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

Performance

AGBP.L vs. SPHD - 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 Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AGBP.L achieves a 0.76% return, which is significantly lower than SPHD's 10.30% return.


AGBP.L

1D
0.43%
1M
0.65%
YTD
0.76%
6M
1.41%
1Y
3.39%
3Y*
4.13%
5Y*
0.12%
10Y*

SPHD

1D
1.19%
1M
4.58%
YTD
10.30%
6M
9.19%
1Y
15.40%
3Y*
10.08%
5Y*
7.58%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGBP.L vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
0.76%4.46%3.11%5.71%-12.34%-1.79%4.12%6.44%-0.03%-0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
10.30%-3.96%20.14%-3.75%12.54%26.17%-12.62%15.68%-0.61%-0.12%

Correlation

The correlation between AGBP.L and SPHD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.14

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

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.03

The correlation between AGBP.L and SPHD shifts across timeframes, from 0.03 (all time) to 0.14 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AGBP.L vs. SPHD — 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: 2727
Overall Rank
AGBP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AGBP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
AGBP.L Omega Ratio Rank: 2626
Omega Ratio Rank
AGBP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGBP.L Martin Ratio Rank: 2929
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 3636
Overall Rank
SPHD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 3838
Sortino Ratio Rank
SPHD Omega Ratio Rank: 3232
Omega Ratio Rank
SPHD Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPHD Martin Ratio Rank: 3333
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. SPHD - 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 Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.LSPHDDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratioReturn relative to maximum drawdown

1.23

2.13

-0.90

Martin ratioReturn relative to average drawdown

3.65

5.25

-1.61

AGBP.L vs. SPHD - Sharpe Ratio Comparison

The current AGBP.L Sharpe Ratio is 0.85, which is lower than the SPHD Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of AGBP.L and SPHD, 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. SPHD - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.39%, smaller than the maximum SPHD drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for AGBP.L and SPHD.


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Drawdown Indicators


AGBP.LSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-16.39%

-34.51%

+18.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-6.91%

+4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-3.61%

-14.43%

+10.82%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-17.64%

+1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.51%

Current Drawdown

Current decline from peak

-1.42%

-0.52%

-0.90%

Average Drawdown

Average peak-to-trough decline

-4.77%

-5.71%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.80%

-1.93%

Volatility

AGBP.L vs. SPHD - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) is 1.43%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 3.54%. This indicates that AGBP.L experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGBP.LSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

3.54%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

8.59%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

11.31%

-7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

13.75%

-8.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

17.86%

-13.53%

AGBP.L vs. SPHD - Expense Ratio Comparison

AGBP.L has a 0.10% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

AGBP.L vs. SPHD - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 3.11%, less than SPHD's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
3.11%3.00%2.59%1.96%1.56%1.27%1.53%1.65%0.98%0.00%0.00%0.00%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.40%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


AGBP.L and SPHD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AGBP.L is cheaper with a 0.10% expense ratio, compared with 0.30% for SPHD.

AGBP.L is categorized as Global Bonds, while SPHD is Dividend. AGBP.L tracks Bloomberg Global Aggregate TR Hdg GBP, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for AGBP.L and 0.30% for SPHD.

Portfolio Optimizer

Find the right allocation for AGBP.L and SPHD

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