EGOV.L vs. AGHG.L
Compare and contrast key facts about UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) and Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) (AGHG.L).
EGOV.L and AGHG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EGOV.L is a passively managed fund by UBS that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Oct 1, 2019. AGHG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Global Aggregate TR Hdg GBP. It was launched on Jul 12, 2021. Both EGOV.L and AGHG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EGOV.L vs. AGHG.L - Performance Comparison
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EGOV.L vs. AGHG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EGOV.L UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc | 0.01% | 0.21% | -2.55% | -1.25% | -3.24% |
AGHG.L Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) | -0.01% | 4.58% | 2.41% | 5.75% | -4.49% |
Returns By Period
In the year-to-date period, EGOV.L achieves a 0.01% return, which is significantly higher than AGHG.L's -0.01% return.
EGOV.L
- 1D
- 0.33%
- 1M
- -1.52%
- YTD
- 0.01%
- 6M
- -0.27%
- 1Y
- 0.50%
- 3Y*
- -1.21%
- 5Y*
- -1.98%
- 10Y*
- —
AGHG.L
- 1D
- 0.25%
- 1M
- -1.27%
- YTD
- -0.01%
- 6M
- 0.72%
- 1Y
- 3.20%
- 3Y*
- 3.41%
- 5Y*
- —
- 10Y*
- —
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EGOV.L vs. AGHG.L - Expense Ratio Comparison
EGOV.L has a 0.15% expense ratio, which is higher than AGHG.L's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
EGOV.L vs. AGHG.L — Risk / Return Rank
EGOV.L
AGHG.L
EGOV.L vs. AGHG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) and Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) (AGHG.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.
| EGOV.L | AGHG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.08 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.28 | 1.60 | -1.32 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.19 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.81 | -1.69 |
Martin ratioReturn relative to average drawdown | 0.20 | 6.23 | -6.03 |
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
| EGOV.L | AGHG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.08 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.48 | -0.72 |
Correlation
The correlation between EGOV.L and AGHG.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EGOV.L vs. AGHG.L - Dividend Comparison
EGOV.L has not paid dividends to shareholders, while AGHG.L's dividend yield for the trailing twelve months is around 2.99%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EGOV.L UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGHG.L Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) | 2.99% | 2.98% | 2.78% | 2.54% | 2.18% |
Drawdowns
EGOV.L vs. AGHG.L - Drawdown Comparison
The maximum EGOV.L drawdown since its inception was -25.11%, which is greater than AGHG.L's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for EGOV.L and AGHG.L.
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Drawdown Indicators
| EGOV.L | AGHG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.11% | -6.65% | -18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -2.14% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -16.45% | — | — |
Current DrawdownCurrent decline from peak | -22.09% | -1.57% | -20.52% |
Average DrawdownAverage peak-to-trough decline | -16.42% | -1.72% | -14.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.62% | +1.91% |
Volatility
EGOV.L vs. AGHG.L - Volatility Comparison
UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) has a higher volatility of 1.61% compared to Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) (AGHG.L) at 1.12%. This indicates that EGOV.L's price experiences larger fluctuations and is considered to be riskier than AGHG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGOV.L | AGHG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.12% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 1.79% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 3.09% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.20% | 5.01% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 5.01% | +3.85% |