AGGG.L vs. WIAU.L

Last updated Jun 5, 2026

AGGG.L (iShares Global Aggregate Bond UCITS Dist) and WIAU.L (iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc)) are both exchange-traded funds - AGGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while WIAU.L is a High Yield Bonds fund tracking the ICE BofA Gbl HY Constnd TR USD. Both are passively managed. Over the past 5 years, AGGG.L returned -1.74%/yr vs 2.57%/yr for WIAU.L. At a 0.43 correlation, their price movements are largely independent. AGGG.L charges 0.10%/yr vs 0.50%/yr for WIAU.L.

Performance

AGGG.L vs. WIAU.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 Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGGG.L achieves a -0.28% return, which is significantly lower than WIAU.L's 0.89% return.

AGGG.L

• 1D: 0.08%
• 1M: -0.26%
• YTD: -0.28%
• 6M: 0.43%
• 1Y: 2.20%
• 3Y*: 3.42%
• 5Y*: -1.74%
• 10Y*: —

WIAU.L

• 1D: 0.16%
• 1M: 0.38%
• YTD: 0.89%
• 6M: 1.28%
• 1Y: 7.78%
• 3Y*: 8.41%
• 5Y*: 2.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AGGG.L iShares Global Aggregate Bond UCITS Dist	-0.28%	8.06%	-1.44%	5.27%	-15.93%	-5.32%	9.37%	6.85%	-2.64%
WIAU.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc)	0.89%	12.49%	3.04%	12.97%	-14.25%	1.81%	18.31%	15.74%	-6.29%

Correlation

The correlation between AGGG.L and WIAU.L is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Apr 19, 2018	0.43

Over the past year, AGGG.L and WIAU.L have become more correlated (0.70) than their long-term average of 0.43, meaning their price movements have been converging.

Return for Risk

AGGG.L vs. WIAU.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: 16
AGGG.L Sharpe Ratio Rank: 16
AGGG.L Sortino Ratio Rank: 15
AGGG.L Omega Ratio Rank: 15
AGGG.L Calmar Ratio Rank: 17
AGGG.L Martin Ratio Rank: 17

WIAU.L

WIAU.L Risk / Return Rank: 41
WIAU.L Sharpe Ratio Rank: 41
WIAU.L Sortino Ratio Rank: 44
WIAU.L Omega Ratio Rank: 41
WIAU.L Calmar Ratio Rank: 35
WIAU.L Martin Ratio Rank: 41

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. WIAU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond UCITS Dist (AGGG.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.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.

	AGGG.L	WIAU.L	Difference
Sharpe ratio: Return per unit of total volatility	0.43	1.43	-1.00
Sortino ratio: Return per unit of downside risk	0.68	2.19	-1.51
Omega ratio: Gain probability vs. loss probability	1.08	1.26	-0.19
Calmar ratio: Return relative to maximum drawdown	0.63	1.72	-1.09
Martin ratio: Return relative to average drawdown	1.66	6.49	-4.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current AGGG.L Sharpe Ratio is 0.43, which is lower than the WIAU.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AGGG.L and WIAU.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.

Sharpe Ratios by Period

	AGGG.L	WIAU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	1.43	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	0.37	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.58	-0.53

Drawdowns

AGGG.L vs. WIAU.L - Drawdown Comparison

The maximum AGGG.L drawdown since its inception was -25.91%, which is greater than WIAU.L's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for AGGG.L and WIAU.L.

Drawdown Indicators

	AGGG.L	WIAU.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.91%	-23.51%	-2.40%
Max Drawdown (1Y) Largest decline over 1 year	-3.48%	-4.52%	+1.04%
Max Drawdown (3Y) Largest decline over 3 years	-7.20%	-5.00%	-2.20%
Max Drawdown (5Y) Largest decline over 5 years	-24.24%	-21.83%	-2.41%
Current Drawdown Current decline from peak	-11.01%	-0.85%	-10.16%
Average Drawdown Average peak-to-trough decline	-9.53%	-4.45%	-5.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	1.20%	+0.12%

Volatility

AGGG.L vs. WIAU.L - Volatility Comparison

iShares Global Aggregate Bond UCITS Dist (AGGG.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.L) have volatilities of 1.74% and 1.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGG.L	WIAU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.74%	1.66%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	3.91%	4.20%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	5.10%	5.43%	-0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.81%	7.16%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.32%	9.42%	-3.10%

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

AGGG.L has a 0.10% expense ratio, which is lower than WIAU.L's 0.50% expense ratio.

Dividends

AGGG.L vs. WIAU.L - Dividend Comparison

AGGG.L's dividend yield for the trailing twelve months is around 3.16%, while WIAU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AGGG.L iShares Global Aggregate Bond UCITS Dist	3.16%	2.97%	2.74%	2.01%	1.55%	1.33%	1.46%	1.62%	0.96%
WIAU.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AGGG.L and WIAU.L in my portfolio?

AGGG.L and WIAU.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AGGG.L or WIAU.L?

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.

Which ETF is cheaper, AGGG.L or WIAU.L?

AGGG.L is cheaper with a 0.10% expense ratio, compared with 0.50% for WIAU.L.

What is the main difference between AGGG.L and WIAU.L?

AGGG.L is categorized as Global Bonds, while WIAU.L is High Yield Bonds. AGGG.L tracks Bloomberg Global Aggregate TR USD, while WIAU.L tracks ICE BofA Gbl HY Constnd TR USD. Their fees differ too: 0.10% for AGGG.L and 0.50% for WIAU.L.