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SAGG.L vs. VUKG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAGG.L and VUKG.L is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SAGG.L vs. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
-2.73%
2.21%
SAGG.L
VUKG.L

Key characteristics

Sharpe Ratio

SAGG.L:

0.47

VUKG.L:

2.10

Sortino Ratio

SAGG.L:

0.75

VUKG.L:

3.04

Omega Ratio

SAGG.L:

1.09

VUKG.L:

1.38

Calmar Ratio

SAGG.L:

0.13

VUKG.L:

4.87

Martin Ratio

SAGG.L:

1.68

VUKG.L:

14.85

Ulcer Index

SAGG.L:

1.60%

VUKG.L:

1.40%

Daily Std Dev

SAGG.L:

5.63%

VUKG.L:

9.89%

Max Drawdown

SAGG.L:

-22.67%

VUKG.L:

-34.32%

Current Drawdown

SAGG.L:

-17.50%

VUKG.L:

-1.40%

Returns By Period

In the year-to-date period, SAGG.L achieves a 0.44% return, which is significantly lower than VUKG.L's 6.36% return.


SAGG.L

YTD

0.44%

1M

-1.21%

6M

1.76%

1Y

2.69%

5Y*

-2.22%

10Y*

N/A

VUKG.L

YTD

6.36%

1M

1.81%

6M

6.92%

1Y

21.12%

5Y*

10.96%

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

SAGG.L has a 0.10% expense ratio, which is higher than VUKG.L's 0.09% 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%.


SAGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
Expense ratio chart for SAGG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VUKG.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

SAGG.L vs. VUKG.L — Risk-Adjusted Performance Rank

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

SAGG.L
The Risk-Adjusted Performance Rank of SAGG.L is 1717
Overall Rank
The Sharpe Ratio Rank of SAGG.L is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SAGG.L is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SAGG.L is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SAGG.L is 1111
Calmar Ratio Rank
The Martin Ratio Rank of SAGG.L is 2020
Martin Ratio Rank

VUKG.L
The Risk-Adjusted Performance Rank of VUKG.L is 8888
Overall Rank
The Sharpe Ratio Rank of VUKG.L is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VUKG.L is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VUKG.L is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VUKG.L is 9595
Calmar Ratio Rank
The Martin Ratio Rank of VUKG.L is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAGG.L vs. VUKG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.


Sharpe ratio
The chart of Sharpe ratio for SAGG.L, currently valued at 0.36, compared to the broader market0.002.004.000.361.74
The chart of Sortino ratio for SAGG.L, currently valued at 0.57, compared to the broader market0.005.0010.000.572.42
The chart of Omega ratio for SAGG.L, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.30
The chart of Calmar ratio for SAGG.L, currently valued at 0.10, compared to the broader market0.005.0010.0015.0020.000.102.28
The chart of Martin ratio for SAGG.L, currently valued at 0.73, compared to the broader market0.0020.0040.0060.0080.00100.000.736.03
SAGG.L
VUKG.L

The current SAGG.L Sharpe Ratio is 0.47, which is lower than the VUKG.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SAGG.L and VUKG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.36
1.74
SAGG.L
VUKG.L

Dividends

SAGG.L vs. VUKG.L - Dividend Comparison

SAGG.L's dividend yield for the trailing twelve months is around 3.00%, while VUKG.L has not paid dividends to shareholders.


TTM2024202320222021202020192018
SAGG.L
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
3.00%2.68%95.35%147.52%130.27%156.35%167.63%92.65%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SAGG.L vs. VUKG.L - Drawdown Comparison

The maximum SAGG.L drawdown since its inception was -22.67%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for SAGG.L and VUKG.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.57%
-0.99%
SAGG.L
VUKG.L

Volatility

SAGG.L vs. VUKG.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) is 1.74%, while Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) has a volatility of 2.31%. This indicates that SAGG.L experiences smaller price fluctuations and is considered to be less risky than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.74%
2.31%
SAGG.L
VUKG.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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