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AGGG.L vs. JPMB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGG.L vs. JPMB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGGG.L achieves a -2.46% return, which is significantly lower than JPMB.L's 1.73% return.


AGGG.L

1D
0.00%
1M
-1.13%
6M
-2.24%
YTD
-2.46%
1Y
0.15%
3Y*
2.11%
5Y*
-2.10%
10Y*

JPMB.L

1D
0.11%
1M
-0.58%
6M
2.01%
YTD
1.73%
1Y
9.61%
3Y*
7.36%
5Y*
1.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGG.L vs. JPMB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
-2.46%7.96%-1.41%5.38%-15.91%-5.43%9.42%6.84%-1.80%
JPMB.L
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)
1.73%13.29%1.97%9.51%-16.15%-2.40%5.30%18.66%-3.06%

Correlation

The correlation between AGGG.L and JPMB.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.69

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

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.51

The correlation between AGGG.L and JPMB.L shifts across timeframes, from 0.51 (all time) to 0.69 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AGGG.L vs. JPMB.L — Risk / Return Rank

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

AGGG.L
AGGG.L Risk / Return Rank: 99
Overall Rank
AGGG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AGGG.L Sortino Ratio Rank: 99
Sortino Ratio Rank
AGGG.L Omega Ratio Rank: 88
Omega Ratio Rank
AGGG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
AGGG.L Martin Ratio Rank: 1010
Martin Ratio Rank

JPMB.L
JPMB.L Risk / Return Rank: 6969
Overall Rank
JPMB.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPMB.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JPMB.L Omega Ratio Rank: 7575
Omega Ratio Rank
JPMB.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPMB.L Martin Ratio Rank: 6666
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.

AGGG.L vs. JPMB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGGG.LJPMB.LDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

1.01

1.35

-0.34

Calmar ratioReturn relative to maximum drawdown

0.04

2.16

-2.12

Martin ratioReturn relative to average drawdown

0.10

9.45

-9.35

AGGG.L vs. JPMB.L - Sharpe Ratio Comparison

The current AGGG.L Sharpe Ratio is 0.03, which is lower than the JPMB.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of AGGG.L and JPMB.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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Drawdowns

AGGG.L vs. JPMB.L - Drawdown Comparison

The maximum AGGG.L drawdown since its inception was -26.00%, roughly equal to the maximum JPMB.L drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for AGGG.L and JPMB.L.


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Drawdown Indicators


AGGG.LJPMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.00%

-26.70%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-4.51%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-7.32%

-7.27%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-25.95%

+1.59%

Current Drawdown

Current decline from peak

-12.99%

-0.71%

-12.28%

Average Drawdown

Average peak-to-trough decline

-9.57%

-6.95%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.04%

+0.55%

Volatility

AGGG.L vs. JPMB.L - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L) has a higher volatility of 1.27% compared to JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L) at 1.01%. This indicates that AGGG.L's price experiences larger fluctuations and is considered to be riskier than JPMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGG.LJPMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.01%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.61%

4.55%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.55%

5.41%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

8.48%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

9.61%

-3.18%

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

AGGG.L has a 0.10% expense ratio, which is lower than JPMB.L's 0.39% expense ratio.


Dividends

AGGG.L vs. JPMB.L - Dividend Comparison

AGGG.L's dividend yield for the trailing twelve months is around 1.53%, less than JPMB.L's 5.89% yield.


PositionTTM20252024202320222021202020192018
AGGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
1.53%2.97%2.74%2.01%1.55%1.33%1.46%1.62%0.96%
JPMB.L
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)
5.89%5.98%5.84%5.31%5.49%4.13%4.08%4.41%4.13%

Frequently Asked Questions


AGGG.L and JPMB.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGGG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGGG.L is cheaper with a 0.10% expense ratio, compared with 0.39% for JPMB.L.

AGGG.L tracks Bloomberg Global Aggregate Bond Index, while JPMB.L tracks JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.10% for AGGG.L and 0.39% for JPMB.L.

Portfolio Optimizer

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