SAGG.L vs. PRIG.L

Last updated Jun 5, 2026

SAGG.L (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) and PRIG.L (Amundi Prime Global Govies UCITS ETF DR (D)) are both Global Bonds funds tracking the Bloomberg Global Aggregate TR USD, from iShares and Amundi respectively. Both are passively managed. Over the past 5 years, SAGG.L returned 215.72%/yr vs -2.19%/yr for PRIG.L. Their correlation of 0.94 suggests significant overlap in exposure. SAGG.L charges 0.10%/yr vs 0.05%/yr for PRIG.L.

Performance

SAGG.L vs. PRIG.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 Prime Global Govies UCITS ETF DR (D) (PRIG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SAGG.L is traded in GBP, while PRIG.L is traded in GBp. To make them comparable, the PRIG.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 PRIG.L's -0.87% 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*: —

PRIG.L

• 1D: 0.06%
• 1M: 0.80%
• YTD: -0.87%
• 6M: -1.36%
• 1Y: 1.26%
• 3Y*: -0.72%
• 5Y*: -2.19%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%	529.78%
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	-0.87%	-0.19%	-1.79%	-1.09%	-8.28%	-5.90%	5.97%	6.26%

Correlation

The correlation between SAGG.L and PRIG.L is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.94

The correlation between SAGG.L and PRIG.L has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

Return for Risk

SAGG.L vs. PRIG.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: 13
SAGG.L Sharpe Ratio Rank: 14
SAGG.L Sortino Ratio Rank: 13
SAGG.L Omega Ratio Rank: 13
SAGG.L Calmar Ratio Rank: 13
SAGG.L Martin Ratio Rank: 12

PRIG.L

PRIG.L Risk / Return Rank: 12
PRIG.L Sharpe Ratio Rank: 13
PRIG.L Sortino Ratio Rank: 12
PRIG.L Omega Ratio Rank: 12
PRIG.L Calmar Ratio Rank: 12
PRIG.L Martin Ratio Rank: 12

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. PRIG.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 Prime Global Govies UCITS ETF DR (D) (PRIG.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	PRIG.L	Difference
Sharpe ratio: Return per unit of total volatility	0.34	0.26	+0.08
Sortino ratio: Return per unit of downside risk	0.52	0.42	+0.10
Omega ratio: Gain probability vs. loss probability	1.06	1.05	+0.01
Calmar ratio: Return relative to maximum drawdown	0.32	0.28	+0.03
Martin ratio: Return relative to average drawdown	0.63	0.54	+0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SAGG.L Sharpe Ratio is 0.34, which is higher than the PRIG.L Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SAGG.L and PRIG.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.

Sharpe Ratios by Period

	SAGG.L	PRIG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	0.26	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	-0.31	+0.76
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	-0.12	+1.10

Drawdowns

SAGG.L vs. PRIG.L - Drawdown Comparison

The maximum SAGG.L drawdown since its inception was -10.22%, smaller than the maximum PRIG.L drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for SAGG.L and PRIG.L.

Drawdown Indicators

	SAGG.L	PRIG.L	Difference
Max Drawdown Largest peak-to-trough decline	-10.22%	-26.02%	+15.80%
Max Drawdown (1Y) Largest decline over 1 year	-5.18%	-4.46%	-0.72%
Max Drawdown (3Y) Largest decline over 3 years	-5.18%	-5.35%	+0.17%
Max Drawdown (5Y) Largest decline over 5 years	-8.71%	-17.03%	+8.32%
Current Drawdown Current decline from peak	-3.93%	-23.84%	+19.91%
Average Drawdown Average peak-to-trough decline	-3.27%	-16.42%	+13.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.32%	+0.29%

Volatility

SAGG.L vs. PRIG.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) is 1.17%, while Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) has a volatility of 1.26%. This indicates that SAGG.L experiences smaller price fluctuations and is considered to be less risky than PRIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAGG.L	PRIG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.17%	1.26%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	3.64%	3.50%	+0.14%
Volatility (1Y) Calculated over the trailing 1-year period	4.81%	4.85%	-0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	475.05%	7.13%	+467.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	485.36%	7.75%	+477.61%

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

SAGG.L has a 0.10% expense ratio, which is higher than PRIG.L's 0.05% 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. PRIG.L - Dividend Comparison

SAGG.L's dividend yield for the trailing twelve months is around 1.52%, less than PRIG.L's 2.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	2.98%	2.96%	2.31%	1.97%	1.72%	1.50%	1.75%	1.23%	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

Can I hold both SAGG.L and PRIG.L in my portfolio?

SAGG.L and PRIG.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SAGG.L or PRIG.L?

On fees, PRIG.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SAGG.L or PRIG.L?

PRIG.L is cheaper with a 0.05% expense ratio, compared with 0.10% for SAGG.L.

What is the main difference between SAGG.L and PRIG.L?

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for SAGG.L and 0.05% for PRIG.L.