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

Performance

GAAA.L vs. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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, GAAA.L achieves a 0.12% return, which is significantly lower than GLAD.L's 0.54% 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*

GLAD.L

1D
0.15%
1M
0.14%
YTD
0.54%
6M
0.72%
1Y
3.48%
3Y*
4.15%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%0.17%
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.54%4.72%3.23%6.73%-11.24%-1.59%5.21%-0.04%

Correlation

The correlation between GAAA.L and GLAD.L is 0.63, 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

0.63

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

0.69

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

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2019

0.68

The correlation between GAAA.L and GLAD.L has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

GAAA.L vs. GLAD.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

GLAD.L
GLAD.L Risk / Return Rank: 3131
Overall Rank
GLAD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 3030
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLAD.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.

GAAA.L vs. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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.LGLAD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratioReturn relative to maximum drawdown

0.37

1.51

-1.14

Martin ratioReturn relative to average drawdown

0.98

4.60

-3.62

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

The current GAAA.L Sharpe Ratio is 0.26, which is lower than the GLAD.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GAAA.L and GLAD.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.LGLAD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.09

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.15

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.23

-0.29

Drawdowns

GAAA.L vs. GLAD.L - Drawdown Comparison

The maximum GAAA.L drawdown since its inception was -33.06%, which is greater than GLAD.L's maximum drawdown of -15.20%. Use the drawdown chart below to compare losses from any high point for GAAA.L and GLAD.L.


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Drawdown Indicators


GAAA.LGLAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-15.20%

-17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-2.30%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-10.29%

-3.78%

-6.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

-15.05%

-15.50%

Current Drawdown

Current decline from peak

-17.69%

-1.01%

-16.68%

Average Drawdown

Average peak-to-trough decline

-13.80%

-4.55%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

0.76%

+1.19%

Volatility

GAAA.L vs. GLAD.L - Volatility Comparison

iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) has a higher volatility of 2.52% compared to SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) at 1.38%. This indicates that GAAA.L's price experiences larger fluctuations and is considered to be riskier than GLAD.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.LGLAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

1.38%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

2.63%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.23%

3.19%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.91%

4.48%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

4.27%

+3.69%

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

GAAA.L has a 0.20% expense ratio, which is higher than GLAD.L's 0.10% 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. GLAD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GAAA.L and GLAD.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLAD.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLAD.L is cheaper with a 0.10% expense ratio, compared with 0.20% for GAAA.L.

GAAA.L tracks Bloomberg Global Aggregate TR USD, while GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for GAAA.L and 0.10% for GLAD.L.

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