PortfoliosLab logoPortfoliosLab logo
SUAG.L vs. GOVD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUAG.L vs. GOVD.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 Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SUAG.L achieves a -0.45% return, which is significantly higher than GOVD.L's -2.04% return.


SUAG.L

1D
-0.65%
1M
-0.92%
6M
-0.59%
YTD
-0.45%
1Y
3.47%
3Y*
2.64%
5Y*
0.09%
10Y*
1.02%

GOVD.L

1D
-0.52%
1M
-1.37%
6M
-1.87%
YTD
-2.04%
1Y
-0.76%
3Y*
0.17%
5Y*
-3.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
-0.45%-0.25%3.02%-0.86%-2.42%-0.61%-7.15%
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
-2.04%-0.20%-1.78%-1.14%-8.48%-5.98%-22.93%

Correlation

The correlation between SUAG.L and GOVD.L is 0.64, 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

0.64

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

0.79

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2020

0.85

Over the past year, the correlation between SUAG.L and GOVD.L has dropped to 0.64 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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

SUAG.L vs. GOVD.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: 1919
Overall Rank
SUAG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SUAG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
SUAG.L Omega Ratio Rank: 1818
Omega Ratio Rank
SUAG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
SUAG.L Martin Ratio Rank: 1919
Martin Ratio Rank

GOVD.L
GOVD.L Risk / Return Rank: 2424
Overall Rank
GOVD.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GOVD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
GOVD.L Omega Ratio Rank: 6565
Omega Ratio Rank
GOVD.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GOVD.L Martin Ratio Rank: 99
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. GOVD.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 Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.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.LGOVD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.10

1.32

-0.22

Calmar ratioReturn relative to maximum drawdown

0.71

-0.03

+0.74

Martin ratioReturn relative to average drawdown

1.66

-0.03

+1.69

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

The current SUAG.L Sharpe Ratio is 0.57, which is higher than the GOVD.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of SUAG.L and GOVD.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

SUAG.L vs. GOVD.L - Drawdown Comparison

The maximum SUAG.L drawdown since its inception was -18.68%, smaller than the maximum GOVD.L drawdown of -38.07%. Use the drawdown chart below to compare losses from any high point for SUAG.L and GOVD.L.


Loading charts...

Drawdown Indicators


SUAG.LGOVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-38.07%

+19.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-27.42%

+22.57%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-27.42%

+18.98%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

-27.42%

+12.48%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

Current Drawdown

Current decline from peak

-12.07%

-37.04%

+24.97%

Average Drawdown

Average peak-to-trough decline

-8.22%

-32.00%

+23.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

22.98%

-20.90%

Volatility

SUAG.L vs. GOVD.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) is 2.10%, while Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L) has a volatility of 41.47%. This indicates that SUAG.L experiences smaller price fluctuations and is considered to be less risky than GOVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUAG.LGOVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

41.47%

-39.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

120.69%

-116.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

149.55%

-143.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

67.46%

-59.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

61.82%

-52.88%

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

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


Dividends

SUAG.L vs. GOVD.L - Dividend Comparison

SUAG.L's dividend yield for the trailing twelve months is around 3.96%, more than GOVD.L's 2.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
2.74%2.68%2.45%1.64%1.28%1.23%0.48%0.00%0.00%0.00%0.00%0.00%
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
3.96%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 GOVD.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOVD.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOVD.L is cheaper with a 0.09% expense ratio, compared with 0.25% for SUAG.L.

SUAG.L tracks iShares US Aggregate Bond UCITS ETF USD (Dist), while GOVD.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for SUAG.L and 0.09% for GOVD.L.

Portfolio Optimizer

Find the right allocation for SUAG.L and GOVD.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