SAGG.L vs. EGOG.L
SAGG.L (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) and EGOG.L (UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (hedged to GBP) A-dis) are both Global Bonds funds - SAGG.L tracks the Bloomberg Global Aggregate TR USD while EGOG.L tracks the Bloomberg Global Aggregate TR Hdg GBP. Both are passively managed. Over the past 5 years, SAGG.L returned 215.72%/yr vs -0.75%/yr for EGOG.L. At a 0.17 correlation, their price movements are largely independent. SAGG.L charges 0.10%/yr vs 0.20%/yr for EGOG.L.
Performance
SAGG.L vs. EGOG.L - Performance Comparison
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Different Trading Currencies
SAGG.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, SAGG.L achieves a -1.45% return, which is significantly lower than EGOG.L's -0.03% 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*
- —
EGOG.L
- 1D
- 0.04%
- 1M
- 0.37%
- YTD
- -0.03%
- 6M
- -0.16%
- 1Y
- 1.76%
- 3Y*
- 2.65%
- 5Y*
- -0.75%
- 10Y*
- —
SAGG.L vs. EGOG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SAGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | -1.45% | 0.53% | 0.03% | 975.51% | 1,013.35% | 616.49% | -2.02% |
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 SAGG.L and EGOG.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2020 | 0.17 |
The correlation between SAGG.L and EGOG.L shifts across timeframes, from 0.17 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAGG.L vs. EGOG.L — Risk / Return Rank
SAGG.L
EGOG.L
SAGG.L vs. EGOG.L - 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 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.
| SAGG.L | EGOG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.12 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.96 | -0.64 |
| Martin ratioReturn relative to average drawdown | 0.63 | 2.28 | -1.65 |
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 | EGOG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.73 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.26 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | -0.48 | +1.45 |
Drawdowns
SAGG.L vs. EGOG.L - Drawdown Comparison
The maximum SAGG.L drawdown since its inception was -10.22%, smaller than the maximum EGOG.L drawdown of -16.69%. Use the drawdown chart below to compare losses from any high point for SAGG.L and EGOG.L.
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Drawdown Indicators
| SAGG.L | EGOG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.22% | -16.69% | +6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -3.05% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -5.18% | -3.48% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -8.71% | -15.73% | +7.02% |
Current DrawdownCurrent decline from peak | -3.93% | -7.30% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -8.24% | +4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.22% | +1.39% |
Volatility
SAGG.L vs. EGOG.L - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) is 1.17%, 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 SAGG.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
| SAGG.L | EGOG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.57% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 2.89% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.81% | 4.00% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 475.05% | 8.63% | +466.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 485.36% | 8.62% | +476.74% |
SAGG.L vs. EGOG.L - Expense Ratio Comparison
SAGG.L has a 0.10% expense ratio, which is lower than EGOG.L's 0.20% 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%.
Dividends
SAGG.L vs. EGOG.L - Dividend Comparison
SAGG.L's dividend yield for the trailing twelve months is around 1.52%, less than EGOG.L's 2.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Frequently Asked Questions
SAGG.L and EGOG.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SAGG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SAGG.L is cheaper with a 0.10% expense ratio, compared with 0.20% for EGOG.L.
SAGG.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. Their fees differ too: 0.10% for SAGG.L and 0.20% for EGOG.L.
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