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

Performance

IAAA.L vs. HBKS.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 HSBC Global Sukuk UCITS ETF C USD (HBKS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IAAA.L is traded in USD, while HBKS.L is traded in GBP. To make them comparable, the HBKS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IAAA.L achieves a 0.13% return, which is significantly lower than HBKS.L's 0.44% 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%

HBKS.L

1D
0.36%
1M
0.74%
YTD
0.44%
6M
0.30%
1Y
4.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IAAA.L
iShares Global AAA-AA Government Bond UCITS
0.13%10.70%-5.21%8.64%
HBKS.L
HSBC Global Sukuk UCITS ETF C USD
0.44%7.18%2.74%3.71%

Correlation

The correlation between IAAA.L and HBKS.L is 0.02, 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

0.02

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

0.09

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Return for Risk

IAAA.L vs. HBKS.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

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
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. HBKS.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 HSBC Global Sukuk UCITS ETF C USD (HBKS.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.LHBKS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.07

1.12

-0.06

Calmar ratioReturn relative to maximum drawdown

0.77

1.04

-0.27

Martin ratioReturn relative to average drawdown

1.90

3.55

-1.65

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

The current IAAA.L Sharpe Ratio is 0.36, which is lower than the HBKS.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IAAA.L and HBKS.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.LHBKS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.69

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

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

0.99

-1.06

Drawdowns

IAAA.L vs. HBKS.L - Drawdown Comparison

The maximum IAAA.L drawdown since its inception was -32.79%, which is greater than HBKS.L's maximum drawdown of -3.97%. Use the drawdown chart below to compare losses from any high point for IAAA.L and HBKS.L.


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Drawdown Indicators


IAAA.LHBKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.79%

-3.97%

-28.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-3.97%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

Max Drawdown (10Y)

Largest decline over 10 years

-32.79%

Current Drawdown

Current decline from peak

-17.30%

-1.56%

-15.74%

Average Drawdown

Average peak-to-trough decline

-10.59%

-0.89%

-9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.16%

+0.82%

Volatility

IAAA.L vs. HBKS.L - Volatility Comparison

iShares Global AAA-AA Government Bond UCITS (IAAA.L) has a higher volatility of 2.59% compared to HSBC Global Sukuk UCITS ETF C USD (HBKS.L) at 2.14%. This indicates that IAAA.L's price experiences larger fluctuations and is considered to be riskier than HBKS.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.LHBKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.14%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

5.03%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

5.95%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.26%

5.18%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

5.18%

+4.18%

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

IAAA.L has a 0.20% expense ratio, which is lower than HBKS.L's 0.40% expense ratio.


Dividends

IAAA.L vs. HBKS.L - Dividend Comparison

IAAA.L's dividend yield for the trailing twelve months is around 2.69%, while HBKS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HBKS.L
HSBC Global Sukuk UCITS ETF C USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 HBKS.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAAA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAAA.L is cheaper with a 0.20% expense ratio, compared with 0.40% for HBKS.L.

IAAA.L tracks Bloomberg Global Aggregate TR USD, while HBKS.L tracks FTSE IdealRatings Sukuk Index. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.20% for IAAA.L and 0.40% for HBKS.L.

Portfolio Optimizer

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