AGGU.L vs. IDTP.L
AGGU.L (iShares Core Global Aggregate Bond UCITS ETF) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - AGGU.L is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond Index, while IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 5 years, AGGU.L returned 0.58%/yr vs 0.96%/yr for IDTP.L. A 0.61 correlation means they provide meaningful diversification when combined. AGGU.L charges 0.10%/yr vs 0.12%/yr for IDTP.L.
Performance
AGGU.L vs. IDTP.L - Performance Comparison
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Returns By Period
In the year-to-date period, AGGU.L achieves a 0.36% return, which is significantly lower than IDTP.L's 1.09% return.
AGGU.L
- 1D
- 0.09%
- 1M
- 0.15%
- YTD
- 0.36%
- 6M
- 0.66%
- 1Y
- 3.26%
- 3Y*
- 4.17%
- 5Y*
- 0.58%
- 10Y*
- —
IDTP.L
- 1D
- 0.04%
- 1M
- 0.02%
- YTD
- 1.09%
- 6M
- 1.17%
- 1Y
- 4.80%
- 3Y*
- 3.82%
- 5Y*
- 0.96%
- 10Y*
- 2.62%
AGGU.L vs. IDTP.L - 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% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.43% | 0.29% |
Correlation
The correlation between AGGU.L and IDTP.L is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2017 | 0.61 |
The correlation between AGGU.L and IDTP.L shifts across timeframes, from 0.61 (all time) to 0.73 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
AGGU.L vs. IDTP.L — Risk / Return Rank
AGGU.L
IDTP.L
AGGU.L vs. IDTP.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 $ TIPS UCITS ETF USD (Acc) (IDTP.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.
| AGGU.L | IDTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.48 | -1.03 |
| Martin ratioReturn relative to average drawdown | 4.44 | 6.88 | -2.44 |
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 | IDTP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.26 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.16 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.51 | -0.11 |
Drawdowns
AGGU.L vs. IDTP.L - Drawdown Comparison
The maximum AGGU.L drawdown since its inception was -15.55%, roughly equal to the maximum IDTP.L drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for AGGU.L and IDTP.L.
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Drawdown Indicators
| AGGU.L | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.55% | -15.12% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.24% | -1.92% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -3.48% | -4.51% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -15.20% | -15.12% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.12% | — |
Current DrawdownCurrent decline from peak | -1.02% | -0.61% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -4.22% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.69% | +0.04% |
Volatility
AGGU.L vs. IDTP.L - Volatility Comparison
iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) have volatilities of 1.26% and 1.30%, 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.
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Volatility by Period
| AGGU.L | IDTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.30% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 2.66% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 3.78% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.77% | 6.13% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.43% | 6.37% | -1.94% |
AGGU.L vs. IDTP.L - Expense Ratio Comparison
AGGU.L has a 0.10% expense ratio, which is lower than IDTP.L'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. IDTP.L - Dividend Comparison
Neither AGGU.L nor IDTP.L has paid dividends to shareholders.
Frequently Asked Questions
AGGU.L and IDTP.L have a correlation of 0.67, 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 IDTP.L.
AGGU.L is categorized as Global Bonds, while IDTP.L is Inflation-Protected Bonds. AGGU.L tracks Bloomberg Global Aggregate Bond Index, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. Their fees differ too: 0.10% for AGGU.L and 0.12% for IDTP.L.
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