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

Performance

IGLA.L vs. GAAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Govt Bond UCITS Acc (IGLA.L) and iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.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, IGLA.L achieves a -1.51% return, which is significantly lower than GAAA.L's -0.07% return.


IGLA.L

1D
-0.51%
1M
-0.71%
YTD
-1.51%
6M
-1.30%
1Y
0.25%
3Y*
1.30%
5Y*
-3.39%
10Y*

GAAA.L

1D
-0.58%
1M
-0.68%
YTD
-0.07%
6M
0.43%
1Y
2.16%
3Y*
3.71%
5Y*
-3.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IGLA.L
iShares Global Govt Bond UCITS Acc
-1.51%6.09%-2.98%3.99%-17.80%-6.85%9.45%5.84%0.24%
GAAA.L
iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc)
-0.07%10.43%-5.07%8.26%-20.61%-8.76%12.37%4.92%-1.16%

Correlation

The correlation between IGLA.L and GAAA.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2018

0.86

The correlation between IGLA.L and GAAA.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

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Return for Risk

IGLA.L vs. GAAA.L — Risk / Return Rank

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

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

GAAA.L
GAAA.L Risk / Return Rank: 1313
Overall Rank
GAAA.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GAAA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
GAAA.L Omega Ratio Rank: 1212
Omega Ratio Rank
GAAA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GAAA.L Martin Ratio Rank: 1414
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.

IGLA.L vs. GAAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Govt Bond UCITS Acc (IGLA.L) and iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.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.


IGLA.LGAAA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.01

1.06

-0.04

Calmar ratioReturn relative to maximum drawdown

0.06

0.42

-0.36

Martin ratioReturn relative to average drawdown

0.15

1.11

-0.96

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

The current IGLA.L Sharpe Ratio is 0.05, which is lower than the GAAA.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of IGLA.L and GAAA.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


IGLA.LGAAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.30

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

-0.34

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.07

-0.03

Drawdowns

IGLA.L vs. GAAA.L - Drawdown Comparison

The maximum IGLA.L drawdown since its inception was -28.01%, smaller than the maximum GAAA.L drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for IGLA.L and GAAA.L.


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Drawdown Indicators


IGLA.LGAAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.01%

-33.06%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

-5.08%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-10.29%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.86%

-30.55%

+4.69%

Current Drawdown

Current decline from peak

-19.33%

-17.85%

-1.48%

Average Drawdown

Average peak-to-trough decline

-11.90%

-13.80%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.94%

-0.26%

Volatility

IGLA.L vs. GAAA.L - Volatility Comparison

The current volatility for iShares Global Govt Bond UCITS Acc (IGLA.L) is 2.10%, while iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) has a volatility of 2.56%. This indicates that IGLA.L experiences smaller price fluctuations and is considered to be less risky than GAAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLA.LGAAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

2.56%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

5.61%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

7.23%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

8.91%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.74%

7.96%

-1.22%

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

Both IGLA.L and GAAA.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

IGLA.L vs. GAAA.L - Dividend Comparison

Neither IGLA.L nor GAAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLA.L and GAAA.L have a correlation of 0.88, 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.

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

Both ETFs track Bloomberg Global Aggregate TR USD.

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