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

Performance

FGOV.L vs. AGGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FGOV.L is traded in GBp, while AGGU.L is traded in USD. To make them comparable, the AGGU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FGOV.L achieves a 1.28% return, which is significantly higher than AGGU.L's 0.77% return.


FGOV.L

1D
0.01%
1M
0.62%
YTD
1.28%
6M
1.34%
1Y
4.02%
3Y*
4.70%
5Y*
0.91%
10Y*

AGGU.L

1D
0.09%
1M
1.07%
YTD
0.77%
6M
-0.04%
1Y
4.26%
3Y*
1.55%
5Y*
1.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FGOV.L
First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist
1.28%5.31%3.51%6.01%-7.49%-6.11%0.70%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.77%-2.74%5.26%1.37%-1.01%-0.88%-4.36%

Correlation

The correlation between FGOV.L and AGGU.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.11

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2020

0.15

The correlation between FGOV.L and AGGU.L shifts across timeframes, from -0.06 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FGOV.L vs. AGGU.L — Risk / Return Rank

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

FGOV.L
FGOV.L Risk / Return Rank: 6565
Overall Rank
FGOV.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FGOV.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
FGOV.L Omega Ratio Rank: 8080
Omega Ratio Rank
FGOV.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
FGOV.L Martin Ratio Rank: 4848
Martin Ratio Rank

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
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.

FGOV.L vs. AGGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.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.


FGOV.LAGGU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.47

1.12

+0.35

Calmar ratioReturn relative to maximum drawdown

2.29

0.74

+1.55

Martin ratioReturn relative to average drawdown

7.91

1.84

+6.07

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

The current FGOV.L Sharpe Ratio is 2.23, which is higher than the AGGU.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FGOV.L and AGGU.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


FGOV.LAGGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.65

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.19

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.19

-0.06

Drawdowns

FGOV.L vs. AGGU.L - Drawdown Comparison

The maximum FGOV.L drawdown since its inception was -14.18%, smaller than the maximum AGGU.L drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for FGOV.L and AGGU.L.


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Drawdown Indicators


FGOV.LAGGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-17.38%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-1.74%

-5.72%

+3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-1.74%

-9.02%

+7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-11.94%

-15.79%

+3.85%

Current Drawdown

Current decline from peak

-0.19%

-8.75%

+8.56%

Average Drawdown

Average peak-to-trough decline

-6.05%

-8.64%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

2.31%

-1.80%

Volatility

FGOV.L vs. AGGU.L - Volatility Comparison

The current volatility for First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L) is 0.80%, while iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) has a volatility of 1.71%. This indicates that FGOV.L experiences smaller price fluctuations and is considered to be less risky than AGGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGOV.LAGGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

1.71%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

5.15%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.80%

6.49%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

8.69%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.18%

9.05%

-5.87%

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

FGOV.L has a 0.45% expense ratio, which is higher than AGGU.L's 0.10% expense ratio.


Dividends

FGOV.L vs. AGGU.L - Dividend Comparison

FGOV.L's dividend yield for the trailing twelve months is around 3.07%, while AGGU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
FGOV.L
First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist
3.07%2.82%2.27%1.86%1.01%1.20%

Frequently Asked Questions


FGOV.L and AGGU.L have a correlation of -0.06, 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 0.45% for FGOV.L.

FGOV.L tracks Bloomberg Global Aggregate TR Hdg GBP, while AGGU.L tracks Bloomberg Global Aggregate Bond Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.45% for FGOV.L and 0.10% for AGGU.L.

Portfolio Optimizer

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