IBGM.L vs. 10AM.DE
Compare and contrast key facts about iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) and AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist (10AM.DE).
IBGM.L and 10AM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBGM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Mar 18, 2010. 10AM.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Global Aggregate Bond. It was launched on Dec 19, 2017. Both IBGM.L and 10AM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBGM.L or 10AM.DE.
Key characteristics
| IBGM.L | 10AM.DE | |
|---|---|---|
| YTD Return | -4.02% | 3.40% |
| 1Y Return | 1.73% | 6.98% |
| 3Y Return (Ann) | -5.51% | -2.10% |
| 5Y Return (Ann) | -3.17% | -1.00% |
| Sharpe Ratio | 0.29 | 1.64 |
| Sortino Ratio | 0.46 | 2.73 |
| Omega Ratio | 1.05 | 1.31 |
| Calmar Ratio | 0.08 | 0.50 |
| Martin Ratio | 0.52 | 6.40 |
| Ulcer Index | 3.88% | 1.18% |
| Daily Std Dev | 7.08% | 4.60% |
| Max Drawdown | -27.44% | -15.83% |
| Current Drawdown | -23.43% | -8.93% |
Correlation
The correlation between IBGM.L and 10AM.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IBGM.L vs. 10AM.DE - Performance Comparison
In the year-to-date period, IBGM.L achieves a -4.02% return, which is significantly lower than 10AM.DE's 3.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBGM.L vs. 10AM.DE - Expense Ratio Comparison
IBGM.L has a 0.15% expense ratio, which is higher than 10AM.DE'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%.
Risk-Adjusted Performance
IBGM.L vs. 10AM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) and AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist (10AM.DE). 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.
Dividends
IBGM.L vs. 10AM.DE - Dividend Comparison
IBGM.L's dividend yield for the trailing twelve months is around 2.62%, more than 10AM.DE's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGM.L iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) | 2.62% | 79.03% | 13.18% | 0.00% | 8.74% | 63.75% | 74.12% | 74.41% | 77.14% | 106.84% | 90.53% | 2.06% |
10AM.DE AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist | 2.54% | 2.63% | 2.09% | 1.72% | 1.87% | 2.05% | 2.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBGM.L vs. 10AM.DE - Drawdown Comparison
The maximum IBGM.L drawdown since its inception was -27.44%, which is greater than 10AM.DE's maximum drawdown of -15.83%. Use the drawdown chart below to compare losses from any high point for IBGM.L and 10AM.DE. For additional features, visit the drawdowns tool.
Volatility
IBGM.L vs. 10AM.DE - Volatility Comparison
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) has a higher volatility of 2.82% compared to AMUNDI GLOBAL AGGREGATE BOND UCITS ETF Dist (10AM.DE) at 2.08%. This indicates that IBGM.L's price experiences larger fluctuations and is considered to be riskier than 10AM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.