AGGG.L vs. SDIG.L
AGGG.L (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) and SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) are both Global Bonds funds from iShares - AGGG.L tracks the Bloomberg Global Aggregate Bond Index while SDIG.L tracks the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Both are passively managed. Over the past 5 years, AGGG.L returned -2.10%/yr vs 2.46%/yr for SDIG.L. A 0.54 correlation means they provide meaningful diversification when combined. AGGG.L charges 0.10%/yr vs 0.20%/yr for SDIG.L.
Performance
AGGG.L vs. SDIG.L - Performance Comparison
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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 SDIG.L's 1.03% 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*
- —
SDIG.L
- 1D
- -0.03%
- 1M
- 0.12%
- 6M
- 0.97%
- YTD
- 1.03%
- 1Y
- 4.01%
- 3Y*
- 5.23%
- 5Y*
- 2.46%
- 10Y*
- 2.51%
AGGG.L vs. SDIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 1.03% | 6.12% | 4.93% | 5.83% | -4.83% | -0.48% | 4.51% | 6.18% | 0.83% | 0.18% |
Correlation
The correlation between AGGG.L and SDIG.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2017 | 0.54 |
The correlation between AGGG.L and SDIG.L shifts across timeframes, from 0.54 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AGGG.L vs. SDIG.L — Risk / Return Rank
AGGG.L
SDIG.L
AGGG.L vs. SDIG.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 $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.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.L | SDIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.40 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 3.35 | -3.31 |
| Martin ratioReturn relative to average drawdown | 0.10 | 14.02 | -13.92 |
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Drawdowns
AGGG.L vs. SDIG.L - Drawdown Comparison
The maximum AGGG.L drawdown since its inception was -26.00%, which is greater than SDIG.L's maximum drawdown of -11.39%. Use the drawdown chart below to compare losses from any high point for AGGG.L and SDIG.L.
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Drawdown Indicators
| AGGG.L | SDIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.00% | -11.39% | -14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.56% | -1.17% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -7.32% | -1.18% | -6.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.36% | -7.59% | -16.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.39% | — |
Current DrawdownCurrent decline from peak | -12.99% | -0.12% | -12.87% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -0.93% | -8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 0.28% | +1.31% |
Volatility
AGGG.L vs. SDIG.L - Volatility Comparison
iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L) has a higher volatility of 1.27% compared to iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) at 0.60%. This indicates that AGGG.L's price experiences larger fluctuations and is considered to be riskier than SDIG.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.L | SDIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 0.60% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 4.61% | 1.55% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 1.94% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.02% | 2.66% | +4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.43% | 3.75% | +2.68% |
AGGG.L vs. SDIG.L - Expense Ratio Comparison
AGGG.L has a 0.10% expense ratio, which is lower than SDIG.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%.
Dividends
AGGG.L vs. SDIG.L - Dividend Comparison
AGGG.L's dividend yield for the trailing twelve months is around 1.53%, less than SDIG.L's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 4.40% | 4.32% | 4.03% | 3.11% | 1.85% | 1.49% | 2.12% | 2.63% | 2.29% | 1.84% | 1.75% | 1.43% |
Frequently Asked Questions
AGGG.L and SDIG.L have a correlation of 0.55, 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 0.20% for SDIG.L.
AGGG.L tracks Bloomberg Global Aggregate Bond Index, while SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Their fees differ too: 0.10% for AGGG.L and 0.20% for SDIG.L.
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