721.39
Daily Std Dev4.64%6.95%
Max Drawdown-16.42%-30.27%
Current Drawdown-10.11%-15.85%

Correlation

-0.50.00.51.00.9

The correlation between AGBP.L and SLXX.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AGBP.L vs. SLXX.L - Performance Comparison

In the year-to-date period, AGBP.L achieves a -0.86% return, which is significantly higher than SLXX.L's -0.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-8.00%-6.00%-4.00%-2.00%December2024FebruaryMarchAprilMay
-4.88%
-3.67%
AGBP.L
SLXX.L

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)

iShares Core £ Corp Bond UCITS ETF

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

AGBP.L has a 0.10% expense ratio, which is lower than SLXX.L's 0.20% 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%.


SLXX.L
iShares Core £ Corp Bond UCITS ETF
Expense ratio chart for SLXX.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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%

Risk-Adjusted Performance

AGBP.L vs. SLXX.L - 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 iShares Core £ Corp Bond UCITS ETF (SLXX.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.


AGBP.L
Sharpe ratio
The chart of Sharpe ratio for AGBP.L, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Sortino ratio
The chart of Sortino ratio for AGBP.L, currently valued at 1.07, compared to the broader market0.005.0010.001.07
Omega ratio
The chart of Omega ratio for AGBP.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for AGBP.L, currently valued at 0.26, compared to the broader market0.005.0010.0015.000.26
Martin ratio
The chart of Martin ratio for AGBP.L, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.00100.001.46
SLXX.L
Sharpe ratio
The chart of Sharpe ratio for SLXX.L, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Sortino ratio
The chart of Sortino ratio for SLXX.L, currently valued at 1.88, compared to the broader market0.005.0010.001.88
Omega ratio
The chart of Omega ratio for SLXX.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for SLXX.L, currently valued at 0.41, compared to the broader market0.005.0010.0015.000.41
Martin ratio
The chart of Martin ratio for SLXX.L, currently valued at 3.76, compared to the broader market0.0020.0040.0060.0080.00100.003.76

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

The current AGBP.L Sharpe Ratio is 0.72, which is lower than the SLXX.L Sharpe Ratio of 1.39. The chart below compares the 12-month rolling Sharpe Ratio of AGBP.L and SLXX.L.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.69
1.24
AGBP.L
SLXX.L

Dividends

AGBP.L vs. SLXX.L - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 2.35%, less than SLXX.L's 4.35% 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%
SLXX.L
iShares Core £ Corp Bond UCITS ETF
4.35%4.06%2.75%2.06%2.12%2.44%2.71%2.73%2.99%3.39%3.41%3.74%

Drawdowns

AGBP.L vs. SLXX.L - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.42%, smaller than the maximum SLXX.L drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for AGBP.L and SLXX.L. For additional features, visit the drawdowns tool.


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%December2024FebruaryMarchAprilMay
-17.59%
-22.07%
AGBP.L
SLXX.L

Volatility

AGBP.L vs. SLXX.L - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and iShares Core £ Corp Bond UCITS ETF (SLXX.L) have volatilities of 2.03% and 2.04%, 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.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.03%
2.04%
AGBP.L
SLXX.L