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IAAA.L vs. XG7S.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAAA.L vs. XG7S.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 Xtrackers Global Government Bond UCITS ETF 5C (XG7S.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 XG7S.L is traded in GBp. To make them comparable, the XG7S.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 higher than XG7S.L's -1.14% return. Over the past 10 years, IAAA.L has outperformed XG7S.L with an annualized return of -0.36%, while XG7S.L has yielded a comparatively lower -0.70% annualized 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%

XG7S.L

1D
0.20%
1M
-0.05%
YTD
-1.14%
6M
-0.66%
1Y
0.37%
3Y*
1.91%
5Y*
-3.33%
10Y*
-0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAAA.L vs. XG7S.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%9.35%
XG7S.L
Xtrackers Global Government Bond UCITS ETF 5C
-1.14%7.31%-2.83%4.08%-18.83%-6.32%9.10%5.98%-1.06%7.03%

Correlation

The correlation between IAAA.L and XG7S.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.36

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

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.32

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Return for Risk

IAAA.L vs. XG7S.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

XG7S.L
XG7S.L Risk / Return Rank: 1111
Overall Rank
XG7S.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XG7S.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
XG7S.L Omega Ratio Rank: 1515
Omega Ratio Rank
XG7S.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
XG7S.L Martin Ratio Rank: 1010
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. XG7S.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 Xtrackers Global Government Bond UCITS ETF 5C (XG7S.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.LXG7S.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.07

1.05

+0.02

Calmar ratioReturn relative to maximum drawdown

0.77

0.03

+0.74

Martin ratioReturn relative to average drawdown

1.90

0.04

+1.86

IAAA.L vs. XG7S.L - Sharpe Ratio Comparison

The current IAAA.L Sharpe Ratio is 0.36, which is higher than the XG7S.L Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of IAAA.L and XG7S.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.LXG7S.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.02

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.36

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

-0.10

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.03

-0.10

Drawdowns

IAAA.L vs. XG7S.L - Drawdown Comparison

The maximum IAAA.L drawdown since its inception was -32.79%, which is greater than XG7S.L's maximum drawdown of -29.34%. Use the drawdown chart below to compare losses from any high point for IAAA.L and XG7S.L.


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Drawdown Indicators


IAAA.LXG7S.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.79%

-29.34%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-14.93%

+10.82%

Max Drawdown (3Y)

Largest decline over 3 years

-10.21%

-14.93%

+4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-26.88%

-3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-32.79%

-29.34%

-3.45%

Current Drawdown

Current decline from peak

-17.30%

-19.48%

+2.18%

Average Drawdown

Average peak-to-trough decline

-10.59%

-13.19%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

10.24%

-8.26%

Volatility

IAAA.L vs. XG7S.L - Volatility Comparison

iShares Global AAA-AA Government Bond UCITS (IAAA.L) has a higher volatility of 2.59% compared to Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) at 2.07%. This indicates that IAAA.L's price experiences larger fluctuations and is considered to be riskier than XG7S.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.LXG7S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.07%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

4.71%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

21.06%

-12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.26%

14.77%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

12.95%

-3.59%

IAAA.L vs. XG7S.L - Expense Ratio Comparison

Both IAAA.L and XG7S.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. XG7S.L - Dividend Comparison

IAAA.L's dividend yield for the trailing twelve months is around 2.69%, while XG7S.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%
XG7S.L
Xtrackers Global Government Bond UCITS ETF 5C
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 XG7S.L have a correlation of 0.39, 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 XG7S.L have the same expense ratio: 0.20% per year.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Xtrackers.

Portfolio Optimizer

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