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

Performance

AGGG.L vs. LQDH.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 iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.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 LQDH.L's 2.29% 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*

LQDH.L

1D
-0.21%
1M
-0.37%
6M
1.67%
YTD
2.29%
1Y
4.74%
3Y*
7.38%
5Y*
5.33%
10Y*
4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-1.44%1.00%
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
2.29%4.93%8.27%11.54%0.28%0.92%0.77%10.76%-2.64%1.38%

Correlation

The correlation between AGGG.L and LQDH.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.05

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

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.04

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Return for Risk

AGGG.L vs. LQDH.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

LQDH.L
LQDH.L Risk / Return Rank: 6262
Overall Rank
LQDH.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LQDH.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LQDH.L Omega Ratio Rank: 4646
Omega Ratio Rank
LQDH.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
LQDH.L Martin Ratio Rank: 7676
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. LQDH.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 iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.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.LLQDH.LDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.01

1.25

-0.24

Calmar ratioReturn relative to maximum drawdown

0.04

3.29

-3.25

Martin ratioReturn relative to average drawdown

0.10

11.24

-11.14

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

The current AGGG.L Sharpe Ratio is 0.03, which is lower than the LQDH.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of AGGG.L and LQDH.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. LQDH.L - Drawdown Comparison

The maximum AGGG.L drawdown since its inception was -26.00%, which is greater than LQDH.L's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for AGGG.L and LQDH.L.


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Drawdown Indicators


AGGG.LLQDH.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.00%

-23.77%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-1.39%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-7.32%

-2.81%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-6.42%

-17.94%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

Current Drawdown

Current decline from peak

-12.99%

-0.51%

-12.48%

Average Drawdown

Average peak-to-trough decline

-9.57%

-1.46%

-8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

0.41%

+1.18%

Volatility

AGGG.L vs. LQDH.L - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L) has a higher volatility of 1.27% compared to iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) at 0.93%. This indicates that AGGG.L's price experiences larger fluctuations and is considered to be riskier than LQDH.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.LLQDH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.93%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.61%

2.21%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.55%

3.19%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

4.87%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

6.41%

+0.02%

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

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

AGGG.L vs. LQDH.L - Dividend Comparison

AGGG.L's dividend yield for the trailing twelve months is around 1.53%, less than LQDH.L's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.34%4.66%5.52%4.83%2.07%1.55%2.45%3.52%2.87%2.14%2.46%3.25%

Frequently Asked Questions


AGGG.L and LQDH.L have a correlation of 0.04, 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 0.25% for LQDH.L.

AGGG.L tracks Bloomberg Global Aggregate Bond Index, while LQDH.L tracks iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist). Their fees differ too: 0.10% for AGGG.L and 0.25% for LQDH.L.

Portfolio Optimizer

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