AGGU.L vs. BNDW
Compare and contrast key facts about iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and Vanguard Total World Bond ETF (BNDW).
AGGU.L and BNDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AGGU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate Bond Index. It was launched on Nov 21, 2017. BNDW is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Barclays Global Aggregate Float Adjusted TR Index. It was launched on Sep 4, 2018. Both AGGU.L and BNDW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGU.L or BNDW.
Key characteristics
| AGGU.L | BNDW | |
|---|---|---|
| YTD Return | -1.64% | -2.19% |
| 1Y Return | 2.16% | 1.81% |
| 3Y Return (Ann) | -2.30% | -2.82% |
| 5Y Return (Ann) | 0.13% | -0.03% |
| Sharpe Ratio | 0.46 | 0.25 |
| Daily Std Dev | 4.66% | 5.68% |
| Max Drawdown | -15.55% | -17.21% |
| Current Drawdown | -8.94% | -10.58% |
Correlation
The correlation between AGGU.L and BNDW is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AGGU.L vs. BNDW - Performance Comparison
In the year-to-date period, AGGU.L achieves a -1.64% return, which is significantly higher than BNDW's -2.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AGGU.L vs. BNDW - Expense Ratio Comparison
AGGU.L has a 0.10% expense ratio, which is higher than BNDW's 0.06% expense ratio. However, 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
AGGU.L vs. BNDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and Vanguard Total World Bond ETF (BNDW). 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.
Dividends
AGGU.L vs. BNDW - Dividend Comparison
AGGU.L has not paid dividends to shareholders, while BNDW's dividend yield for the trailing twelve months is around 3.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDW Vanguard Total World Bond ETF | 3.99% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% |
Drawdowns
AGGU.L vs. BNDW - Drawdown Comparison
The maximum AGGU.L drawdown since its inception was -15.55%, smaller than the maximum BNDW drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for AGGU.L and BNDW. For additional features, visit the drawdowns tool.
Volatility
AGGU.L vs. BNDW - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) is 1.30%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.50%. This indicates that AGGU.L experiences smaller price fluctuations and is considered to be less risky than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.