EXUS vs. AGGG.L
EXUS (Macquarie Focused International Core ETF) and AGGG.L (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) are both exchange-traded funds - EXUS is a Foreign Large Cap Equities fund managed by Macquarie, while AGGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond Index. Over the past year, EXUS returned 9.21% vs -0.51% for AGGG.L. At a 0.38 correlation, their price movements are largely independent. EXUS charges 0.59%/yr vs 0.10%/yr for AGGG.L.
Performance
EXUS vs. AGGG.L - Performance Comparison
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Returns By Period
In the year-to-date period, EXUS achieves a 8.02% return, which is significantly higher than AGGG.L's -2.67% return.
EXUS
- 1D
- -1.71%
- 1M
- -0.12%
- 6M
- 3.85%
- YTD
- 8.02%
- 1Y
- 9.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGGG.L
- 1D
- -0.22%
- 1M
- -1.12%
- 6M
- -0.67%
- YTD
- -2.67%
- 1Y
- -0.51%
- 3Y*
- 2.03%
- 5Y*
- -2.14%
- 10Y*
- —
EXUS vs. AGGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 8.02% | 3.87% |
AGGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | -2.67% | 2.21% |
Correlation
The correlation between EXUS and AGGG.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.38 |
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Return for Risk
EXUS vs. AGGG.L — Risk / Return Rank
EXUS
AGGG.L
EXUS vs. AGGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Focused International Core ETF (EXUS) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.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.
| EXUS | AGGG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.99 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.14 | +0.75 |
| Martin ratioReturn relative to average drawdown | 2.13 | -0.32 | +2.45 |
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Drawdowns
EXUS vs. AGGG.L - Drawdown Comparison
The maximum EXUS drawdown since its inception was -15.28%, smaller than the maximum AGGG.L drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for EXUS and AGGG.L.
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Drawdown Indicators
| EXUS | AGGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.28% | -26.00% | +10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.28% | -3.56% | -11.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.32% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.36% | — |
Current DrawdownCurrent decline from peak | -2.73% | -13.18% | +10.45% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -9.57% | +6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 1.60% | +2.73% |
Volatility
EXUS vs. AGGG.L - Volatility Comparison
Macquarie Focused International Core ETF (EXUS) has a higher volatility of 6.49% compared to iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (AGGG.L) at 1.28%. This indicates that EXUS's price experiences larger fluctuations and is considered to be riskier than AGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXUS | AGGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 1.28% | +5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 4.25% | +13.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 5.53% | +13.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 7.02% | +12.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 6.43% | +12.68% |
EXUS vs. AGGG.L - Expense Ratio Comparison
EXUS has a 0.59% expense ratio, which is higher than AGGG.L's 0.10% expense ratio.
Dividends
EXUS vs. AGGG.L - Dividend Comparison
EXUS's dividend yield for the trailing twelve months is around 0.03%, less than AGGG.L's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AGGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | 3.21% | 2.97% | 2.74% | 2.01% | 1.55% | 1.33% | 1.46% | 1.62% | 0.96% |
EXUS Macquarie Focused International Core ETF | 0.03% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXUS and AGGG.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGGG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGGG.L is cheaper with a 0.10% expense ratio, compared with 0.59% for EXUS.
EXUS is categorized as Foreign Large Cap Equities, while AGGG.L is Global Bonds. They also come from different issuers: Macquarie and iShares. Their fees differ too: 0.59% for EXUS and 0.10% for AGGG.L.
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