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SGSU.L vs. GAGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGSU.L vs. GAGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.L) and Amundi Index Barclays Global Agg 500M (GAGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGSU.L is traded in GBP, while GAGG.L is traded in GBp. To make them comparable, the GAGG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGSU.L achieves a 1.67% return, which is significantly higher than GAGG.L's -1.00% return.


SGSU.L

1D
0.20%
1M
0.41%
6M
1.46%
YTD
1.67%
1Y
3.86%
3Y*
4.96%
5Y*
2.57%
10Y*

GAGG.L

1D
-0.64%
1M
-1.27%
6M
-0.88%
YTD
-1.00%
1Y
0.92%
3Y*
1.62%
5Y*
-1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGSU.L vs. GAGG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SGSU.L
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist)
1.67%5.12%5.16%4.29%-2.66%-0.43%2.44%0.80%
GAGG.L
Amundi Index Barclays Global Agg 500M
-1.00%0.42%0.19%-0.73%-5.96%-3.91%5.63%-2.79%

Correlation

The correlation between SGSU.L and GAGG.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.14

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.11

The correlation between SGSU.L and GAGG.L shifts across timeframes, from 0.01 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGSU.L vs. GAGG.L — Risk / Return Rank

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

SGSU.L
SGSU.L Risk / Return Rank: 9494
Overall Rank
SGSU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SGSU.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
SGSU.L Omega Ratio Rank: 9696
Omega Ratio Rank
SGSU.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
SGSU.L Martin Ratio Rank: 9696
Martin Ratio Rank

GAGG.L
GAGG.L Risk / Return Rank: 1212
Overall Rank
GAGG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1111
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1212
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.

SGSU.L vs. GAGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.L) and Amundi Index Barclays Global Agg 500M (GAGG.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.


SGSU.LGAGG.LDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.71

1.04

+0.67

Calmar ratioReturn relative to maximum drawdown

9.24

0.25

+8.99

Martin ratioReturn relative to average drawdown

28.95

0.49

+28.46

SGSU.L vs. GAGG.L - Sharpe Ratio Comparison

The current SGSU.L Sharpe Ratio is 2.24, which is higher than the GAGG.L Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of SGSU.L and GAGG.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

SGSU.L vs. GAGG.L - Drawdown Comparison

The maximum SGSU.L drawdown since its inception was -8.45%, smaller than the maximum GAGG.L drawdown of -21.52%. Use the drawdown chart below to compare losses from any high point for SGSU.L and GAGG.L.


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Drawdown Indicators


SGSU.LGAGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.45%

-21.52%

+13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-0.42%

-3.67%

+3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.62%

-4.94%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-4.83%

-14.17%

+9.34%

Current Drawdown

Current decline from peak

-0.01%

-16.82%

+16.81%

Average Drawdown

Average peak-to-trough decline

-0.84%

-13.52%

+12.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

1.88%

-1.75%

Volatility

SGSU.L vs. GAGG.L - Volatility Comparison

The current volatility for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist) (SGSU.L) is 0.48%, while Amundi Index Barclays Global Agg 500M (GAGG.L) has a volatility of 1.49%. This indicates that SGSU.L experiences smaller price fluctuations and is considered to be less risky than GAGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGSU.LGAGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

1.49%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

3.34%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

1.72%

4.48%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.14%

6.55%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

7.97%

-4.95%

SGSU.L vs. GAGG.L - Expense Ratio Comparison

SGSU.L has a 0.17% expense ratio, which is higher than GAGG.L's 0.03% 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

SGSU.L vs. GAGG.L - Dividend Comparison

SGSU.L's dividend yield for the trailing twelve months is around 4.46%, while GAGG.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
GAGG.L
Amundi Index Barclays Global Agg 500M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGSU.L
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist)
4.46%4.60%4.62%3.98%1.67%0.79%3.43%

Frequently Asked Questions


SGSU.L and GAGG.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GAGG.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAGG.L is cheaper with a 0.03% expense ratio, compared with 0.17% for SGSU.L.

SGSU.L tracks iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF GBP Hedged (Dist), while GAGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.17% for SGSU.L and 0.03% for GAGG.L.

Portfolio Optimizer

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