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AGGU.L vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGGU.LBNDX
YTD Return-1.29%-1.06%
1Y Return2.76%4.91%
3Y Return (Ann)-2.24%-2.14%
5Y Return (Ann)0.24%0.12%
Sharpe Ratio0.590.96
Daily Std Dev4.66%5.02%
Max Drawdown-15.55%-16.23%
Current Drawdown-8.61%-8.36%

Correlation

-0.50.00.51.00.7

The correlation between AGGU.L and BNDX is 0.66, 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. BNDX - Performance Comparison

In the year-to-date period, AGGU.L achieves a -1.29% return, which is significantly lower than BNDX's -1.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
5.57%
5.53%
AGGU.L
BNDX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core Global Aggregate Bond UCITS ETF

Vanguard Total International Bond ETF

AGGU.L vs. BNDX - Expense Ratio Comparison

AGGU.L has a 0.10% expense ratio, which is higher than BNDX's 0.07% 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%.


AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
Expense ratio chart for AGGU.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

AGGU.L vs. BNDX - 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 International Bond ETF (BNDX). 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.


AGGU.L
Sharpe ratio
The chart of Sharpe ratio for AGGU.L, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for AGGU.L, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.000.67
Omega ratio
The chart of Omega ratio for AGGU.L, currently valued at 1.07, compared to the broader market1.001.502.001.07
Calmar ratio
The chart of Calmar ratio for AGGU.L, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.000.14
Martin ratio
The chart of Martin ratio for AGGU.L, currently valued at 1.18, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.18
BNDX
Sharpe ratio
The chart of Sharpe ratio for BNDX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.89
Sortino ratio
The chart of Sortino ratio for BNDX, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.001.40
Omega ratio
The chart of Omega ratio for BNDX, currently valued at 1.15, compared to the broader market1.001.502.001.15
Calmar ratio
The chart of Calmar ratio for BNDX, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.000.31
Martin ratio
The chart of Martin ratio for BNDX, currently valued at 3.42, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.42

AGGU.L vs. BNDX - Sharpe Ratio Comparison

The current AGGU.L Sharpe Ratio is 0.59, which is lower than the BNDX Sharpe Ratio of 0.96. The chart below compares the 12-month rolling Sharpe Ratio of AGGU.L and BNDX.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.42
0.89
AGGU.L
BNDX

Dividends

AGGU.L vs. BNDX - Dividend Comparison

AGGU.L has not paid dividends to shareholders, while BNDX's dividend yield for the trailing twelve months is around 4.63%.


TTM20232022202120202019201820172016201520142013
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.63%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Drawdowns

AGGU.L vs. BNDX - Drawdown Comparison

The maximum AGGU.L drawdown since its inception was -15.55%, roughly equal to the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for AGGU.L and BNDX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%NovemberDecember2024FebruaryMarchApril
-8.61%
-8.36%
AGGU.L
BNDX

Volatility

AGGU.L vs. BNDX - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) has a higher volatility of 1.32% compared to Vanguard Total International Bond ETF (BNDX) at 1.20%. This indicates that AGGU.L's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%NovemberDecember2024FebruaryMarchApril
1.32%
1.20%
AGGU.L
BNDX