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IS0Z.DE vs. HGGA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0Z.DE vs. HGGA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) and HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IS0Z.DE having a 1.29% return and HGGA.DE slightly higher at 1.31%.


IS0Z.DE

1D
0.06%
1M
0.78%
YTD
1.29%
6M
1.06%
1Y
0.23%
3Y*
1.18%
5Y*
-2.11%
10Y*
-0.58%

HGGA.DE

1D
0.00%
1M
0.48%
YTD
1.31%
6M
0.93%
1Y
0.17%
3Y*
0.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0Z.DE vs. HGGA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IS0Z.DE
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
1.29%-1.88%0.75%4.39%-14.80%
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
1.31%-4.17%5.69%0.16%-1.86%

Correlation

The correlation between IS0Z.DE and HGGA.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2022

0.41

The correlation between IS0Z.DE and HGGA.DE shifts across timeframes, from 0.26 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS0Z.DE vs. HGGA.DE — Risk / Return Rank

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

IS0Z.DE
IS0Z.DE Risk / Return Rank: 1010
Overall Rank
IS0Z.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IS0Z.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IS0Z.DE Omega Ratio Rank: 99
Omega Ratio Rank
IS0Z.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
IS0Z.DE Martin Ratio Rank: 1010
Martin Ratio Rank

HGGA.DE
HGGA.DE Risk / Return Rank: 99
Overall Rank
HGGA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 99
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
HGGA.DE 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.

IS0Z.DE vs. HGGA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) and HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.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.


IS0Z.DEHGGA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.01

1.01

0.00

Calmar ratioReturn relative to maximum drawdown

0.09

0.08

+0.01

Martin ratioReturn relative to average drawdown

0.19

0.17

+0.02

IS0Z.DE vs. HGGA.DE - Sharpe Ratio Comparison

The current IS0Z.DE Sharpe Ratio is 0.06, which is comparable to the HGGA.DE Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of IS0Z.DE and HGGA.DE, 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


IS0Z.DEHGGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.05

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.04

+0.01

Drawdowns

IS0Z.DE vs. HGGA.DE - Drawdown Comparison

The maximum IS0Z.DE drawdown since its inception was -21.02%, which is greater than HGGA.DE's maximum drawdown of -8.58%. Use the drawdown chart below to compare losses from any high point for IS0Z.DE and HGGA.DE.


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Drawdown Indicators


IS0Z.DEHGGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.02%

-8.58%

-12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.04%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-5.11%

-6.78%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

Max Drawdown (10Y)

Largest decline over 10 years

-21.02%

Current Drawdown

Current decline from peak

-15.06%

-4.56%

-10.50%

Average Drawdown

Average peak-to-trough decline

-7.48%

-4.18%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.02%

+0.19%

Volatility

IS0Z.DE vs. HGGA.DE - Volatility Comparison

iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) has a higher volatility of 1.69% compared to HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) at 0.53%. This indicates that IS0Z.DE's price experiences larger fluctuations and is considered to be riskier than HGGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0Z.DEHGGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

0.53%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.33%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

3.42%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

4.98%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.66%

4.98%

+0.68%

IS0Z.DE vs. HGGA.DE - Expense Ratio Comparison

IS0Z.DE has a 0.20% expense ratio, which is higher than HGGA.DE's 0.18% 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%.


Dividends

IS0Z.DE vs. HGGA.DE - Dividend Comparison

IS0Z.DE's dividend yield for the trailing twelve months is around 2.67%, while HGGA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS0Z.DE
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
2.67%2.51%2.30%1.57%0.80%0.47%0.62%0.88%0.90%0.82%0.84%1.06%

Frequently Asked Questions


IS0Z.DE and HGGA.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HGGA.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HGGA.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for IS0Z.DE.

IS0Z.DE tracks Bloomberg Global Government AAA-AA Capped Bond, while HGGA.DE tracks Bloomberg MSCI Global Aggregate 1-3 SRI Carbon ESG-Weighted. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.20% for IS0Z.DE and 0.18% for HGGA.DE.

Portfolio Optimizer

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