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

Performance

IUAA.L vs. IUAE.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 US Aggregate Bond UCITS ETF EUR Hedged (Acc) (IUAE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUAA.L is traded in USD, while IUAE.L is traded in EUR. To make them comparable, the IUAE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUAA.L achieves a -0.17% return, which is significantly higher than IUAE.L's -3.82% return.


IUAA.L

1D
0.17%
1M
-0.52%
6M
-0.00%
YTD
-0.17%
1Y
4.17%
3Y*
3.55%
5Y*
-0.33%
10Y*

IUAE.L

1D
0.17%
1M
-1.37%
6M
-2.40%
YTD
-3.82%
1Y
0.51%
3Y*
2.13%
5Y*
-3.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUAA.L vs. IUAE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUAA.L
iShares US Aggregate Bond UCITS ETF USD Acc
-0.17%7.28%1.13%4.97%-12.82%-2.02%7.08%8.66%1.40%
IUAE.L
iShares US Aggregate Bond UCITS ETF EUR Hedged (Acc)
-3.82%18.80%-6.79%5.89%-20.11%-9.44%14.83%3.69%-8.34%

Correlation

The correlation between IUAA.L and IUAE.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.55

The correlation between IUAA.L and IUAE.L has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

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Return for Risk

IUAA.L vs. IUAE.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: 3333
Overall Rank
IUAA.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IUAA.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IUAA.L Omega Ratio Rank: 3333
Omega Ratio Rank
IUAA.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
IUAA.L Martin Ratio Rank: 3333
Martin Ratio Rank

IUAE.L
IUAE.L Risk / Return Rank: 1818
Overall Rank
IUAE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IUAE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IUAE.L Omega Ratio Rank: 1717
Omega Ratio Rank
IUAE.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IUAE.L Martin Ratio Rank: 1919
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. IUAE.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 US Aggregate Bond UCITS ETF EUR Hedged (Acc) (IUAE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUAA.LIUAE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.18

1.02

+0.17

Calmar ratioReturn relative to maximum drawdown

1.35

0.08

+1.27

Martin ratioReturn relative to average drawdown

3.75

0.17

+3.58

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

The current IUAA.L Sharpe Ratio is 1.00, which is higher than the IUAE.L Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of IUAA.L and IUAE.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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Drawdowns

IUAA.L vs. IUAE.L - Drawdown Comparison

The maximum IUAA.L drawdown since its inception was -19.02%, smaller than the maximum IUAE.L drawdown of -36.65%. Use the drawdown chart below to compare losses from any high point for IUAA.L and IUAE.L.


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Drawdown Indicators


IUAA.LIUAE.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-36.65%

+17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-6.65%

+3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-6.00%

-13.11%

+7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-33.82%

+15.71%

Current Drawdown

Current decline from peak

-3.50%

-18.79%

+15.29%

Average Drawdown

Average peak-to-trough decline

-5.53%

-15.53%

+10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

3.02%

-1.91%

Volatility

IUAA.L vs. IUAE.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) is 1.04%, while iShares US Aggregate Bond UCITS ETF EUR Hedged (Acc) (IUAE.L) has a volatility of 1.96%. This indicates that IUAA.L experiences smaller price fluctuations and is considered to be less risky than IUAE.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.LIUAE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.96%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

6.21%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

8.52%

-4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

11.04%

-4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

10.03%

-4.66%

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

IUAA.L has a 0.25% expense ratio, which is lower than IUAE.L's 0.30% expense ratio.


Dividends

IUAA.L vs. IUAE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUAA.L and IUAE.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUAA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUAA.L is cheaper with a 0.25% expense ratio, compared with 0.30% for IUAE.L.

IUAA.L tracks Bloomberg US Aggregate Bond Index, while IUAE.L tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.25% for IUAA.L and 0.30% for IUAE.L.

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