IUSB vs. AGGU.L
Compare and contrast key facts about iShares Core Total USD Bond Market ETF (IUSB) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L).
IUSB and AGGU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSB is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Universal Index. It was launched on Jun 10, 2014. AGGU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate Bond Index. It was launched on Nov 21, 2017. Both IUSB and AGGU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSB or AGGU.L.
Key characteristics
| IUSB | AGGU.L | |
|---|---|---|
| YTD Return | 2.12% | 2.70% |
| 1Y Return | 7.22% | 7.01% |
| 3Y Return (Ann) | -1.76% | -0.95% |
| 5Y Return (Ann) | 0.10% | 0.10% |
| Sharpe Ratio | 1.44 | 1.61 |
| Sortino Ratio | 2.13 | 2.48 |
| Omega Ratio | 1.26 | 1.29 |
| Calmar Ratio | 0.59 | 0.62 |
| Martin Ratio | 5.21 | 7.48 |
| Ulcer Index | 1.50% | 0.92% |
| Daily Std Dev | 5.43% | 4.30% |
| Max Drawdown | -17.98% | -15.55% |
| Current Drawdown | -7.01% | -4.92% |
Correlation
The correlation between IUSB and AGGU.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSB vs. AGGU.L - Performance Comparison
In the year-to-date period, IUSB achieves a 2.12% return, which is significantly lower than AGGU.L's 2.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSB vs. AGGU.L - Expense Ratio Comparison
IUSB has a 0.06% expense ratio, which is lower than AGGU.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUSB vs. AGGU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Total USD Bond Market ETF (IUSB) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.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.
Dividends
IUSB vs. AGGU.L - Dividend Comparison
IUSB's dividend yield for the trailing twelve months is around 3.94%, while AGGU.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IUSB iShares Core Total USD Bond Market ETF | 3.94% | 3.46% | 2.53% | 1.74% | 2.45% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% | 1.39% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUSB vs. AGGU.L - Drawdown Comparison
The maximum IUSB drawdown since its inception was -17.98%, which is greater than AGGU.L's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for IUSB and AGGU.L. For additional features, visit the drawdowns tool.
Volatility
IUSB vs. AGGU.L - Volatility Comparison
iShares Core Total USD Bond Market ETF (IUSB) has a higher volatility of 1.54% compared to iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) at 1.13%. This indicates that IUSB's price experiences larger fluctuations and is considered to be riskier than AGGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.