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

Performance

IAAA.L vs. GLAU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global AAA-AA Government Bond UCITS (IAAA.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (GLAU.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, IAAA.L achieves a 0.13% return, which is significantly lower than GLAU.L's 0.41% return.


IAAA.L

1D
0.19%
1M
0.02%
YTD
0.13%
6M
1.27%
1Y
2.00%
3Y*
3.96%
5Y*
-3.01%
10Y*
-0.36%

GLAU.L

1D
0.25%
1M
0.56%
YTD
0.41%
6M
0.72%
1Y
3.45%
3Y*
4.27%
5Y*
0.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IAAA.L
iShares Global AAA-AA Government Bond UCITS
0.13%10.70%-5.21%8.69%-21.12%-8.15%12.09%4.75%-0.45%
GLAU.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged
0.41%4.62%3.58%6.07%-11.13%-1.01%5.46%7.95%1.58%

Correlation

The correlation between IAAA.L and GLAU.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.38

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.27

The correlation between IAAA.L and GLAU.L shifts across timeframes, from 0.27 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IAAA.L vs. GLAU.L — Risk / Return Rank

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

IAAA.L
IAAA.L Risk / Return Rank: 1616
Overall Rank
IAAA.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IAAA.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
IAAA.L Omega Ratio Rank: 1313
Omega Ratio Rank
IAAA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
IAAA.L Martin Ratio Rank: 1818
Martin Ratio Rank

GLAU.L
GLAU.L Risk / Return Rank: 3737
Overall Rank
GLAU.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GLAU.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
GLAU.L Omega Ratio Rank: 3636
Omega Ratio Rank
GLAU.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
GLAU.L Martin Ratio Rank: 3434
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.

IAAA.L vs. GLAU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Government Bond UCITS (IAAA.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (GLAU.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.


IAAA.LGLAU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratioReturn relative to maximum drawdown

0.77

1.95

-1.18

Martin ratioReturn relative to average drawdown

1.90

5.07

-3.16

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

The current IAAA.L Sharpe Ratio is 0.36, which is lower than the GLAU.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IAAA.L and GLAU.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


IAAA.LGLAU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.28

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.24

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.83

-0.90

Drawdowns

IAAA.L vs. GLAU.L - Drawdown Comparison

The maximum IAAA.L drawdown since its inception was -32.79%, which is greater than GLAU.L's maximum drawdown of -14.72%. Use the drawdown chart below to compare losses from any high point for IAAA.L and GLAU.L.


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Drawdown Indicators


IAAA.LGLAU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.79%

-14.72%

-18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-2.36%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-10.21%

-3.11%

-7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-14.58%

-15.99%

Max Drawdown (10Y)

Largest decline over 10 years

-32.79%

Current Drawdown

Current decline from peak

-17.30%

-1.01%

-16.29%

Average Drawdown

Average peak-to-trough decline

-10.59%

-3.48%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

0.84%

+1.14%

Volatility

IAAA.L vs. GLAU.L - Volatility Comparison

iShares Global AAA-AA Government Bond UCITS (IAAA.L) has a higher volatility of 2.59% compared to SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (GLAU.L) at 1.56%. This indicates that IAAA.L's price experiences larger fluctuations and is considered to be riskier than GLAU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAAA.LGLAU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.56%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

2.72%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

3.61%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.26%

6.86%

+4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

7.03%

+2.33%

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

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

IAAA.L vs. GLAU.L - Dividend Comparison

IAAA.L's dividend yield for the trailing twelve months is around 2.69%, less than GLAU.L's 3.15% yield.


PositionTTM20252024202320222021202020192018201720162015
GLAU.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged
3.15%3.02%2.71%2.02%1.40%1.21%1.51%1.25%0.89%0.00%0.00%0.00%
IAAA.L
iShares Global AAA-AA Government Bond UCITS
2.69%2.46%2.37%1.52%0.76%0.49%0.56%0.88%0.94%0.77%0.89%1.08%

Frequently Asked Questions


IAAA.L and GLAU.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

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