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

Performance

SAGG.L vs. GGOV.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 Amundi Index J.P. Morgan GBI Global Govies (GGOV.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 GGOV.L is traded in GBp. To make them comparable, the GGOV.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 GGOV.L's -0.92% 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*

GGOV.L

1D
0.15%
1M
0.73%
YTD
-0.92%
6M
-1.54%
1Y
0.64%
3Y*
-1.14%
5Y*
-2.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%-7.76%
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
-0.92%-1.06%-1.97%-1.94%-7.40%-5.91%6.13%-8.77%

Correlation

The correlation between SAGG.L and GGOV.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.69

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

0.74

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.68

Over the past year, SAGG.L and GGOV.L have become more correlated (0.89) than their long-term average of 0.68, meaning their price movements have been converging.

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Return for Risk

SAGG.L vs. GGOV.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

GGOV.L
GGOV.L Risk / Return Rank: 1010
Overall Rank
GGOV.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGOV.L Omega Ratio Rank: 1010
Omega Ratio Rank
GGOV.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
GGOV.L Martin Ratio Rank: 1010
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. GGOV.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 Amundi Index J.P. Morgan GBI Global Govies (GGOV.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.LGGOV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.06

1.03

+0.03

Calmar ratioReturn relative to maximum drawdown

0.32

0.14

+0.18

Martin ratioReturn relative to average drawdown

0.63

0.26

+0.37

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

The current SAGG.L Sharpe Ratio is 0.34, which is higher than the GGOV.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SAGG.L and GGOV.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.LGGOV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.14

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

-0.36

+0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

-0.51

+1.49

Drawdowns

SAGG.L vs. GGOV.L - Drawdown Comparison

The maximum SAGG.L drawdown since its inception was -10.22%, smaller than the maximum GGOV.L drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for SAGG.L and GGOV.L.


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Drawdown Indicators


SAGG.LGGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.22%

-25.96%

+15.74%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-4.67%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-5.18%

-5.70%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-8.71%

-16.68%

+7.97%

Current Drawdown

Current decline from peak

-3.93%

-24.80%

+20.87%

Average Drawdown

Average peak-to-trough decline

-3.27%

-18.43%

+15.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.46%

+0.15%

Volatility

SAGG.L vs. GGOV.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) is 1.17%, while Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) has a volatility of 1.30%. This indicates that SAGG.L experiences smaller price fluctuations and is considered to be less risky than GGOV.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.LGGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.30%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

3.42%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.81%

4.66%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

475.05%

8.19%

+466.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

485.36%

9.19%

+476.17%

SAGG.L vs. GGOV.L - Expense Ratio Comparison

Both SAGG.L and GGOV.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SAGG.L vs. GGOV.L - Dividend Comparison

SAGG.L's dividend yield for the trailing twelve months is around 1.52%, while GGOV.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
0.00%0.00%0.00%0.00%0.00%0.00%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 GGOV.L have a correlation of 0.89, 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 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SAGG.L and GGOV.L have the same expense ratio: 0.10% per year.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

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