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

Performance

SAGG.L vs. EGOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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

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

SAGG.L
SAGG.L Risk / Return Rank: 1313
Overall Rank
SAGG.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SAGG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
SAGG.L Omega Ratio Rank: 1313
Omega Ratio Rank
SAGG.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SAGG.L Martin Ratio Rank: 1212
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.

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.LEGOG.LDifference
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

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

The current SAGG.L Sharpe Ratio is 0.34, which is lower than the EGOG.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SAGG.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


SAGG.LEGOG.LDifference

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.LEGOG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.93%

-7.30%

+3.37%

Average Drawdown

Average peak-to-trough decline

-3.27%

-8.24%

+4.97%

Ulcer Index

Depth 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.LEGOG.LDifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

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