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

Performance

IUAA.L vs. IGLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.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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IUAA.L vs. IGLA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUAA.L
iShares US Aggregate Bond UCITS ETF USD Acc
-0.45%7.27%1.28%4.87%-12.82%-2.02%7.08%8.70%-0.38%0.34%
IGLA.L
iShares Global Govt Bond UCITS Acc
-1.23%6.09%-2.98%3.99%-17.80%-6.85%9.45%5.84%-0.51%1.32%

Returns By Period

In the year-to-date period, IUAA.L achieves a -0.45% return, which is significantly higher than IGLA.L's -1.23% return.


IUAA.L

1D
0.26%
1M
-1.33%
YTD
-0.45%
6M
0.85%
1Y
3.79%
3Y*
3.45%
5Y*
-0.00%
10Y*

IGLA.L

1D
0.48%
1M
-1.96%
YTD
-1.23%
6M
-1.43%
1Y
2.25%
3Y*
0.87%
5Y*
-3.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IUAA.L has a 0.25% expense ratio, which is higher than IGLA.L's 0.20% 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%.


Return for Risk

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

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

IUAA.L
IUAA.L Risk / Return Rank: 3535
Overall Rank
IUAA.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IUAA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IUAA.L Omega Ratio Rank: 3434
Omega Ratio Rank
IUAA.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IUAA.L Martin Ratio Rank: 3434
Martin Ratio Rank

IGLA.L
IGLA.L Risk / Return Rank: 2222
Overall Rank
IGLA.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IGLA.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
IGLA.L Omega Ratio Rank: 1919
Omega Ratio Rank
IGLA.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IGLA.L Martin Ratio Rank: 2424
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.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.


IUAA.LIGLA.LDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.38

+0.40

Sortino ratio

Return per unit of downside risk

1.09

0.60

+0.49

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

0.99

0.59

+0.40

Martin ratio

Return relative to average drawdown

3.42

1.68

+1.74

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

The current IUAA.L Sharpe Ratio is 0.78, which is higher than the IGLA.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IUAA.L and IGLA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUAA.LIGLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.38

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.42

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.10

+0.38

Correlation

The correlation between IUAA.L and IGLA.L is 0.72, 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.


Dividends

IUAA.L vs. IGLA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IUAA.L vs. IGLA.L - Drawdown Comparison

The maximum IUAA.L drawdown since its inception was -19.02%, smaller than the maximum IGLA.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for IUAA.L and IGLA.L.


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Drawdown Indicators


IUAA.LIGLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-28.01%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-3.82%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-25.86%

+7.75%

Current Drawdown

Current decline from peak

-3.72%

-19.10%

+15.38%

Average Drawdown

Average peak-to-trough decline

-5.61%

-11.76%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.34%

-0.20%

Volatility

IUAA.L vs. IGLA.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) is 1.39%, while iShares Global Govt Bond UCITS Acc (IGLA.L) has a volatility of 2.01%. This indicates that IUAA.L experiences smaller price fluctuations and is considered to be less risky 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


IUAA.LIGLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

2.01%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

3.56%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

5.88%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

7.15%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

6.74%

-1.43%