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SHYU.L vs. AGGU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SHYU.LAGGU.L
YTD Return4.29%2.85%
1Y Return7.50%9.88%
3Y Return (Ann)4.38%-0.92%
5Y Return (Ann)3.52%0.02%
Sharpe Ratio1.002.13
Sortino Ratio1.503.39
Omega Ratio1.211.40
Calmar Ratio1.240.73
Martin Ratio3.0211.48
Ulcer Index2.31%0.84%
Daily Std Dev6.99%4.51%
Max Drawdown-15.01%-15.55%
Current Drawdown-1.30%-4.78%

Correlation

-0.50.00.51.00.2

The correlation between SHYU.L and AGGU.L is 0.17, 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.

Performance

SHYU.L vs. AGGU.L - Performance Comparison

In the year-to-date period, SHYU.L achieves a 4.29% return, which is significantly higher than AGGU.L's 2.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctober
6.34%
4.19%
SHYU.L
AGGU.L

Compare stocks, funds, or ETFs

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


SHYU.L vs. AGGU.L - Expense Ratio Comparison

SHYU.L has a 0.50% expense ratio, which is higher than AGGU.L's 0.10% expense ratio.


SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
Expense ratio chart for SHYU.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for AGGU.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%

Risk-Adjusted Performance

SHYU.L vs. AGGU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.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.


SHYU.L
Sharpe ratio
The chart of Sharpe ratio for SHYU.L, currently valued at 2.18, compared to the broader market-2.000.002.004.006.002.18
Sortino ratio
The chart of Sortino ratio for SHYU.L, currently valued at 3.48, compared to the broader market0.005.0010.003.48
Omega ratio
The chart of Omega ratio for SHYU.L, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for SHYU.L, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.42
Martin ratio
The chart of Martin ratio for SHYU.L, currently valued at 11.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.55
AGGU.L
Sharpe ratio
The chart of Sharpe ratio for AGGU.L, currently valued at 2.13, compared to the broader market-2.000.002.004.006.002.13
Sortino ratio
The chart of Sortino ratio for AGGU.L, currently valued at 3.39, compared to the broader market0.005.0010.003.39
Omega ratio
The chart of Omega ratio for AGGU.L, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for AGGU.L, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.73
Martin ratio
The chart of Martin ratio for AGGU.L, currently valued at 11.48, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.48

SHYU.L vs. AGGU.L - Sharpe Ratio Comparison

The current SHYU.L Sharpe Ratio is 1.00, which is lower than the AGGU.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SHYU.L and AGGU.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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctober
2.18
2.13
SHYU.L
AGGU.L

Dividends

SHYU.L vs. AGGU.L - Dividend Comparison

SHYU.L's dividend yield for the trailing twelve months is around 6.11%, while AGGU.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
6.11%5.76%4.82%4.27%5.16%5.58%5.52%5.74%5.16%5.87%5.56%6.09%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHYU.L vs. AGGU.L - Drawdown Comparison

The maximum SHYU.L drawdown since its inception was -15.01%, roughly equal to the maximum AGGU.L drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for SHYU.L and AGGU.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-0.86%
-4.78%
SHYU.L
AGGU.L

Volatility

SHYU.L vs. AGGU.L - Volatility Comparison

iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) have volatilities of 1.10% and 1.13%, 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.


1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctober
1.10%
1.13%
SHYU.L
AGGU.L