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SAAA.L vs. EGOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAAA.L vs. EGOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.L) and UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (hedged to GBP) A-dis (EGOG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SAAA.L is traded in GBP, while EGOG.L is traded in GBp. To make them comparable, the EGOG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAAA.L achieves a 0.29% return, which is significantly higher than EGOG.L's -0.03% return.


SAAA.L

1D
0.19%
1M
0.80%
YTD
0.29%
6M
0.21%
1Y
3.05%
3Y*
1.29%
5Y*
-1.97%
10Y*
0.39%

EGOG.L

1D
0.04%
1M
0.37%
YTD
-0.03%
6M
-0.16%
1Y
1.76%
3Y*
2.65%
5Y*
-0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAAA.L vs. EGOG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SAAA.L
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
0.29%2.96%-3.46%2.32%-11.40%-6.94%-1.40%
EGOG.L
UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (hedged to GBP) A-dis
-0.03%3.06%2.00%3.46%-13.02%-1.80%-0.02%

Correlation

The correlation between SAAA.L and EGOG.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.32

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2020

0.22

Over the past year, SAAA.L and EGOG.L have become more correlated (0.45) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

SAAA.L vs. EGOG.L — Risk / Return Rank

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

SAAA.L
SAAA.L Risk / Return Rank: 1919
Overall Rank
SAAA.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SAAA.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
SAAA.L Omega Ratio Rank: 1919
Omega Ratio Rank
SAAA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
SAAA.L Martin Ratio Rank: 1818
Martin Ratio Rank

EGOG.L
EGOG.L Risk / Return Rank: 2121
Overall Rank
EGOG.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EGOG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
EGOG.L Omega Ratio Rank: 2020
Omega Ratio Rank
EGOG.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
EGOG.L Martin Ratio Rank: 2020
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.

SAAA.L vs. EGOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.L) and UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (hedged to GBP) A-dis (EGOG.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.


SAAA.LEGOG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.79

0.96

-0.17

Martin ratioReturn relative to average drawdown

1.74

2.28

-0.54

SAAA.L vs. EGOG.L - Sharpe Ratio Comparison

The current SAAA.L Sharpe Ratio is 0.67, which is comparable to the EGOG.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SAAA.L and EGOG.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


SAAA.LEGOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.73

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

-0.26

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.48

+0.60

Drawdowns

SAAA.L vs. EGOG.L - Drawdown Comparison

The maximum SAAA.L drawdown since its inception was -24.70%, which is greater than EGOG.L's maximum drawdown of -16.69%. Use the drawdown chart below to compare losses from any high point for SAAA.L and EGOG.L.


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Drawdown Indicators


SAAA.LEGOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.70%

-16.69%

-8.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.83%

-3.05%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-3.48%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.85%

-15.73%

-3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-24.70%

Current Drawdown

Current decline from peak

-18.59%

-7.30%

-11.29%

Average Drawdown

Average peak-to-trough decline

-9.88%

-8.24%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.22%

+0.53%

Volatility

SAAA.L vs. EGOG.L - Volatility Comparison

The current volatility for iShares Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.L) is 1.36%, while UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (hedged to GBP) A-dis (EGOG.L) has a volatility of 1.57%. This indicates that SAAA.L experiences smaller price fluctuations and is considered to be less risky than EGOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAAA.LEGOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.57%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

2.89%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

4.00%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.75%

8.63%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.86%

8.62%

-0.76%

SAAA.L vs. EGOG.L - Expense Ratio Comparison

Both SAAA.L and EGOG.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SAAA.L vs. EGOG.L - Dividend Comparison

SAAA.L's dividend yield for the trailing twelve months is around 2.68%, less than EGOG.L's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
EGOG.L
UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (hedged to GBP) A-dis
2.71%2.91%2.30%1.44%0.44%0.17%0.00%0.00%0.00%0.00%0.00%0.00%
SAAA.L
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
2.68%2.48%2.34%1.57%0.76%0.48%0.61%0.89%0.87%0.81%0.83%1.06%

Frequently Asked Questions


SAAA.L and EGOG.L have a correlation of 0.45, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SAAA.L and EGOG.L have the same expense ratio: 0.20% per year.

SAAA.L tracks Bloomberg Global Aggregate TR USD, while EGOG.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

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