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GLAB.L vs. AEGG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLAB.L vs. AEGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (GLAB.L) and iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L). The values are adjusted to include any dividend payments, if applicable.

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GLAB.L vs. AEGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLAB.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
-0.01%4.68%-381.08%5.73%-12.07%-0.72%
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
-0.07%4.36%3.07%5.65%-12.74%-0.69%

Returns By Period

In the year-to-date period, GLAB.L achieves a -0.01% return, which is significantly higher than AEGG.L's -0.07% return.


GLAB.L

1D
0.33%
1M
-1.23%
YTD
-0.01%
6M
0.79%
1Y
3.26%
3Y*
5Y*
10Y*

AEGG.L

1D
0.34%
1M
-1.37%
YTD
-0.07%
6M
0.52%
1Y
3.20%
3Y*
3.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLAB.L vs. AEGG.L - Expense Ratio Comparison

Both GLAB.L and AEGG.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

GLAB.L vs. AEGG.L — Risk / Return Rank

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

GLAB.L
GLAB.L Risk / Return Rank: 4949
Overall Rank
GLAB.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GLAB.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GLAB.L Omega Ratio Rank: 4242
Omega Ratio Rank
GLAB.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
GLAB.L Martin Ratio Rank: 5050
Martin Ratio Rank

AEGG.L
AEGG.L Risk / Return Rank: 4747
Overall Rank
AEGG.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AEGG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
AEGG.L Omega Ratio Rank: 4242
Omega Ratio Rank
AEGG.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AEGG.L Martin Ratio Rank: 4343
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.

GLAB.L vs. AEGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (GLAB.L) and iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.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.


GLAB.LAEGG.LDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.02

-0.02

Sortino ratio

Return per unit of downside risk

1.39

1.51

-0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.51

1.26

+0.25

Martin ratio

Return relative to average drawdown

5.20

4.50

+0.70

GLAB.L vs. AEGG.L - Sharpe Ratio Comparison

The current GLAB.L Sharpe Ratio is 0.99, which is comparable to the AEGG.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GLAB.L and AEGG.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


GLAB.LAEGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.02

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

Correlation

The correlation between GLAB.L and AEGG.L is 0.91, 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

GLAB.L vs. AEGG.L - Dividend Comparison

GLAB.L's dividend yield for the trailing twelve months is around 3.11%, while AEGG.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
GLAB.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
3.11%3.06%139.91%1.91%1.48%1.18%1.51%1.70%0.88%
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLAB.L vs. AEGG.L - Drawdown Comparison

The maximum GLAB.L drawdown since its inception was -372.79%, which is greater than AEGG.L's maximum drawdown of -15.75%. Use the drawdown chart below to compare losses from any high point for GLAB.L and AEGG.L.


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Drawdown Indicators


GLAB.LAEGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-372.79%

-15.75%

-357.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.26%

-2.38%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-373.54%

Current Drawdown

Current decline from peak

-368.60%

-1.91%

-366.69%

Average Drawdown

Average peak-to-trough decline

-78.27%

-7.77%

-70.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.67%

-0.01%

Volatility

GLAB.L vs. AEGG.L - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (GLAB.L) has a higher volatility of 1.29% compared to iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) at 1.19%. This indicates that GLAB.L's price experiences larger fluctuations and is considered to be riskier than AEGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLAB.LAEGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.19%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

1.91%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

3.15%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

165.77%

4.60%

+161.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.00%

4.60%

+125.40%