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

Performance

AGGU.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

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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 ISAC.L's 11.54% 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*

ISAC.L

1D
-0.10%
1M
4.26%
YTD
11.54%
6M
13.01%
1Y
28.81%
3Y*
21.19%
5Y*
11.38%
10Y*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
11.54%22.36%17.81%22.57%-18.16%18.85%15.66%25.77%-9.73%2.89%

Correlation

The correlation between AGGU.L and ISAC.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.25

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

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2017

0.05

Over the past year, AGGU.L and ISAC.L have become more correlated (0.43) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

AGGU.L vs. ISAC.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: 3030
Overall Rank
AGGU.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AGGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
AGGU.L Omega Ratio Rank: 2828
Omega Ratio Rank
AGGU.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
AGGU.L Martin Ratio Rank: 3131
Martin Ratio Rank

ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratioReturn relative to maximum drawdown

1.45

3.27

-1.82

Martin ratioReturn relative to average drawdown

4.44

13.72

-9.27

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

The current AGGU.L Sharpe Ratio is 1.06, which is lower than the ISAC.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of AGGU.L and ISAC.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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Sharpe Ratios by Period


AGGU.LISAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.31

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.73

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.75

-0.35

Drawdowns

AGGU.L vs. ISAC.L - Drawdown Comparison

The maximum AGGU.L drawdown since its inception was -15.55%, smaller than the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for AGGU.L and ISAC.L.


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Drawdown Indicators


AGGU.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.55%

-33.82%

+18.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.24%

-8.77%

+6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-3.48%

-16.56%

+13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.20%

-26.07%

+10.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

Current Drawdown

Current decline from peak

-1.02%

-0.72%

-0.30%

Average Drawdown

Average peak-to-trough decline

-3.90%

-4.69%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.10%

-1.37%

Volatility

AGGU.L vs. ISAC.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) is 1.26%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.84%. This indicates that AGGU.L experiences smaller price fluctuations and is considered to be less risky than ISAC.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.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

3.84%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

9.77%

-7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

12.40%

-9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

15.57%

-10.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

15.95%

-11.52%

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

AGGU.L has a 0.10% expense ratio, which is lower than ISAC.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%.


Dividends

AGGU.L vs. ISAC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AGGU.L and ISAC.L have a correlation of 0.43, 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 0.20% for ISAC.L.

AGGU.L is categorized as Global Bonds, while ISAC.L is Global Equities. AGGU.L tracks Bloomberg Global Aggregate Bond Index, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.10% for AGGU.L and 0.20% for ISAC.L.

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