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

Performance

SAGG.L vs. GLBL.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 SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAGG.L achieves a 1.64% return, which is significantly higher than GLBL.L's 1.54% return.


SAGG.L

1D
0.00%
1M
1.53%
YTD
1.64%
6M
2.26%
1Y
4.46%
3Y*
1.88%
5Y*
-0.61%
10Y*

GLBL.L

1D
-0.15%
1M
1.51%
YTD
1.54%
6M
2.02%
1Y
4.56%
3Y*
1.86%
5Y*
-0.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SAGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
1.64%0.43%0.10%-0.50%-5.67%-3.94%5.19%3.52%8.68%
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
1.54%0.65%0.03%-0.43%-5.99%-3.96%5.31%3.31%-23.54%

Correlation

The correlation between SAGG.L and GLBL.L is 0.85, 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

0.85

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

0.87

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2018

0.92

The correlation between SAGG.L and GLBL.L has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

SAGG.L vs. GLBL.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: 2525
Overall Rank
SAGG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SAGG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SAGG.L Omega Ratio Rank: 2525
Omega Ratio Rank
SAGG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SAGG.L Martin Ratio Rank: 2121
Martin Ratio Rank

GLBL.L
GLBL.L Risk / Return Rank: 2727
Overall Rank
GLBL.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GLBL.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLBL.L Omega Ratio Rank: 2727
Omega Ratio Rank
GLBL.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
GLBL.L Martin Ratio Rank: 2121
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. GLBL.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 SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SAGG.LGLBL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.16

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.19

1.21

-0.02

Martin ratioReturn relative to average drawdown

2.43

2.47

-0.04

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

The current SAGG.L Sharpe Ratio is 0.87, which is comparable to the GLBL.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SAGG.L and GLBL.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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Drawdowns

SAGG.L vs. GLBL.L - Drawdown Comparison

The maximum SAGG.L drawdown since its inception was -28.96%, roughly equal to the maximum GLBL.L drawdown of -30.13%. Use the drawdown chart below to compare losses from any high point for SAGG.L and GLBL.L.


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Drawdown Indicators


SAGG.LGLBL.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.96%

-30.13%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-3.76%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-5.25%

-4.91%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-13.74%

-14.10%

+0.36%

Current Drawdown

Current decline from peak

-22.12%

-23.54%

+1.42%

Average Drawdown

Average peak-to-trough decline

-21.83%

-23.08%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.84%

-0.01%

Volatility

SAGG.L vs. GLBL.L - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) has a higher volatility of 1.46% compared to SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L) at 1.32%. This indicates that SAGG.L's price experiences larger fluctuations and is considered to be riskier than GLBL.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.LGLBL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.32%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

3.37%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.14%

4.56%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.99%

6.63%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.30%

12.30%

-1.00%

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

Both SAGG.L and GLBL.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. GLBL.L - Dividend Comparison

SAGG.L's dividend yield for the trailing twelve months is around 3.12%, which matches GLBL.L's 3.10% yield.


PositionTTM20252024202320222021202020192018
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
3.10%3.14%2.76%2.05%1.39%1.22%1.54%1.67%1.06%
SAGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
3.12%3.13%2.68%2.02%1.47%1.30%1.56%1.67%0.93%

Frequently Asked Questions


SAGG.L and GLBL.L have a correlation of 0.85, 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 GLBL.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 State Street.

Portfolio Optimizer

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