AGBP.L vs. SWDA.L

In the year-to-date period, AGBP.L achieves a 0.27% return, which is significantly higher than SWDA.L's -1.97% return.

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AGBP.L has a 0.10% expense ratio, which is lower than SWDA.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%.

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 MSCI World UCITS ETF USD (Acc) (SWDA.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 0.37, which is comparable to the SWDA.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of AGBP.L and SWDA.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 2.89%, while SWDA.L has not paid dividends to shareholders.

The maximum AGBP.L drawdown since its inception was -19.38%, smaller than the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for AGBP.L and SWDA.L.

The current volatility for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) is 0.98%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.93%. This indicates that AGBP.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.