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

Performance

SUAG.L vs. IUAG.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 US Aggregate Bond UCITS ETF USD Distributing (IUAG.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 IUAG.L is traded in USD. To make them comparable, the IUAG.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 IUAG.L's 0.06% return. Both investments have delivered pretty close results over the past 10 years, with SUAG.L having a 0.98% annualized return and IUAG.L not far behind at 0.94%.


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%

IUAG.L

1D
0.49%
1M
-1.71%
6M
-0.68%
YTD
0.06%
1Y
3.81%
3Y*
2.47%
5Y*
0.10%
10Y*
0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%5.32%-5.78%
IUAG.L
iShares US Aggregate Bond UCITS ETF USD Distributing
0.06%-0.59%3.13%-0.24%-2.50%-1.07%3.90%4.51%5.53%-5.46%

Correlation

The correlation between SUAG.L and IUAG.L is 0.75, 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

0.75

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

0.79

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2011

0.82

The correlation between SUAG.L and IUAG.L has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

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Return for Risk

SUAG.L vs. IUAG.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

IUAG.L
IUAG.L Risk / Return Rank: 3434
Overall Rank
IUAG.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IUAG.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IUAG.L Omega Ratio Rank: 3232
Omega Ratio Rank
IUAG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IUAG.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. IUAG.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 US Aggregate Bond UCITS ETF USD Distributing (IUAG.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.LIUAG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.11

1.10

+0.01

Calmar ratioReturn relative to maximum drawdown

0.77

0.71

+0.06

Martin ratioReturn relative to average drawdown

1.79

1.70

+0.08

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

The current SUAG.L Sharpe Ratio is 0.63, which is comparable to the IUAG.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SUAG.L and IUAG.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. IUAG.L - Drawdown Comparison

The maximum SUAG.L drawdown since its inception was -18.68%, roughly equal to the maximum IUAG.L drawdown of -17.85%. Use the drawdown chart below to compare losses from any high point for SUAG.L and IUAG.L.


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Drawdown Indicators


SUAG.LIUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-17.85%

-0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-5.33%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-8.44%

-8.77%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-14.94%

-15.62%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

-17.85%

-0.83%

Current Drawdown

Current decline from peak

-11.76%

-10.63%

-1.13%

Average Drawdown

Average peak-to-trough decline

-8.22%

-7.77%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.23%

-0.13%

Volatility

SUAG.L vs. IUAG.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD (Dist) (SUAG.L) is 1.69%, while iShares US Aggregate Bond UCITS ETF USD Distributing (IUAG.L) has a volatility of 2.07%. This indicates that SUAG.L experiences smaller price fluctuations and is considered to be less risky than IUAG.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.LIUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

2.07%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

5.33%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

6.77%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

8.85%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

9.22%

-0.28%

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

Both SUAG.L and IUAG.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. IUAG.L - Dividend Comparison

SUAG.L's dividend yield for the trailing twelve months is around 3.94%, more than IUAG.L's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IUAG.L
iShares US Aggregate Bond UCITS ETF USD Distributing
3.90%3.72%3.62%3.02%2.12%1.72%2.05%2.64%2.44%2.04%1.72%1.60%
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 IUAG.L have a correlation of 0.75, 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 IUAG.L have the same expense ratio: 0.25% per year.

SUAG.L tracks Bloomberg U.S. Aggregate Bond Index, while IUAG.L tracks Bloomberg US Aggregate Bond Index.

Portfolio Optimizer

Find the right allocation for SUAG.L and IUAG.L

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