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AGGG.L vs. IGLA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGGG.L and IGLA.L is 0.05, 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

AGGG.L vs. IGLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Aggregate Bond UCITS Dist (AGGG.L) and iShares Global Govt Bond UCITS Acc (IGLA.L). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
0.25%
-6.88%
AGGG.L
IGLA.L

Key characteristics

Sharpe Ratio

AGGG.L:

1.09

IGLA.L:

0.90

Sortino Ratio

AGGG.L:

1.68

IGLA.L:

1.39

Omega Ratio

AGGG.L:

1.20

IGLA.L:

1.17

Calmar Ratio

AGGG.L:

0.36

IGLA.L:

0.25

Martin Ratio

AGGG.L:

2.29

IGLA.L:

1.72

Ulcer Index

AGGG.L:

3.05%

IGLA.L:

3.58%

Daily Std Dev

AGGG.L:

6.41%

IGLA.L:

6.82%

Max Drawdown

AGGG.L:

-25.90%

IGLA.L:

-28.01%

Current Drawdown

AGGG.L:

-13.28%

IGLA.L:

-19.14%

Returns By Period

In the year-to-date period, AGGG.L achieves a 5.00% return, which is significantly higher than IGLA.L's 4.74% return.


AGGG.L

YTD

5.00%

1M

2.29%

6M

4.41%

1Y

6.56%

5Y*

-1.16%

10Y*

N/A

IGLA.L

YTD

4.74%

1M

1.26%

6M

4.26%

1Y

5.67%

5Y*

-3.04%

10Y*

N/A

*Annualized

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AGGG.L vs. IGLA.L - Expense Ratio Comparison

AGGG.L has a 0.10% expense ratio, which is lower than IGLA.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%.


Risk-Adjusted Performance

AGGG.L vs. IGLA.L — Risk-Adjusted Performance Rank

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

AGGG.L
The Risk-Adjusted Performance Rank of AGGG.L is 7171
Overall Rank
The Sharpe Ratio Rank of AGGG.L is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGG.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AGGG.L is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AGGG.L is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AGGG.L is 6363
Martin Ratio Rank

IGLA.L
The Risk-Adjusted Performance Rank of IGLA.L is 6565
Overall Rank
The Sharpe Ratio Rank of IGLA.L is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLA.L is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IGLA.L is 7373
Omega Ratio Rank
The Calmar Ratio Rank of IGLA.L is 4141
Calmar Ratio Rank
The Martin Ratio Rank of IGLA.L is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGGG.L vs. IGLA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond UCITS Dist (AGGG.L) and iShares Global Govt Bond UCITS Acc (IGLA.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 AGGG.L Sharpe Ratio is 1.09, which is comparable to the IGLA.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AGGG.L and IGLA.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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
1.02
0.83
AGGG.L
IGLA.L

Dividends

AGGG.L vs. IGLA.L - Dividend Comparison

AGGG.L's dividend yield for the trailing twelve months is around 2.87%, while IGLA.L has not paid dividends to shareholders.


TTM2024202320222021202020192018
AGGG.L
iShares Global Aggregate Bond UCITS Dist
2.87%2.74%2.01%1.55%1.33%1.46%1.62%0.96%
IGLA.L
iShares Global Govt Bond UCITS Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGGG.L vs. IGLA.L - Drawdown Comparison

The maximum AGGG.L drawdown since its inception was -25.90%, smaller than the maximum IGLA.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for AGGG.L and IGLA.L. For additional features, visit the drawdowns tool.


-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%December2025FebruaryMarchAprilMay
-13.28%
-19.14%
AGGG.L
IGLA.L

Volatility

AGGG.L vs. IGLA.L - Volatility Comparison

The current volatility for iShares Global Aggregate Bond UCITS Dist (AGGG.L) is 2.29%, while iShares Global Govt Bond UCITS Acc (IGLA.L) has a volatility of 2.43%. This indicates that AGGG.L experiences smaller price fluctuations and is considered to be less risky than IGLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
2.29%
2.43%
AGGG.L
IGLA.L