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AGGU.L vs. EMIM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGGU.L vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AGGU.L is traded in USD, while EMIM.L is traded in GBp. To make them comparable, the EMIM.L 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 0.52% return, which is significantly lower than EMIM.L's 14.61% return.


AGGU.L

1D
0.17%
1M
-0.34%
6M
0.52%
YTD
0.52%
1Y
3.18%
3Y*
4.08%
5Y*
0.42%
10Y*

EMIM.L

1D
-2.04%
1M
-8.49%
6M
9.67%
YTD
14.61%
1Y
28.97%
3Y*
18.36%
5Y*
6.56%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGU.L vs. EMIM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.52%4.68%3.54%6.65%-11.53%-1.81%5.15%8.16%1.56%0.24%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
14.61%32.66%7.36%10.47%-19.77%-0.17%18.43%17.21%-14.45%2.35%

Correlation

The correlation between AGGU.L and EMIM.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.01

Over the past year, AGGU.L and EMIM.L have become more correlated (0.35) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

AGGU.L vs. EMIM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGGU.L
AGGU.L Risk / Return Rank: 3232
Overall Rank
AGGU.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AGGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
AGGU.L Omega Ratio Rank: 3030
Omega Ratio Rank
AGGU.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
AGGU.L Martin Ratio Rank: 3434
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 5555
Overall Rank
EMIM.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 5757
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 5555
Martin Ratio Rank
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.

AGGU.L vs. EMIM.L - 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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


AGGU.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.44

2.23

-0.79

Martin ratioReturn relative to average drawdown

4.15

7.12

-2.97

AGGU.L vs. EMIM.L - Sharpe Ratio Comparison

The current AGGU.L Sharpe Ratio is 0.94, which is lower than the EMIM.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of AGGU.L and EMIM.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.


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Drawdowns

AGGU.L vs. EMIM.L - Drawdown Comparison

The maximum AGGU.L drawdown since its inception was -15.55%, smaller than the maximum EMIM.L drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for AGGU.L and EMIM.L.


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Drawdown Indicators


AGGU.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.55%

-39.32%

+23.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-12.93%

+10.72%

Max Drawdown (3Y)

Largest decline over 3 years

-3.47%

-17.29%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.20%

-33.79%

+18.59%

Max Drawdown (10Y)

Largest decline over 10 years

-39.32%

Current Drawdown

Current decline from peak

-0.85%

-10.62%

+9.77%

Average Drawdown

Average peak-to-trough decline

-3.84%

-13.92%

+10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

4.06%

-3.30%

Volatility

AGGU.L vs. EMIM.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) is 1.05%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a volatility of 8.65%. This indicates that AGGU.L experiences smaller price fluctuations and is considered to be less risky than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGU.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

8.65%

-7.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

18.87%

-16.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

21.00%

-17.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.86%

18.79%

-13.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

19.32%

-14.85%

AGGU.L vs. EMIM.L - Expense Ratio Comparison

AGGU.L has a 0.10% expense ratio, which is lower than EMIM.L's 0.18% 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. EMIM.L - Dividend Comparison

Neither AGGU.L nor EMIM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AGGU.L and EMIM.L have a correlation of 0.35, 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 0.18% for EMIM.L.

AGGU.L is categorized as Global Bonds, while EMIM.L is Emerging Markets Equities. AGGU.L tracks Bloomberg Global Aggregate Bond Index, while EMIM.L tracks MSCI Emerging Markets Investable Market Index (IMI). Their fees differ too: 0.10% for AGGU.L and 0.18% for EMIM.L.

Portfolio Optimizer

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