SAGG.L vs. BND
SAGG.L (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) and BND (Vanguard Total Bond Market ETF) are both exchange-traded funds - SAGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while BND is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Both are passively managed. Over the past 5 years, SAGG.L returned 215.72%/yr vs 1.19%/yr for BND. A 0.74 correlation means they provide meaningful diversification when combined. SAGG.L charges 0.10%/yr vs 0.03%/yr for BND.
Performance
SAGG.L vs. BND - Performance Comparison
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Different Trading Currencies
SAGG.L is traded in GBP, while BND is traded in USD. To make them comparable, the BND values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAGG.L achieves a -1.45% return, which is significantly lower than BND's 0.81% return.
SAGG.L
- 1D
- 0.26%
- 1M
- 1.02%
- YTD
- -1.45%
- 6M
- -1.68%
- 1Y
- 1.64%
- 3Y*
- 0.18%
- 5Y*
- 215.72%
- 10Y*
- —
BND
- 1D
- 0.14%
- 1M
- 1.15%
- YTD
- 0.81%
- 6M
- -0.25%
- 1Y
- 5.61%
- 3Y*
- 1.39%
- 5Y*
- 1.19%
- 10Y*
- 2.37%
SAGG.L vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | -1.45% | 0.53% | 0.03% | 975.51% | 1,013.35% | 616.49% | 2,058.65% | 3,293.93% | 383.58% | -1.30% |
BND Vanguard Total Bond Market ETF | 0.81% | -0.55% | 3.15% | 0.37% | -2.78% | -0.93% | 4.55% | 4.70% | 5.81% | -1.32% |
Correlation
The correlation between SAGG.L and BND is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2017 | 0.74 |
The correlation between SAGG.L and BND has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
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Return for Risk
SAGG.L vs. BND — Risk / Return Rank
SAGG.L
BND
SAGG.L vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) and Vanguard Total Bond Market ETF (BND). 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.
| SAGG.L | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.17 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.05 | -0.73 |
| Martin ratioReturn relative to average drawdown | 0.63 | 2.76 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAGG.L | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.90 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.14 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.52 | +0.46 |
Drawdowns
SAGG.L vs. BND - Drawdown Comparison
The maximum SAGG.L drawdown since its inception was -10.22%, smaller than the maximum BND drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for SAGG.L and BND.
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Drawdown Indicators
| SAGG.L | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.22% | -17.48% | +7.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -5.37% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -5.18% | -8.65% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -8.71% | -14.67% | +5.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.48% | — |
Current DrawdownCurrent decline from peak | -3.93% | -9.56% | +5.63% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -7.06% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.04% | +0.57% |
Volatility
SAGG.L vs. BND - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) is 1.17%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.41%. This indicates that SAGG.L experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAGG.L | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.41% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 4.84% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.81% | 6.27% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 475.05% | 8.64% | +466.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 485.36% | 10.00% | +475.36% |
SAGG.L vs. BND - Expense Ratio Comparison
SAGG.L has a 0.10% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SAGG.L vs. BND - Dividend Comparison
SAGG.L's dividend yield for the trailing twelve months is around 1.52%, less than BND's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
SAGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | 1.52% | 3.13% | 2.68% | 95.35% | 147.52% | 130.26% | 156.35% | 167.63% | 76.39% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SAGG.L and BND have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BND is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BND is cheaper with a 0.03% expense ratio, compared with 0.10% for SAGG.L.
SAGG.L is categorized as Global Bonds, while BND is Total Bond Market. SAGG.L tracks Bloomberg Global Aggregate TR USD, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for SAGG.L and 0.03% for BND.
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