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IUGA.L vs. ISAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUGA.L vs. ISAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist) (IUGA.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUGA.L is traded in GBP, while ISAC.L is traded in USD. To make them comparable, the ISAC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUGA.L achieves a -0.02% return, which is significantly lower than ISAC.L's 11.99% return.


IUGA.L

1D
0.23%
1M
0.22%
YTD
-0.02%
6M
0.36%
1Y
4.38%
3Y*
3.32%
5Y*
36.68%
10Y*

ISAC.L

1D
-0.10%
1M
5.22%
YTD
11.99%
6M
12.22%
1Y
30.05%
3Y*
18.15%
5Y*
12.59%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUGA.L vs. ISAC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUGA.L
iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist)
-0.02%6.73%0.92%3.88%-13.86%2,773.87%6.05%6.89%-0.11%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
11.99%13.64%19.87%16.44%-8.43%19.97%12.26%20.98%0.93%

Correlation

The correlation between IUGA.L and ISAC.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.13

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

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2018

-0.03

The correlation between IUGA.L and ISAC.L shifts across timeframes, from -0.03 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IUGA.L vs. ISAC.L — Risk / Return Rank

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

IUGA.L
IUGA.L Risk / Return Rank: 3232
Overall Rank
IUGA.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IUGA.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
IUGA.L Omega Ratio Rank: 3030
Omega Ratio Rank
IUGA.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IUGA.L Martin Ratio Rank: 3232
Martin Ratio Rank

ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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.

IUGA.L vs. ISAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist) (IUGA.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.


IUGA.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.20

1.47

-0.28

Calmar ratioReturn relative to maximum drawdown

1.54

4.35

-2.81

Martin ratioReturn relative to average drawdown

4.69

16.70

-12.01

IUGA.L vs. ISAC.L - Sharpe Ratio Comparison

The current IUGA.L Sharpe Ratio is 1.14, which is lower than the ISAC.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IUGA.L and ISAC.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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Sharpe Ratios by Period


IUGA.LISAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.52

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.88

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.86

-0.62

Drawdowns

IUGA.L vs. ISAC.L - Drawdown Comparison

The maximum IUGA.L drawdown since its inception was -18.09%, smaller than the maximum ISAC.L drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for IUGA.L and ISAC.L.


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Drawdown Indicators


IUGA.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.09%

-25.84%

+7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-6.88%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.95%

-18.33%

+12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.09%

-18.33%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-25.84%

Current Drawdown

Current decline from peak

-4.21%

-0.36%

-3.85%

Average Drawdown

Average peak-to-trough decline

-5.83%

-3.56%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.80%

-0.87%

Volatility

IUGA.L vs. ISAC.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist) (IUGA.L) is 1.67%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.70%. This indicates that IUGA.L experiences smaller price fluctuations and is considered to be less risky than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUGA.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

3.70%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

9.23%

-6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

11.88%

-8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

175.04%

14.28%

+160.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

221.17%

15.48%

+205.69%

IUGA.L vs. ISAC.L - Expense Ratio Comparison

IUGA.L has a 0.30% expense ratio, which is higher than ISAC.L's 0.20% expense ratio.


Dividends

IUGA.L vs. ISAC.L - Dividend Comparison

IUGA.L's dividend yield for the trailing twelve months is around 3.86%, while ISAC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUGA.L
iShares US Aggregate Bond UCITS ETF GBP Hedged (Dist)
3.86%3.68%3.52%2.96%2.24%164.70%2.05%2.64%1.45%

Frequently Asked Questions


IUGA.L and ISAC.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IUGA.L.

IUGA.L is categorized as Intermediate Core Bond, while ISAC.L is Global Equities. IUGA.L tracks Bloomberg US Aggregate Bond (GBP Hedged) Index, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.30% for IUGA.L and 0.20% for ISAC.L.

Portfolio Optimizer

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