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GLAG.L vs. EGOV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLAG.L vs. EGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLAG.L) and UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GLAG.L achieves a 0.02% return, which is significantly higher than EGOV.L's -1.35% return.


GLAG.L

1D
0.08%
1M
0.05%
YTD
0.02%
6M
0.44%
1Y
2.30%
3Y*
3.39%
5Y*
-1.75%
10Y*

EGOV.L

1D
0.17%
1M
-0.22%
YTD
-1.35%
6M
-0.77%
1Y
-0.50%
3Y*
1.74%
5Y*
-3.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLAG.L vs. EGOV.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLAG.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
0.02%7.79%-1.43%5.30%-16.03%-5.16%9.05%0.36%
EGOV.L
UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc
-1.35%7.77%-4.17%3.96%-17.03%-6.60%8.78%0.96%

Correlation

The correlation between GLAG.L and EGOV.L is 0.74, 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

0.74

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

0.77

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

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.69

The correlation between GLAG.L and EGOV.L has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

GLAG.L vs. EGOV.L — Risk / Return Rank

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

GLAG.L
GLAG.L Risk / Return Rank: 1616
Overall Rank
GLAG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GLAG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
GLAG.L Omega Ratio Rank: 1515
Omega Ratio Rank
GLAG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
GLAG.L Martin Ratio Rank: 1818
Martin Ratio Rank

EGOV.L
EGOV.L Risk / Return Rank: 1010
Overall Rank
EGOV.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EGOV.L Sortino Ratio Rank: 99
Sortino Ratio Rank
EGOV.L Omega Ratio Rank: 99
Omega Ratio Rank
EGOV.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
EGOV.L Martin Ratio Rank: 1010
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.

GLAG.L vs. EGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLAG.L) and UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.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.


GLAG.LEGOV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.08

0.99

+0.09

Calmar ratioReturn relative to maximum drawdown

0.65

-0.11

+0.76

Martin ratioReturn relative to average drawdown

1.80

-0.25

+2.05

GLAG.L vs. EGOV.L - Sharpe Ratio Comparison

The current GLAG.L Sharpe Ratio is 0.46, which is higher than the EGOV.L Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of GLAG.L and EGOV.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


GLAG.LEGOV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

-0.08

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

-0.33

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.16

+0.16

Drawdowns

GLAG.L vs. EGOV.L - Drawdown Comparison

The maximum GLAG.L drawdown since its inception was -25.75%, smaller than the maximum EGOV.L drawdown of -31.67%. Use the drawdown chart below to compare losses from any high point for GLAG.L and EGOV.L.


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Drawdown Indicators


GLAG.LEGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.75%

-31.67%

+5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-4.70%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-8.86%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-29.36%

+5.11%

Current Drawdown

Current decline from peak

-10.98%

-18.31%

+7.33%

Average Drawdown

Average peak-to-trough decline

-9.75%

-14.66%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.02%

-0.74%

Volatility

GLAG.L vs. EGOV.L - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLAG.L) is 1.98%, while UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) has a volatility of 2.15%. This indicates that GLAG.L experiences smaller price fluctuations and is considered to be less risky than EGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLAG.LEGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

2.15%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

4.90%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

6.54%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.50%

9.25%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

9.54%

-3.75%

GLAG.L vs. EGOV.L - Expense Ratio Comparison

GLAG.L has a 0.10% expense ratio, which is lower than EGOV.L's 0.15% 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

GLAG.L vs. EGOV.L - Dividend Comparison

GLAG.L's dividend yield for the trailing twelve months is around 3.15%, while EGOV.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EGOV.L
UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLAG.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
3.15%3.00%2.80%2.02%1.48%1.24%1.47%0.84%

Frequently Asked Questions


GLAG.L and EGOV.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GLAG.L is cheaper with a 0.10% expense ratio, compared with 0.15% for EGOV.L.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: State Street and UBS. Their fees differ too: 0.10% for GLAG.L and 0.15% for EGOV.L.

Portfolio Optimizer

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