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

Performance

GAGG.L vs. XGSI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index Barclays Global Agg 500M (GAGG.L) and Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
GAGG.L
Amundi Index Barclays Global Agg 500M
0.40%0.42%0.19%-0.73%-5.96%-3.91%5.63%2.75%4.95%-1.16%
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
1.29%-3.42%3.01%0.55%-3.00%-1.56%2.75%3.35%8.32%-2.64%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GAGG.L achieves a 0.40% return, which is significantly lower than XGSI.L's 1.29% return.


GAGG.L

1D
-0.24%
1M
-1.24%
YTD
0.40%
6M
1.00%
1Y
1.43%
3Y*
0.12%
5Y*
-0.82%
10Y*

XGSI.L

1D
-0.02%
1M
-0.42%
YTD
1.29%
6M
2.98%
1Y
-0.22%
3Y*
0.12%
5Y*
0.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GAGG.L has a 0.03% expense ratio, which is lower than XGSI.L's 0.25% expense ratio. Despite the difference, 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

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

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

GAGG.L
GAGG.L Risk / Return Rank: 1818
Overall Rank
GAGG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1616
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1717
Martin Ratio Rank

XGSI.L
XGSI.L Risk / Return Rank: 2626
Overall Rank
XGSI.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 2323
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 2828
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Barclays Global Agg 500M (GAGG.L) and Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.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.


GAGG.LXGSI.LDifference

Sharpe ratio

Return per unit of total volatility

0.28

-0.03

+0.30

Sortino ratio

Return per unit of downside risk

0.46

0.01

+0.44

Omega ratio

Gain probability vs. loss probability

1.05

1.00

+0.05

Calmar ratio

Return relative to maximum drawdown

0.41

0.06

+0.35

Martin ratio

Return relative to average drawdown

0.74

0.09

+0.65

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

The current GAGG.L Sharpe Ratio is 0.28, which is higher than the XGSI.L Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of GAGG.L and XGSI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GAGG.LXGSI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

-0.03

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.02

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.07

-0.04

Correlation

The correlation between GAGG.L and XGSI.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GAGG.L vs. XGSI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

GAGG.L vs. XGSI.L - Drawdown Comparison

The maximum GAGG.L drawdown since its inception was -19.47%, smaller than the maximum XGSI.L drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for GAGG.L and XGSI.L.


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Drawdown Indicators


GAGG.LXGSI.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.47%

-17.29%

-2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-2.64%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

-16.39%

+2.22%

Current Drawdown

Current decline from peak

-13.75%

-6.48%

-7.27%

Average Drawdown

Average peak-to-trough decline

-9.59%

-5.67%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.93%

+1.38%

Volatility

GAGG.L vs. XGSI.L - Volatility Comparison

The current volatility for Amundi Index Barclays Global Agg 500M (GAGG.L) is 1.48%, while Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) has a volatility of 2.67%. This indicates that GAGG.L experiences smaller price fluctuations and is considered to be less risky than XGSI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAGG.LXGSI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

2.67%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

5.23%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

7.70%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.60%

9.06%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.22%

9.32%

-2.10%