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

Correlation

The correlation between AGGU.L and IGLA.L is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AGGU.L vs. IGLA.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 Global Govt Bond UCITS Acc (IGLA.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGGU.L:

1.42

IGLA.L:

0.90

Sortino Ratio

AGGU.L:

2.00

IGLA.L:

1.33

Omega Ratio

AGGU.L:

1.25

IGLA.L:

1.16

Calmar Ratio

AGGU.L:

0.73

IGLA.L:

0.24

Martin Ratio

AGGU.L:

5.82

IGLA.L:

1.65

Ulcer Index

AGGU.L:

1.00%

IGLA.L:

3.63%

Daily Std Dev

AGGU.L:

4.27%

IGLA.L:

6.85%

Max Drawdown

AGGU.L:

-15.55%

IGLA.L:

-28.01%

Current Drawdown

AGGU.L:

-2.68%

IGLA.L:

-19.47%

Returns By Period

In the year-to-date period, AGGU.L achieves a 1.62% return, which is significantly lower than IGLA.L's 4.31% return.


AGGU.L

YTD

1.62%

1M

-0.16%

6M

1.18%

1Y

5.84%

3Y*

2.42%

5Y*

-0.13%

10Y*

N/A

IGLA.L

YTD

4.31%

1M

-0.49%

6M

2.29%

1Y

5.98%

3Y*

-0.67%

5Y*

-3.24%

10Y*

N/A

*Annualized

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

AGGU.L has a 0.10% expense ratio, which is lower than IGLA.L's 0.20% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AGGU.L vs. IGLA.L — Risk-Adjusted Performance Rank

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

AGGU.L
The Risk-Adjusted Performance Rank of AGGU.L is 8383
Overall Rank
The Sharpe Ratio Rank of AGGU.L is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGU.L is 8888
Sortino Ratio Rank
The Omega Ratio Rank of AGGU.L is 8585
Omega Ratio Rank
The Calmar Ratio Rank of AGGU.L is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AGGU.L is 8585
Martin Ratio Rank

IGLA.L
The Risk-Adjusted Performance Rank of IGLA.L is 5858
Overall Rank
The Sharpe Ratio Rank of IGLA.L is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLA.L is 7474
Sortino Ratio Rank
The Omega Ratio Rank of IGLA.L is 6666
Omega Ratio Rank
The Calmar Ratio Rank of IGLA.L is 3030
Calmar Ratio Rank
The Martin Ratio Rank of IGLA.L is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGGU.L vs. IGLA.L - 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 iShares Global Govt Bond UCITS Acc (IGLA.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.


The current AGGU.L Sharpe Ratio is 1.42, which is higher than the IGLA.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AGGU.L and IGLA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AGGU.L vs. IGLA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AGGU.L vs. IGLA.L - Drawdown Comparison

The maximum AGGU.L drawdown since its inception was -15.55%, smaller than the maximum IGLA.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for AGGU.L and IGLA.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AGGU.L vs. IGLA.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) is 0.94%, while iShares Global Govt Bond UCITS Acc (IGLA.L) has a volatility of 1.87%. This indicates that AGGU.L experiences smaller price fluctuations and is considered to be less risky than IGLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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