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AGG vs. SEMA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGG vs. SEMA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. Aggregate Bond ETF (AGG) and iShares MSCI EM UCITS ETF (Acc) (SEMA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AGG is traded in USD, while SEMA.L is traded in GBp. To make them comparable, the SEMA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AGG achieves a -0.08% return, which is significantly lower than SEMA.L's 20.10% return. Over the past 10 years, AGG has underperformed SEMA.L with an annualized return of 1.54%, while SEMA.L has yielded a comparatively higher 9.49% annualized return.


AGG

1D
-0.50%
1M
-0.69%
YTD
-0.08%
6M
0.10%
1Y
4.97%
3Y*
3.80%
5Y*
0.03%
10Y*
1.54%

SEMA.L

1D
-4.48%
1M
-2.93%
YTD
20.10%
6M
21.92%
1Y
44.50%
3Y*
21.86%
5Y*
6.46%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGG vs. SEMA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGG
iShares Core U.S. Aggregate Bond ETF
-0.08%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
20.10%34.53%7.56%8.93%-20.28%-2.49%18.20%17.14%-14.38%36.27%

Correlation

The correlation between AGG and SEMA.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.21

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

-0.01

The correlation between AGG and SEMA.L shifts across timeframes, from -0.01 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AGG vs. SEMA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGG
AGG Risk / Return Rank: 3333
Overall Rank
AGG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3333
Sortino Ratio Rank
AGG Omega Ratio Rank: 3131
Omega Ratio Rank
AGG Calmar Ratio Rank: 3434
Calmar Ratio Rank
AGG Martin Ratio Rank: 3333
Martin Ratio Rank

SEMA.L
SEMA.L Risk / Return Rank: 8585
Overall Rank
SEMA.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SEMA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SEMA.L Omega Ratio Rank: 8787
Omega Ratio Rank
SEMA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SEMA.L Martin Ratio Rank: 8282
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.

AGG vs. SEMA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and iShares MSCI EM UCITS ETF (Acc) (SEMA.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.


AGGSEMA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

1.61

3.41

-1.79

Martin ratioReturn relative to average drawdown

4.89

12.49

-7.60

AGG vs. SEMA.L - Sharpe Ratio Comparison

The current AGG Sharpe Ratio is 1.16, which is lower than the SEMA.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AGG and SEMA.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


AGGSEMA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.27

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.28

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.44

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.07

+0.52

Drawdowns

AGG vs. SEMA.L - Drawdown Comparison

The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum SEMA.L drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for AGG and SEMA.L.


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Drawdown Indicators


AGGSEMA.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.43%

-53.58%

+35.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-12.96%

+10.20%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-21.27%

+15.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

-36.87%

+19.05%

Max Drawdown (10Y)

Largest decline over 10 years

-18.43%

-39.72%

+21.29%

Current Drawdown

Current decline from peak

-2.47%

-7.03%

+4.56%

Average Drawdown

Average peak-to-trough decline

-2.71%

-27.57%

+24.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

3.54%

-2.63%

Volatility

AGG vs. SEMA.L - Volatility Comparison

The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.31%, while iShares MSCI EM UCITS ETF (Acc) (SEMA.L) has a volatility of 8.91%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than SEMA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGSEMA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

8.91%

-7.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

16.97%

-14.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

19.46%

-15.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

23.04%

-16.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

21.64%

-16.23%

AGG vs. SEMA.L - Expense Ratio Comparison

AGG has a 0.03% expense ratio, which is lower than SEMA.L's 0.18% 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

AGG vs. SEMA.L - Dividend Comparison

AGG's dividend yield for the trailing twelve months is around 4.00%, while SEMA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGG and SEMA.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGG is cheaper with a 0.03% expense ratio, compared with 0.18% for SEMA.L.

AGG is categorized as Total Bond Market, while SEMA.L is Emerging Markets Equities. AGG tracks Bloomberg U.S. Aggregate Bond Index, while SEMA.L tracks MSCI EM NR USD. Their fees differ too: 0.03% for AGG and 0.18% for SEMA.L.

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