PortfoliosLab logoPortfoliosLab logo
SUOG.L vs. AGHG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUOG.L vs. AGHG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Corp Bond ESG SRI UCITS ETF GBP Hedged Inc (SUOG.L) and Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) (AGHG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SUOG.L is traded in GBP, while AGHG.L is traded in GBp. To make them comparable, the AGHG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUOG.L achieves a 1.47% return, which is significantly higher than AGHG.L's 0.52% return.


SUOG.L

1D
0.09%
1M
-0.32%
6M
1.05%
YTD
1.47%
1Y
3.35%
3Y*
6.12%
5Y*
1.28%
10Y*

AGHG.L

1D
-0.01%
1M
-0.32%
6M
0.25%
YTD
0.52%
1Y
3.19%
3Y*
3.60%
5Y*
-0.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUOG.L vs. AGHG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SUOG.L
iShares € Corp Bond ESG SRI UCITS ETF GBP Hedged Inc
1.47%5.20%5.41%8.90%-12.32%-0.59%
AGHG.L
Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D)
0.52%4.32%2.99%5.41%-11.93%-0.37%

Correlation

The correlation between SUOG.L and AGHG.L is 0.62, 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

0.62

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

0.62

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2021

0.67

The correlation between SUOG.L and AGHG.L has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.

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

SUOG.L vs. AGHG.L — Risk / Return Rank

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

SUOG.L
SUOG.L Risk / Return Rank: 3434
Overall Rank
SUOG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SUOG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SUOG.L Omega Ratio Rank: 3333
Omega Ratio Rank
SUOG.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
SUOG.L Martin Ratio Rank: 3939
Martin Ratio Rank

AGHG.L
AGHG.L Risk / Return Rank: 3434
Overall Rank
AGHG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AGHG.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
AGHG.L Omega Ratio Rank: 3333
Omega Ratio Rank
AGHG.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
AGHG.L Martin Ratio Rank: 3232
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.

SUOG.L vs. AGHG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond ESG SRI UCITS ETF GBP Hedged Inc (SUOG.L) and Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) (AGHG.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.


SUOG.LAGHG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.37

1.42

-0.05

Martin ratioReturn relative to average drawdown

5.12

3.84

+1.28

SUOG.L vs. AGHG.L - Sharpe Ratio Comparison

The current SUOG.L Sharpe Ratio is 0.96, which is comparable to the AGHG.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SUOG.L and AGHG.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

SUOG.L vs. AGHG.L - Drawdown Comparison

The maximum SUOG.L drawdown since its inception was -16.15%, roughly equal to the maximum AGHG.L drawdown of -15.71%. Use the drawdown chart below to compare losses from any high point for SUOG.L and AGHG.L.


Loading charts...

Drawdown Indicators


SUOG.LAGHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-15.71%

-0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.24%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-2.43%

-4.02%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-15.71%

-0.44%

Current Drawdown

Current decline from peak

-0.72%

-1.82%

+1.10%

Average Drawdown

Average peak-to-trough decline

-4.07%

-7.24%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.83%

-0.18%

Volatility

SUOG.L vs. AGHG.L - Volatility Comparison

iShares € Corp Bond ESG SRI UCITS ETF GBP Hedged Inc (SUOG.L) has a higher volatility of 0.94% compared to Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D) (AGHG.L) at 0.78%. This indicates that SUOG.L's price experiences larger fluctuations and is considered to be riskier than AGHG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUOG.LAGHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.78%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

2.27%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

2.86%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

4.12%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

4.11%

+1.29%

SUOG.L vs. AGHG.L - Expense Ratio Comparison

SUOG.L has a 0.17% expense ratio, which is higher than AGHG.L's 0.08% 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

SUOG.L vs. AGHG.L - Dividend Comparison

SUOG.L's dividend yield for the trailing twelve months is around 3.21%, more than AGHG.L's 2.97% yield.


PositionTTM2025202420232022202120202019
AGHG.L
Amundi Index Global Aggregate 500M UCITS ETF DR - Hedged GBP (D)
2.97%2.98%2.77%2.55%2.18%0.38%0.00%0.00%
SUOG.L
iShares € Corp Bond ESG SRI UCITS ETF GBP Hedged Inc
3.21%3.19%3.12%2.48%0.81%0.44%0.55%0.13%

Frequently Asked Questions


SUOG.L and AGHG.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGHG.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGHG.L is cheaper with a 0.08% expense ratio, compared with 0.17% for SUOG.L.

SUOG.L tracks iShares € Corp Bond ESG SRI UCITS ETF GBP Hedged Inc, while AGHG.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.17% for SUOG.L and 0.08% for AGHG.L.

Portfolio Optimizer

Find the right allocation for SUOG.L and AGHG.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