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

Performance

IUAE.L vs. GOVD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares US Aggregate Bond UCITS ETF (IUAE.L) and Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUAE.L achieves a -1.30% return, which is significantly lower than GOVD.L's 0.89% return.


IUAE.L

1D
-0.07%
1M
-0.90%
6M
-1.30%
YTD
-1.30%
1Y
2.05%
3Y*
1.62%
5Y*
-2.40%
10Y*

GOVD.L

1D
0.15%
1M
0.55%
6M
0.32%
YTD
0.89%
1Y
1.50%
3Y*
0.56%
5Y*
-2.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
IUAE.L
iShares US Aggregate Bond UCITS ETF
-1.30%4.73%-0.64%2.65%-15.00%-2.82%0.67%
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
0.89%-5.41%2.96%0.96%-13.20%0.14%-21.91%

Correlation

The correlation between IUAE.L and GOVD.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.44

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2020

0.46

The correlation between IUAE.L and GOVD.L shifts across timeframes, from 0.28 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUAE.L vs. GOVD.L — Risk / Return Rank

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

IUAE.L
IUAE.L Risk / Return Rank: 1818
Overall Rank
IUAE.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IUAE.L Sortino Ratio Rank: 1717
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

GOVD.L
GOVD.L Risk / Return Rank: 2424
Overall Rank
GOVD.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GOVD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
GOVD.L Omega Ratio Rank: 6565
Omega Ratio Rank
GOVD.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GOVD.L Martin Ratio Rank: 99
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.

IUAE.L vs. GOVD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF (IUAE.L) and Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.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.


IUAE.LGOVD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.09

1.33

-0.24

Calmar ratioReturn relative to maximum drawdown

0.59

0.05

+0.54

Martin ratioReturn relative to average drawdown

1.55

0.06

+1.49

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

The current IUAE.L Sharpe Ratio is 0.49, which is higher than the GOVD.L Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of IUAE.L and GOVD.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

IUAE.L vs. GOVD.L - Drawdown Comparison

The maximum IUAE.L drawdown since its inception was -22.73%, smaller than the maximum GOVD.L drawdown of -34.99%. Use the drawdown chart below to compare losses from any high point for IUAE.L and GOVD.L.


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Drawdown Indicators


IUAE.LGOVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.73%

-34.99%

+12.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-27.32%

+23.87%

Max Drawdown (3Y)

Largest decline over 3 years

-6.30%

-27.32%

+21.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

-27.32%

+6.17%

Current Drawdown

Current decline from peak

-13.83%

-32.83%

+19.00%

Average Drawdown

Average peak-to-trough decline

-9.19%

-28.70%

+19.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

23.25%

-21.93%

Volatility

IUAE.L vs. GOVD.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF (IUAE.L) is 1.22%, while Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L) has a volatility of 41.14%. This indicates that IUAE.L experiences smaller price fluctuations and is considered to be less risky than GOVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUAE.LGOVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

41.14%

-39.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

120.72%

-117.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

149.36%

-145.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

67.37%

-61.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

61.67%

-56.16%

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

IUAE.L has a 0.30% expense ratio, which is higher than GOVD.L's 0.09% expense ratio.


Dividends

IUAE.L vs. GOVD.L - Dividend Comparison

IUAE.L has not paid dividends to shareholders, while GOVD.L's dividend yield for the trailing twelve months is around 2.74%.


PositionTTM202520242023202220212020
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
2.74%2.68%2.45%1.64%1.28%1.23%0.48%
IUAE.L
iShares US Aggregate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUAE.L and GOVD.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOVD.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOVD.L is cheaper with a 0.09% expense ratio, compared with 0.30% for IUAE.L.

IUAE.L tracks iShares US Aggregate Bond UCITS ETF, while GOVD.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IUAE.L and 0.09% for GOVD.L.

Portfolio Optimizer

Find the right allocation for IUAE.L and GOVD.L

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