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GAAA.L vs. GAGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAAA.L vs. GAGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) and Amundi Index Barclays Global Agg 500M (GAGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GAAA.L achieves a 0.12% return, which is significantly higher than GAGG.L's -0.17% return.


GAAA.L

1D
0.20%
1M
-0.00%
YTD
0.12%
6M
0.69%
1Y
1.91%
3Y*
3.95%
5Y*
-3.02%
10Y*

GAGG.L

1D
0.20%
1M
0.25%
YTD
-0.17%
6M
0.67%
1Y
2.15%
3Y*
3.24%
5Y*
-1.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAAA.L vs. GAGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GAAA.L
iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc)
0.12%10.43%-5.07%8.26%-20.61%-8.76%12.37%4.92%-1.16%
GAGG.L
Amundi Index Barclays Global Agg 500M
-0.17%8.00%-1.48%4.50%-16.02%-4.78%8.87%7.27%-0.08%

Correlation

The correlation between GAAA.L and GAGG.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.65

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

0.65

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2018

0.60

The correlation between GAAA.L and GAGG.L has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.

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Return for Risk

GAAA.L vs. GAGG.L — Risk / Return Rank

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

GAAA.L
GAAA.L Risk / Return Rank: 1313
Overall Rank
GAAA.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GAAA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
GAAA.L Omega Ratio Rank: 1212
Omega Ratio Rank
GAAA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GAAA.L Martin Ratio Rank: 1414
Martin Ratio Rank

GAGG.L
GAGG.L Risk / Return Rank: 1919
Overall Rank
GAGG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1919
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1818
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.

GAAA.L vs. GAGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) and Amundi Index Barclays Global Agg 500M (GAGG.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.


GAAA.LGAGG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.05

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.37

0.53

-0.15

Martin ratioReturn relative to average drawdown

0.98

1.49

-0.51

GAAA.L vs. GAGG.L - Sharpe Ratio Comparison

The current GAAA.L Sharpe Ratio is 0.26, which is comparable to the GAGG.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GAAA.L and GAGG.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


GAAA.LGAGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.37

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.25

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.08

-0.15

Drawdowns

GAAA.L vs. GAGG.L - Drawdown Comparison

The maximum GAAA.L drawdown since its inception was -33.06%, which is greater than GAGG.L's maximum drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for GAAA.L and GAGG.L.


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Drawdown Indicators


GAAA.LGAGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-26.02%

-7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-4.06%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-10.29%

-6.95%

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

-24.43%

-6.12%

Current Drawdown

Current decline from peak

-17.69%

-11.60%

-6.09%

Average Drawdown

Average peak-to-trough decline

-13.80%

-9.34%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.44%

+0.51%

Volatility

GAAA.L vs. GAGG.L - Volatility Comparison

iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) has a higher volatility of 2.52% compared to Amundi Index Barclays Global Agg 500M (GAGG.L) at 1.87%. This indicates that GAAA.L's price experiences larger fluctuations and is considered to be riskier than GAGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAAA.LGAGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

1.87%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

4.46%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

7.23%

5.85%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.91%

7.23%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

6.86%

+1.10%

GAAA.L vs. GAGG.L - Expense Ratio Comparison

GAAA.L has a 0.20% expense ratio, which is higher than GAGG.L's 0.03% 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%.


Dividends

GAAA.L vs. GAGG.L - Dividend Comparison

Neither GAAA.L nor GAGG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GAAA.L and GAGG.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GAGG.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAGG.L is cheaper with a 0.03% expense ratio, compared with 0.20% for GAAA.L.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for GAAA.L and 0.03% for GAGG.L.

Portfolio Optimizer

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