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

Performance

AGBP.L vs. XGSI.L - 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 Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L). 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 XGSI.L is traded in USD. To make them comparable, the XGSI.L 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 0.42% return, which is significantly higher than XGSI.L's 0.05% return.


AGBP.L

1D
0.15%
1M
0.08%
YTD
0.42%
6M
0.69%
1Y
3.40%
3Y*
3.91%
5Y*
0.11%
10Y*

XGSI.L

1D
0.08%
1M
1.20%
YTD
0.05%
6M
-0.97%
1Y
3.04%
3Y*
0.11%
5Y*
0.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGBP.L vs. XGSI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
0.42%4.51%3.15%5.67%-12.35%-1.86%4.15%6.46%-0.09%-0.30%
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.02%-3.42%3.01%0.55%-3.00%-1.56%2.75%3.35%8.32%-1.67%

Correlation

The correlation between AGBP.L and XGSI.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.29

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

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2017

0.28

The correlation between AGBP.L and XGSI.L shifts across timeframes, from 0.17 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AGBP.L vs. XGSI.L — 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: 2626
Overall Rank
AGBP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AGBP.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGBP.L Omega Ratio Rank: 2525
Omega Ratio Rank
AGBP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
AGBP.L Martin Ratio Rank: 2828
Martin Ratio Rank

XGSI.L
XGSI.L Risk / Return Rank: 1717
Overall Rank
XGSI.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 1616
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 1818
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. XGSI.L - 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 Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.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.LXGSI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.16

1.08

+0.08

Calmar ratioReturn relative to maximum drawdown

1.28

0.50

+0.78

Martin ratioReturn relative to average drawdown

3.80

1.15

+2.65

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

The current AGBP.L Sharpe Ratio is 0.89, which is higher than the XGSI.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of AGBP.L and XGSI.L, 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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Sharpe Ratios by Period


AGBP.LXGSI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.44

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.04

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.06

+0.18

Drawdowns

AGBP.L vs. XGSI.L - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.42%, smaller than the maximum XGSI.L drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for AGBP.L and XGSI.L.


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Drawdown Indicators


AGBP.LXGSI.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.42%

-22.36%

+5.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-6.10%

+3.66%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

-9.18%

+5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

-16.82%

+0.91%

Current Drawdown

Current decline from peak

-1.84%

-17.59%

+15.75%

Average Drawdown

Average peak-to-trough decline

-4.84%

-12.10%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

2.65%

-1.83%

Volatility

AGBP.L vs. XGSI.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) is 1.41%, while Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) has a volatility of 1.88%. This indicates that AGBP.L experiences smaller price fluctuations and is considered to be less risky than XGSI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGBP.LXGSI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.88%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

5.15%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

6.92%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

9.05%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

9.27%

-5.14%

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

AGBP.L has a 0.10% expense ratio, which is lower than XGSI.L's 0.25% 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%.


Dividends

AGBP.L vs. XGSI.L - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 3.12%, while XGSI.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
3.12%3.00%2.59%1.97%1.56%1.27%1.53%1.65%0.98%
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGBP.L and XGSI.L have a correlation of 0.17, 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 0.25% for XGSI.L.

AGBP.L tracks Bloomberg Global Aggregate TR Hdg GBP, while XGSI.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.10% for AGBP.L and 0.25% for XGSI.L.

Portfolio Optimizer

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