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GGRP.L vs. AGBP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRP.L vs. AGBP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GGRP.L is traded in GBp, while AGBP.L is traded in GBP. To make them comparable, the AGBP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GGRP.L achieves a 4.96% return, which is significantly higher than AGBP.L's 0.76% return.


GGRP.L

1D
1.23%
1M
1.31%
YTD
4.96%
6M
5.26%
1Y
17.19%
3Y*
10.37%
5Y*
8.98%
10Y*

AGBP.L

1D
0.43%
1M
0.65%
YTD
0.76%
6M
1.41%
1Y
3.39%
3Y*
4.13%
5Y*
0.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGRP.L vs. AGBP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
4.96%8.49%11.07%11.60%-3.21%20.97%11.56%28.30%-5.39%1.99%
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
0.76%4.46%3.11%5.71%-12.34%-1.79%4.12%6.44%-0.03%0.00%

Correlation

The correlation between GGRP.L and AGBP.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.15

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

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.02

Over the past year, GGRP.L and AGBP.L have become more correlated (0.27) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

GGRP.L vs. AGBP.L — Risk / Return Rank

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

GGRP.L
GGRP.L Risk / Return Rank: 5252
Overall Rank
GGRP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 5555
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 5050
Martin Ratio Rank

AGBP.L
AGBP.L Risk / Return Rank: 2727
Overall Rank
AGBP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AGBP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
AGBP.L Omega Ratio Rank: 2626
Omega Ratio Rank
AGBP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGBP.L Martin Ratio Rank: 2929
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.

GGRP.L vs. AGBP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.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.


GGRP.LAGBP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratioReturn relative to maximum drawdown

1.92

1.23

+0.68

Martin ratioReturn relative to average drawdown

7.40

3.65

+3.76

GGRP.L vs. AGBP.L - Sharpe Ratio Comparison

The current GGRP.L Sharpe Ratio is 1.61, which is higher than the AGBP.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of GGRP.L and AGBP.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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Drawdowns

GGRP.L vs. AGBP.L - Drawdown Comparison

The maximum GGRP.L drawdown since its inception was -22.60%, which is greater than AGBP.L's maximum drawdown of -16.39%. Use the drawdown chart below to compare losses from any high point for GGRP.L and AGBP.L.


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Drawdown Indicators


GGRP.LAGBP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-16.39%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-2.56%

-6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-3.61%

-12.64%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

-16.01%

-0.24%

Current Drawdown

Current decline from peak

-0.26%

-1.42%

+1.16%

Average Drawdown

Average peak-to-trough decline

-3.89%

-4.77%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

0.87%

+1.36%

Volatility

GGRP.L vs. AGBP.L - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) has a higher volatility of 3.02% compared to iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) at 1.43%. This indicates that GGRP.L's price experiences larger fluctuations and is considered to be riskier than AGBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGRP.LAGBP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

1.43%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

2.91%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.26%

3.76%

+6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.02%

4.85%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

4.33%

+10.55%

GGRP.L vs. AGBP.L - Expense Ratio Comparison

GGRP.L has a 0.38% expense ratio, which is higher than AGBP.L's 0.10% expense ratio.


Dividends

GGRP.L vs. AGBP.L - Dividend Comparison

GGRP.L's dividend yield for the trailing twelve months is around 1.13%, less than AGBP.L's 3.11% yield.


PositionTTM202520242023202220212020201920182017
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
3.11%3.00%2.59%1.96%1.56%1.27%1.53%1.65%0.98%0.00%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
1.13%1.23%1.61%1.84%2.42%1.60%0.84%0.78%2.14%1.42%

Frequently Asked Questions


GGRP.L and AGBP.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AGBP.L is cheaper with a 0.10% expense ratio, compared with 0.38% for GGRP.L.

GGRP.L is categorized as Global Equities, while AGBP.L is Global Bonds. GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth, while AGBP.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for GGRP.L and 0.10% for AGBP.L.

Portfolio Optimizer

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