PortfoliosLab logoPortfoliosLab logo
SEAG.L vs. 0GGH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEAG.L vs. 0GGH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SEAG.L is traded in GBP, while 0GGH.L is traded in EUR. To make them comparable, the 0GGH.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEAG.L achieves a -4.08% return, which is significantly lower than 0GGH.L's -3.12% return.


SEAG.L

1D
-0.78%
1M
-2.48%
6M
-3.84%
YTD
-4.08%
1Y
-2.58%
3Y*
2.05%
5Y*
-2.46%
10Y*
-0.32%

0GGH.L

1D
0.00%
1M
-2.47%
6M
-2.67%
YTD
-3.12%
1Y
-0.95%
3Y*
1.76%
5Y*
-1.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEAG.L vs. 0GGH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
-4.08%6.32%-2.34%4.78%-12.37%-9.36%9.60%0.66%1.09%-0.67%
0GGH.L
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
-3.12%7.99%-3.15%2.27%-8.58%-9.33%9.94%-0.40%-0.26%-0.56%

Correlation

The correlation between SEAG.L and 0GGH.L is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.76

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

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2017

0.72

The correlation between SEAG.L and 0GGH.L has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

SEAG.L vs. 0GGH.L — Risk / Return Rank

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

SEAG.L
SEAG.L Risk / Return Rank: 88
Overall Rank
SEAG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SEAG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
SEAG.L Omega Ratio Rank: 77
Omega Ratio Rank
SEAG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
SEAG.L Martin Ratio Rank: 88
Martin Ratio Rank

0GGH.L
0GGH.L Risk / Return Rank: 1313
Overall Rank
0GGH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
0GGH.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
0GGH.L Omega Ratio Rank: 1212
Omega Ratio Rank
0GGH.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
0GGH.L Martin Ratio Rank: 1414
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.

SEAG.L vs. 0GGH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.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.


SEAG.L0GGH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

0.99

0.96

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.15

-0.25

+0.10

Martin ratioReturn relative to average drawdown

-0.22

-0.61

+0.39

SEAG.L vs. 0GGH.L - Sharpe Ratio Comparison

The current SEAG.L Sharpe Ratio is -0.13, which is higher than the 0GGH.L Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of SEAG.L and 0GGH.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.


Loading charts...

Drawdowns

SEAG.L vs. 0GGH.L - Drawdown Comparison

The maximum SEAG.L drawdown since its inception was -24.92%, which is greater than 0GGH.L's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for SEAG.L and 0GGH.L.


Loading charts...

Drawdown Indicators


SEAG.L0GGH.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-22.95%

-1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-4.98%

-11.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-4.98%

-11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-22.95%

+3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

Current Drawdown

Current decline from peak

-18.96%

-16.49%

-2.47%

Average Drawdown

Average peak-to-trough decline

-11.78%

-11.93%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

2.06%

+9.87%

Volatility

SEAG.L vs. 0GGH.L - Volatility Comparison

iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) have volatilities of 1.45% and 1.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SEAG.L0GGH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.39%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

3.75%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

5.05%

+14.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

24.42%

-13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.65%

21.54%

-11.89%

SEAG.L vs. 0GGH.L - Expense Ratio Comparison

SEAG.L has a 0.16% expense ratio, which is higher than 0GGH.L's 0.10% 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

SEAG.L vs. 0GGH.L - Dividend Comparison

SEAG.L's dividend yield for the trailing twelve months is around 1.22%, while 0GGH.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
0GGH.L
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
1.22%2.28%1.97%1.15%0.59%0.49%0.61%0.93%1.04%1.13%1.22%0.72%

Frequently Asked Questions


SEAG.L and 0GGH.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 0GGH.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

0GGH.L is cheaper with a 0.10% expense ratio, compared with 0.16% for SEAG.L.

SEAG.L tracks iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist), while 0GGH.L tracks Bloomberg Global Aggregate Bond Index. Their fees differ too: 0.16% for SEAG.L and 0.10% for 0GGH.L.

Portfolio Optimizer

Find the right allocation for SEAG.L and 0GGH.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer