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

Performance

GLAB.L vs. IAAA.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 AAA-AA Government Bond UCITS (IAAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GLAB.L is traded in GBP, while IAAA.L is traded in USD. To make them comparable, the IAAA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLAB.L achieves a 1.19% return, which is significantly higher than IAAA.L's 0.94% return.


GLAB.L

1D
0.07%
1M
0.91%
YTD
1.19%
6M
1.40%
1Y
3.60%
3Y*
4.03%
5Y*
0.33%
10Y*

IAAA.L

1D
0.11%
1M
0.38%
YTD
0.94%
6M
0.93%
1Y
3.05%
3Y*
1.79%
5Y*
-2.00%
10Y*
-0.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GLAB.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
1.19%4.69%3.04%5.75%-12.07%-1.73%4.47%6.44%0.98%
IAAA.L
iShares Global AAA-AA Government Bond UCITS
0.94%2.49%-3.38%2.82%-11.45%-7.21%8.57%0.98%6.23%

Correlation

The correlation between GLAB.L and IAAA.L is 0.52, 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

0.52

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

0.63

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

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2018

0.55

The correlation between GLAB.L and IAAA.L shifts across timeframes, from 0.52 (1 year) to 0.63 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLAB.L vs. IAAA.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: 3434
Overall Rank
GLAB.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GLAB.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
GLAB.L Omega Ratio Rank: 3333
Omega Ratio Rank
GLAB.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLAB.L Martin Ratio Rank: 3333
Martin Ratio Rank

IAAA.L
IAAA.L Risk / Return Rank: 99
Overall Rank
IAAA.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IAAA.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IAAA.L Omega Ratio Rank: 88
Omega Ratio Rank
IAAA.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IAAA.L Martin Ratio Rank: 99
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. IAAA.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 AAA-AA Government Bond UCITS (IAAA.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.


GLAB.LIAAA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.21

1.07

+0.14

Calmar ratioReturn relative to maximum drawdown

1.57

0.63

+0.94

Martin ratioReturn relative to average drawdown

4.42

1.28

+3.14

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

The current GLAB.L Sharpe Ratio is 1.16, which is higher than the IAAA.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GLAB.L and IAAA.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

GLAB.L vs. IAAA.L - Drawdown Comparison

The maximum GLAB.L drawdown since its inception was -15.67%, smaller than the maximum IAAA.L drawdown of -24.50%. Use the drawdown chart below to compare losses from any high point for GLAB.L and IAAA.L.


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Drawdown Indicators


GLAB.LIAAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-24.50%

+8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-3.74%

+1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-3.52%

-5.84%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-19.00%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-24.50%

Current Drawdown

Current decline from peak

-0.35%

-17.95%

+17.60%

Average Drawdown

Average peak-to-trough decline

-4.44%

-9.71%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.84%

-1.03%

Volatility

GLAB.L vs. IAAA.L - Volatility Comparison

The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged (GLAB.L) is 1.01%, while iShares Global AAA-AA Government Bond UCITS (IAAA.L) has a volatility of 1.95%. This indicates that GLAB.L experiences smaller price fluctuations and is considered to be less risky than IAAA.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.LIAAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.95%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

5.28%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.10%

6.15%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

7.88%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.89%

8.24%

-4.35%

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

GLAB.L has a 0.10% expense ratio, which is lower than IAAA.L's 0.20% 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%.


Dividends

GLAB.L vs. IAAA.L - Dividend Comparison

GLAB.L's dividend yield for the trailing twelve months is around 3.07%, more than IAAA.L's 2.73% yield.


PositionTTM20252024202320222021202020192018201720162015
GLAB.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF GBP Hedged
3.07%3.06%2.70%1.91%1.48%1.18%1.51%1.70%0.88%0.00%0.00%0.00%
IAAA.L
iShares Global AAA-AA Government Bond UCITS
2.73%2.47%2.37%1.52%0.75%0.48%0.56%0.88%0.94%0.77%0.88%1.08%

Frequently Asked Questions


GLAB.L and IAAA.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GLAB.L is cheaper with a 0.10% expense ratio, compared with 0.20% for IAAA.L.

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

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