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

Key characteristics


AGBP.LSWDA.L
YTD Return-0.86%9.82%
1Y Return3.33%22.01%
3Y Return (Ann)-2.67%10.82%
5Y Return (Ann)-0.63%12.34%
Sharpe Ratio0.772.06
Daily Std Dev4.64%10.00%
Max Drawdown-16.42%-25.58%
Current Drawdown-10.11%-0.98%

Correlation

-0.50.00.51.00.4

The correlation between AGBP.L and SWDA.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AGBP.L vs. SWDA.L - Performance Comparison

In the year-to-date period, AGBP.L achieves a -0.86% return, which is significantly lower than SWDA.L's 9.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
-5.08%
88.53%
AGBP.L
SWDA.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 MSCI World UCITS ETF USD (Acc)

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

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%.


SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for SWDA.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. SWDA.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 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.


AGBP.L
Sharpe ratio
The chart of Sharpe ratio for AGBP.L, currently valued at 0.68, compared to the broader market0.002.004.006.000.68
Sortino ratio
The chart of Sortino ratio for AGBP.L, currently valued at 1.05, compared to the broader market0.005.0010.001.05
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 0.25, compared to the broader market0.005.0010.0015.000.25
Martin ratio
The chart of Martin ratio for AGBP.L, currently valued at 1.43, compared to the broader market0.0020.0040.0060.0080.00100.001.43
SWDA.L
Sharpe ratio
The chart of Sharpe ratio for SWDA.L, currently valued at 2.09, compared to the broader market0.002.004.006.002.09
Sortino ratio
The chart of Sortino ratio for SWDA.L, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for SWDA.L, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for SWDA.L, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for SWDA.L, currently valued at 7.27, compared to the broader market0.0020.0040.0060.0080.00100.007.27

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

The current AGBP.L Sharpe Ratio is 0.77, which is lower than the SWDA.L Sharpe Ratio of 2.06. The chart below compares the 12-month rolling Sharpe Ratio of AGBP.L and SWDA.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.68
2.09
AGBP.L
SWDA.L

Dividends

AGBP.L vs. SWDA.L - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 2.35%, while SWDA.L has not paid dividends to shareholders.


TTM202320222021202020192018
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
2.35%91.82%156.06%127.54%153.09%164.90%97.62%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGBP.L vs. SWDA.L - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.42%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-17.77%
-0.95%
AGBP.L
SWDA.L

Volatility

AGBP.L vs. SWDA.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) is 2.03%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 4.12%. 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.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.03%
4.12%
AGBP.L
SWDA.L