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

Performance

IAAA.L vs. IGLA.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 iShares Global Govt Bond UCITS Acc (IGLA.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 higher than IGLA.L's -1.33% 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%

IGLA.L

1D
0.19%
1M
-0.05%
YTD
-1.33%
6M
-1.11%
1Y
0.06%
3Y*
1.46%
5Y*
-3.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-2.34%1.23%
IGLA.L
iShares Global Govt Bond UCITS Acc
-1.33%6.09%-2.98%3.99%-17.80%-6.85%9.45%5.84%-0.51%1.32%

Correlation

The correlation between IAAA.L and IGLA.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2017

0.59

The correlation between IAAA.L and IGLA.L has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.

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Return for Risk

IAAA.L vs. IGLA.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

IGLA.L
IGLA.L Risk / Return Rank: 99
Overall Rank
IGLA.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IGLA.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IGLA.L Omega Ratio Rank: 88
Omega Ratio Rank
IGLA.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IGLA.L Martin Ratio Rank: 99
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. IGLA.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 iShares Global Govt Bond UCITS Acc (IGLA.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.LIGLA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.07

1.01

+0.06

Calmar ratioReturn relative to maximum drawdown

0.77

0.01

+0.75

Martin ratioReturn relative to average drawdown

1.90

0.04

+1.86

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

The current IAAA.L Sharpe Ratio is 0.36, which is higher than the IGLA.L Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of IAAA.L and IGLA.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.LIGLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.01

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.47

+0.05

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

-0.10

+0.03

Drawdowns

IAAA.L vs. IGLA.L - Drawdown Comparison

The maximum IAAA.L drawdown since its inception was -32.79%, which is greater than IGLA.L's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for IAAA.L and IGLA.L.


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Drawdown Indicators


IAAA.LIGLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.79%

-28.01%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-4.27%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-10.21%

-7.95%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-25.86%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.79%

Current Drawdown

Current decline from peak

-17.30%

-19.18%

+1.88%

Average Drawdown

Average peak-to-trough decline

-10.59%

-11.90%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.69%

+0.29%

Volatility

IAAA.L vs. IGLA.L - Volatility Comparison

iShares Global AAA-AA Government Bond UCITS (IAAA.L) has a higher volatility of 2.59% compared to iShares Global Govt Bond UCITS Acc (IGLA.L) at 2.06%. This indicates that IAAA.L's price experiences larger fluctuations and is considered to be riskier than IGLA.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.LIGLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.06%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

4.19%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

5.54%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.26%

7.22%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

6.74%

+2.62%

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

Both IAAA.L and IGLA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IAAA.L vs. IGLA.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
IGLA.L
iShares Global Govt Bond UCITS Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAAA.L and IGLA.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IAAA.L and IGLA.L have the same expense ratio: 0.20% per year.

Both ETFs track Bloomberg Global Aggregate TR USD.

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