AGGU.L vs. D5BG.DE
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF) and D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) are both exchange-traded funds - AGGU.L is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond Index, while D5BG.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 5 years, AGGU.L returned 0.58%/yr vs -0.83%/yr for D5BG.DE. At a 0.32 correlation, their price movements are largely independent. AGGU.L charges 0.10%/yr vs 0.12%/yr for D5BG.DE.
Performance
AGGU.L vs. D5BG.DE - Performance Comparison
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Different Trading Currencies
AGGU.L is traded in USD, while D5BG.DE is traded in EUR. To make them comparable, the D5BG.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AGGU.L achieves a 0.36% return, which is significantly higher than D5BG.DE's -0.59% return.
AGGU.L
- 1D
- 0.09%
- 1M
- -0.10%
- YTD
- 0.36%
- 6M
- 0.73%
- 1Y
- 3.40%
- 3Y*
- 4.17%
- 5Y*
- 0.58%
- 10Y*
- —
D5BG.DE
- 1D
- 0.26%
- 1M
- -0.81%
- YTD
- -0.59%
- 6M
- 0.32%
- 1Y
- 3.69%
- 3Y*
- 7.43%
- 5Y*
- -0.83%
- 10Y*
- 1.16%
AGGU.L vs. D5BG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 0.36% | 4.72% | 3.45% | 6.71% | -11.53% | -1.81% | 5.15% | 8.16% | 1.56% | -0.15% |
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | -0.59% | 16.44% | -1.74% | 10.83% | -17.77% | -9.17% | 12.53% | 4.01% | -6.05% | 1.00% |
Correlation
The correlation between AGGU.L and D5BG.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2017 | 0.32 |
The correlation between AGGU.L and D5BG.DE shifts across timeframes, from 0.32 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AGGU.L vs. D5BG.DE — Risk / Return Rank
AGGU.L
D5BG.DE
AGGU.L vs. D5BG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE). 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 | D5BG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.09 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.57 | +0.87 |
| Martin ratioReturn relative to average drawdown | 4.44 | 1.56 | +2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGGU.L | D5BG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.49 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.09 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.11 | +0.30 |
Drawdowns
AGGU.L vs. D5BG.DE - Drawdown Comparison
The maximum AGGU.L drawdown since its inception was -15.55%, smaller than the maximum D5BG.DE drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for AGGU.L and D5BG.DE.
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Drawdown Indicators
| AGGU.L | D5BG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.55% | -34.68% | +19.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.24% | -6.45% | +4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -3.48% | -8.48% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.20% | -33.45% | +18.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.68% | — |
Current DrawdownCurrent decline from peak | -1.02% | -6.08% | +5.06% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -11.18% | +7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 2.38% | -1.65% |
Volatility
AGGU.L vs. D5BG.DE - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) is 1.26%, while Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) has a volatility of 2.04%. This indicates that AGGU.L experiences smaller price fluctuations and is considered to be less risky than D5BG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGGU.L | D5BG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 2.04% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 5.76% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 7.65% | -4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.77% | 9.31% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.43% | 8.82% | -4.39% |
AGGU.L vs. D5BG.DE - Expense Ratio Comparison
AGGU.L has a 0.10% expense ratio, which is lower than D5BG.DE's 0.12% 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
AGGU.L vs. D5BG.DE - Dividend Comparison
Neither AGGU.L nor D5BG.DE has paid dividends to shareholders.
Frequently Asked Questions
AGGU.L and D5BG.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGGU.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGGU.L is cheaper with a 0.10% expense ratio, compared with 0.12% for D5BG.DE.
AGGU.L is categorized as Global Bonds, while D5BG.DE is European Corporate Bonds. AGGU.L tracks Bloomberg Global Aggregate Bond Index, while D5BG.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for AGGU.L and 0.12% for D5BG.DE.
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