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

Performance

IUAG.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 Distributing (IUAG.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

IUAG.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, IUAG.L achieves a -0.08% return, which is significantly higher than IUAE.L's -3.82% return.


IUAG.L

1D
0.32%
1M
-0.49%
6M
-0.10%
YTD
-0.08%
1Y
4.09%
3Y*
3.55%
5Y*
-0.36%
10Y*
1.21%

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)

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


2026 (YTD)20252024202320222021202020192018
IUAG.L
iShares US Aggregate Bond UCITS ETF USD Distributing
-0.08%7.04%1.36%5.01%-12.86%-2.00%7.04%8.64%1.31%
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 IUAG.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

0.66

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

0.66

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

0.56

The correlation between IUAG.L and IUAE.L shifts across timeframes, from 0.56 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IUAG.L
IUAG.L Risk / Return Rank: 3434
Overall Rank
IUAG.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IUAG.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IUAG.L Omega Ratio Rank: 3232
Omega Ratio Rank
IUAG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IUAG.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.

IUAG.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 Distributing (IUAG.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.


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

+0.95

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.17

1.02

+0.16

Calmar ratioReturn relative to maximum drawdown

1.35

0.08

+1.27

Martin ratioReturn relative to average drawdown

3.69

0.17

+3.52

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

The current IUAG.L Sharpe Ratio is 1.01, which is higher than the IUAE.L Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of IUAG.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

IUAG.L vs. IUAE.L - Drawdown Comparison

The maximum IUAG.L drawdown since its inception was -19.01%, smaller than the maximum IUAE.L drawdown of -36.65%. Use the drawdown chart below to compare losses from any high point for IUAG.L and IUAE.L.


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Drawdown Indicators


IUAG.LIUAE.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.01%

-36.65%

+17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-6.65%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-13.11%

+7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-33.82%

+15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-19.01%

Current Drawdown

Current decline from peak

-3.45%

-18.79%

+15.34%

Average Drawdown

Average peak-to-trough decline

-3.93%

-15.53%

+11.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

3.02%

-1.91%

Volatility

IUAG.L vs. IUAE.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD Distributing (IUAG.L) is 1.20%, while iShares US Aggregate Bond UCITS ETF EUR Hedged (Acc) (IUAE.L) has a volatility of 1.96%. This indicates that IUAG.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


IUAG.LIUAE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.96%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

6.21%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

8.52%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

11.04%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

10.03%

-4.77%

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

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


Dividends

IUAG.L vs. IUAE.L - Dividend Comparison

IUAG.L's dividend yield for the trailing twelve months is around 3.90%, while IUAE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUAE.L
iShares US Aggregate Bond UCITS ETF EUR Hedged (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%
IUAG.L
iShares US Aggregate Bond UCITS ETF USD Distributing
3.90%3.72%3.62%3.02%2.12%1.72%2.05%2.64%2.44%2.04%1.72%1.60%

Frequently Asked Questions


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

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

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

Portfolio Optimizer

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

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