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SUAG.L vs. GLAD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUAG.L vs. GLAD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUAG.L is traded in GBP, while GLAD.L is traded in USD. To make them comparable, the GLAD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUAG.L achieves a -0.10% return, which is significantly lower than GLAD.L's 0.68% return.


SUAG.L

1D
0.47%
1M
-0.89%
6M
-0.48%
YTD
-0.10%
1Y
3.77%
3Y*
2.58%
5Y*
0.16%
10Y*
0.98%

GLAD.L

1D
0.32%
1M
-1.72%
6M
-0.11%
YTD
0.68%
1Y
2.76%
3Y*
2.90%
5Y*
0.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUAG.L vs. GLAD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
-0.10%-0.25%3.02%-0.86%-2.42%-0.61%3.42%-6.59%
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.68%-2.76%5.05%1.40%-0.77%-0.57%2.12%-4.71%

Correlation

The correlation between SUAG.L and GLAD.L is 0.73, 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

0.73

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.78

The correlation between SUAG.L and GLAD.L has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

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Return for Risk

SUAG.L vs. GLAD.L — Risk / Return Rank

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

SUAG.L
SUAG.L Risk / Return Rank: 2222
Overall Rank
SUAG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SUAG.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
SUAG.L Omega Ratio Rank: 2121
Omega Ratio Rank
SUAG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
SUAG.L Martin Ratio Rank: 2121
Martin Ratio Rank

GLAD.L
GLAD.L Risk / Return Rank: 3232
Overall Rank
GLAD.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 3030
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 3333
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.

SUAG.L vs. GLAD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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.


SUAG.LGLAD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratioReturn relative to maximum drawdown

0.77

0.47

+0.30

Martin ratioReturn relative to average drawdown

1.79

1.13

+0.65

SUAG.L vs. GLAD.L - Sharpe Ratio Comparison

The current SUAG.L Sharpe Ratio is 0.63, which is higher than the GLAD.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SUAG.L and GLAD.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

SUAG.L vs. GLAD.L - Drawdown Comparison

The maximum SUAG.L drawdown since its inception was -18.68%, which is greater than GLAD.L's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for SUAG.L and GLAD.L.


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Drawdown Indicators


SUAG.LGLAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-16.50%

-2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-5.80%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-8.89%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

-15.64%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

Current Drawdown

Current decline from peak

-11.76%

-8.05%

-3.71%

Average Drawdown

Average peak-to-trough decline

-8.22%

-9.37%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.43%

-0.33%

Volatility

SUAG.L vs. GLAD.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) is 1.69%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) has a volatility of 1.90%. This indicates that SUAG.L experiences smaller price fluctuations and is considered to be less risky than GLAD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUAG.LGLAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.90%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

5.24%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

6.60%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

8.58%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

8.81%

+0.13%

SUAG.L vs. GLAD.L - Expense Ratio Comparison

SUAG.L has a 0.25% expense ratio, which is higher than GLAD.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

SUAG.L vs. GLAD.L - Dividend Comparison

SUAG.L's dividend yield for the trailing twelve months is around 3.94%, while GLAD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD 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%
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.94%3.78%3.57%3.10%2.13%1.69%2.22%2.72%2.38%2.11%1.57%1.56%

Frequently Asked Questions


SUAG.L and GLAD.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GLAD.L is cheaper with a 0.10% expense ratio, compared with 0.25% for SUAG.L.

SUAG.L is categorized as Total Bond Market, while GLAD.L is Global Bonds. SUAG.L tracks Bloomberg U.S. Aggregate Bond Index, while GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for SUAG.L and 0.10% for GLAD.L.

Portfolio Optimizer

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