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

Performance

HBKS.L vs. AEGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Global Sukuk UCITS ETF C USD (HBKS.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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Returns By Period

In the year-to-date period, HBKS.L achieves a 0.69% return, which is significantly higher than AEGG.L's 0.49% return.


HBKS.L

1D
0.31%
1M
1.44%
YTD
0.69%
6M
-0.75%
1Y
5.15%
3Y*
5Y*
10Y*

AEGG.L

1D
0.12%
1M
-0.01%
YTD
0.49%
6M
0.73%
1Y
3.22%
3Y*
3.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
HBKS.L
HSBC Global Sukuk UCITS ETF C USD
0.69%-0.34%4.48%1.79%
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.49%4.36%3.07%4.66%

Correlation

The correlation between HBKS.L and AEGG.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

-0.02

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Return for Risk

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

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

HBKS.L
HBKS.L Risk / Return Rank: 2121
Overall Rank
HBKS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
HBKS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
HBKS.L Omega Ratio Rank: 2020
Omega Ratio Rank
HBKS.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
HBKS.L Martin Ratio Rank: 1919
Martin Ratio Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for HSBC Global Sukuk UCITS ETF C USD (HBKS.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.


HBKS.LAEGG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratioReturn relative to maximum drawdown

0.96

1.33

-0.37

Martin ratioReturn relative to average drawdown

2.08

3.82

-1.74

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

The current HBKS.L Sharpe Ratio is 0.73, which is comparable to the AEGG.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HBKS.L and AEGG.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


HBKS.LAEGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.01

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.05

+0.40

Drawdowns

HBKS.L vs. AEGG.L - Drawdown Comparison

The maximum HBKS.L drawdown since its inception was -8.09%, smaller than the maximum AEGG.L drawdown of -15.75%. Use the drawdown chart below to compare losses from any high point for HBKS.L and AEGG.L.


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Drawdown Indicators


HBKS.LAEGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.09%

-15.75%

+7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-2.38%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-3.72%

Current Drawdown

Current decline from peak

-2.83%

-1.36%

-1.47%

Average Drawdown

Average peak-to-trough decline

-2.41%

-7.54%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

0.83%

+1.63%

Volatility

HBKS.L vs. AEGG.L - Volatility Comparison

HSBC Global Sukuk UCITS ETF C USD (HBKS.L) has a higher volatility of 1.91% compared to iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) at 1.42%. This indicates that HBKS.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


HBKS.LAEGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

1.42%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

2.48%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

7.00%

3.13%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

4.59%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

4.59%

+2.34%

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

HBKS.L has a 0.40% expense ratio, which is higher than AEGG.L's 0.10% expense ratio.


Dividends

HBKS.L vs. AEGG.L - Dividend Comparison

Neither HBKS.L nor AEGG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HBKS.L and AEGG.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AEGG.L is cheaper with a 0.10% expense ratio, compared with 0.40% for HBKS.L.

HBKS.L tracks FTSE IdealRatings Sukuk Index, while AEGG.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.40% for HBKS.L and 0.10% for AEGG.L.

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