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

Performance

GLAG.L vs. GAAA.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 iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLAG.L achieves a 0.02% return, which is significantly lower than GAAA.L's 0.12% 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*

GAAA.L

1D
0.20%
1M
-0.00%
YTD
0.12%
6M
0.69%
1Y
1.91%
3Y*
3.95%
5Y*
-3.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%5.87%-0.76%
GAAA.L
iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc)
0.12%10.43%-5.07%8.26%-20.61%-8.76%12.37%4.92%-1.16%

Correlation

The correlation between GLAG.L and GAAA.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2018

0.91

The correlation between GLAG.L and GAAA.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

GLAG.L vs. GAAA.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

GAAA.L
GAAA.L Risk / Return Rank: 1313
Overall Rank
GAAA.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GAAA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
GAAA.L Omega Ratio Rank: 1212
Omega Ratio Rank
GAAA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GAAA.L Martin Ratio Rank: 1414
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. GAAA.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 iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.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.LGAAA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.08

1.05

+0.03

Calmar ratioReturn relative to maximum drawdown

0.65

0.37

+0.28

Martin ratioReturn relative to average drawdown

1.80

0.98

+0.82

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

The current GLAG.L Sharpe Ratio is 0.46, which is higher than the GAAA.L Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of GLAG.L and GAAA.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.LGAAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.26

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

-0.34

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.07

+0.06

Drawdowns

GLAG.L vs. GAAA.L - Drawdown Comparison

The maximum GLAG.L drawdown since its inception was -25.75%, smaller than the maximum GAAA.L drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for GLAG.L and GAAA.L.


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Drawdown Indicators


GLAG.LGAAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.75%

-33.06%

+7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-5.08%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-10.29%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-30.55%

+6.30%

Current Drawdown

Current decline from peak

-10.98%

-17.69%

+6.71%

Average Drawdown

Average peak-to-trough decline

-9.75%

-13.80%

+4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.95%

-0.67%

Volatility

GLAG.L vs. GAAA.L - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLAG.L) is 1.98%, while iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) has a volatility of 2.52%. This indicates that GLAG.L experiences smaller price fluctuations and is considered to be less risky than GAAA.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.LGAAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

2.52%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

5.61%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

7.23%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.50%

8.91%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

7.96%

-2.17%

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

GLAG.L has a 0.10% expense ratio, which is lower than GAAA.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

GLAG.L vs. GAAA.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
GAAA.L
iShares Global AAA-AA Govt Bond UCITS ETF USD (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


With a correlation of 0.90, GLAG.L and GAAA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.20% for GAAA.L.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for GLAG.L and 0.20% for GAAA.L.

Portfolio Optimizer

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