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HLQD.L vs. GAGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLQD.L vs. GAGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) and Amundi Index Barclays Global Agg 500M (GAGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HLQD.L achieves a 2.31% return, which is significantly higher than GAGG.L's -0.43% return.


HLQD.L

1D
0.21%
1M
-0.07%
6M
2.17%
YTD
2.31%
1Y
5.11%
3Y*
7.50%
5Y*
5.42%
10Y*

GAGG.L

1D
0.49%
1M
-0.37%
6M
-0.18%
YTD
-0.43%
1Y
2.08%
3Y*
2.76%
5Y*
-1.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLQD.L vs. GAGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF
2.31%5.47%8.15%11.14%0.41%1.25%0.54%10.77%-0.71%
GAGG.L
Amundi Index Barclays Global Agg 500M
-0.43%8.00%-1.48%4.50%-16.02%-4.78%8.87%6.88%3.07%

Correlation

The correlation between HLQD.L and GAGG.L is 0.08, 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

0.08

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

-0.03

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

-0.04

The correlation between HLQD.L and GAGG.L shifts across timeframes, from -0.04 (all time) to 0.08 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HLQD.L vs. GAGG.L — Risk / Return Rank

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

HLQD.L
HLQD.L Risk / Return Rank: 6666
Overall Rank
HLQD.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HLQD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HLQD.L Omega Ratio Rank: 5555
Omega Ratio Rank
HLQD.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HLQD.L Martin Ratio Rank: 7777
Martin Ratio Rank

GAGG.L
GAGG.L Risk / Return Rank: 1212
Overall Rank
GAGG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1111
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1212
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.

HLQD.L vs. GAGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) and Amundi Index Barclays Global Agg 500M (GAGG.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.


HLQD.LGAGG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.28

1.07

+0.21

Calmar ratioReturn relative to maximum drawdown

3.55

0.52

+3.04

Martin ratioReturn relative to average drawdown

11.38

1.31

+10.07

HLQD.L vs. GAGG.L - Sharpe Ratio Comparison

The current HLQD.L Sharpe Ratio is 1.50, which is higher than the GAGG.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of HLQD.L and GAGG.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

HLQD.L vs. GAGG.L - Drawdown Comparison

The maximum HLQD.L drawdown since its inception was -21.96%, smaller than the maximum GAGG.L drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for HLQD.L and GAGG.L.


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Drawdown Indicators


HLQD.LGAGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-26.02%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-4.03%

+2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-3.08%

-6.74%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-24.43%

+18.04%

Current Drawdown

Current decline from peak

-0.34%

-11.82%

+11.48%

Average Drawdown

Average peak-to-trough decline

-1.33%

-12.18%

+10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

1.58%

-1.15%

Volatility

HLQD.L vs. GAGG.L - Volatility Comparison

The current volatility for iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) is 0.83%, while Amundi Index Barclays Global Agg 500M (GAGG.L) has a volatility of 1.34%. This indicates that HLQD.L experiences smaller price fluctuations and is considered to be less risky than GAGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLQD.LGAGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.34%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

4.27%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

5.41%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

7.20%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

8.25%

-2.16%

HLQD.L vs. GAGG.L - Expense Ratio Comparison

HLQD.L has a 0.25% expense ratio, which is higher than GAGG.L's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HLQD.L vs. GAGG.L - Dividend Comparison

Neither HLQD.L nor GAGG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HLQD.L and GAGG.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GAGG.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAGG.L is cheaper with a 0.03% expense ratio, compared with 0.25% for HLQD.L.

HLQD.L tracks iShares $ Corp Bond Interest Rate Hedged UCITS ETF, while GAGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for HLQD.L and 0.03% for GAGG.L.

Portfolio Optimizer

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