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

Performance

IUAA.L vs. SUAG.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 USD (Dist) (SUAG.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 SUAG.L is traded in GBP. To make them comparable, the SUAG.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 lower than SUAG.L's -0.16% 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*

SUAG.L

1D
0.25%
1M
0.30%
6M
0.05%
YTD
-0.16%
1Y
4.03%
3Y*
3.65%
5Y*
-0.29%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-0.39%1.68%
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
-0.16%7.28%1.30%4.37%-12.85%-1.52%6.59%9.55%-0.65%1.39%

Correlation

The correlation between IUAA.L and SUAG.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.66

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

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.58

The correlation between IUAA.L and SUAG.L shifts across timeframes, from 0.49 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUAA.L vs. SUAG.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

SUAG.L
SUAG.L Risk / Return Rank: 2222
Overall Rank
SUAG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SUAG.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
SUAG.L Omega Ratio Rank: 2121
Omega Ratio Rank
SUAG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
SUAG.L Martin Ratio Rank: 2121
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. SUAG.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 USD (Dist) (SUAG.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.LSUAG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratioReturn relative to maximum drawdown

1.35

1.34

+0.01

Martin ratioReturn relative to average drawdown

3.75

3.55

+0.20

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

The current IUAA.L Sharpe Ratio is 1.00, which is comparable to the SUAG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IUAA.L and SUAG.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. SUAG.L - Drawdown Comparison

The maximum IUAA.L drawdown since its inception was -19.02%, roughly equal to the maximum SUAG.L drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for IUAA.L and SUAG.L.


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Drawdown Indicators


IUAA.LSUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-19.06%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-3.00%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.00%

-6.19%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-18.20%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-19.06%

Current Drawdown

Current decline from peak

-3.50%

-3.57%

+0.07%

Average Drawdown

Average peak-to-trough decline

-5.53%

-4.08%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.13%

-0.02%

Volatility

IUAA.L vs. SUAG.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 USD (Dist) (SUAG.L) has a volatility of 1.49%. This indicates that IUAA.L experiences smaller price fluctuations and is considered to be less risky than SUAG.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.LSUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.49%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

4.20%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

5.14%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

7.23%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

6.90%

-1.53%

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

Both IUAA.L and SUAG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IUAA.L vs. SUAG.L - Dividend Comparison

IUAA.L has not paid dividends to shareholders, while SUAG.L's dividend yield for the trailing twelve months is around 3.94%.


PositionTTM20252024202320222021202020192018201720162015
IUAA.L
iShares US Aggregate Bond UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.94%3.78%3.57%3.10%2.13%1.69%2.22%2.72%2.38%2.11%1.57%1.56%

Frequently Asked Questions


IUAA.L and SUAG.L have a correlation of 0.49, 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 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUAA.L and SUAG.L have the same expense ratio: 0.25% per year.

IUAA.L tracks Bloomberg US Aggregate Bond Index, while SUAG.L tracks Bloomberg U.S. Aggregate Bond Index.

Portfolio Optimizer

Find the right allocation for IUAA.L and SUAG.L

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