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

Performance

SUAG.L vs. IGLH.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 iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUAG.L achieves a -0.10% return, which is significantly lower than IGLH.L's 0.91% 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%

IGLH.L

1D
0.22%
1M
-0.62%
6M
-0.41%
YTD
0.91%
1Y
0.25%
3Y*
1.62%
5Y*
-1.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SUAG.L
iShares US Aggregate Bond UCITS ETF USD (Dist)
-0.10%-0.25%3.02%-0.86%-2.42%-0.61%3.42%5.33%11.42%
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
0.91%0.70%0.62%4.79%-13.58%-2.41%5.04%5.45%1.12%

Correlation

The correlation between SUAG.L and IGLH.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.34

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

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.35

Over the past year, the correlation between SUAG.L and IGLH.L has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

SUAG.L vs. IGLH.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

IGLH.L
IGLH.L Risk / Return Rank: 1010
Overall Rank
IGLH.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IGLH.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IGLH.L Omega Ratio Rank: 1010
Omega Ratio Rank
IGLH.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IGLH.L Martin Ratio Rank: 1111
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. IGLH.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 iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.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.LIGLH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.11

1.02

+0.09

Calmar ratioReturn relative to maximum drawdown

0.77

0.06

+0.71

Martin ratioReturn relative to average drawdown

1.79

0.14

+1.64

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

The current SUAG.L Sharpe Ratio is 0.63, which is higher than the IGLH.L Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SUAG.L and IGLH.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. IGLH.L - Drawdown Comparison

The maximum SUAG.L drawdown since its inception was -18.68%, roughly equal to the maximum IGLH.L drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for SUAG.L and IGLH.L.


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Drawdown Indicators


SUAG.LIGLH.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-18.42%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-3.85%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-4.15%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

-16.83%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

Current Drawdown

Current decline from peak

-11.76%

-10.70%

-1.06%

Average Drawdown

Average peak-to-trough decline

-8.22%

-7.44%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.72%

+0.38%

Volatility

SUAG.L vs. IGLH.L - Volatility Comparison

iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) has a higher volatility of 1.69% compared to iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) at 1.19%. This indicates that SUAG.L's price experiences larger fluctuations and is considered to be riskier than IGLH.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.LIGLH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.19%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

3.31%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

5.72%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

5.67%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

4.93%

+4.01%

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

Both SUAG.L and IGLH.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SUAG.L vs. IGLH.L - Dividend Comparison

SUAG.L's dividend yield for the trailing twelve months is around 3.94%, more than IGLH.L's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
1.59%2.91%2.33%1.40%0.73%0.55%0.97%1.19%0.32%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 IGLH.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SUAG.L and IGLH.L have the same expense ratio: 0.25% per year.

SUAG.L is categorized as Total Bond Market, while IGLH.L is Global Bonds. SUAG.L tracks Bloomberg U.S. Aggregate Bond Index, while IGLH.L tracks Bloomberg Global Aggregate TR Hdg GBP.

Portfolio Optimizer

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