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USD=X vs. AGGU.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. AGGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

AGGU.L

1D
0.00%
1M
-0.17%
YTD
0.17%
6M
0.69%
1Y
3.37%
3Y*
4.16%
5Y*
0.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. AGGU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.17%4.68%3.54%6.65%-11.53%-1.81%5.15%8.16%1.56%0.24%

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Return for Risk

USD=X vs. AGGU.L — Risk / Return Rank

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

USD=X

AGGU.L
AGGU.L Risk / Return Rank: 3232
Overall Rank
AGGU.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AGGU.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
AGGU.L Omega Ratio Rank: 3131
Omega Ratio Rank
AGGU.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
AGGU.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.

USD=X vs. AGGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. AGGU.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XAGGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

Drawdowns

USD=X vs. AGGU.L - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum AGGU.L drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for USD=X and AGGU.L.


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Drawdown Indicators


USD=XAGGU.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-15.55%

+15.55%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-2.21%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-3.47%

+3.47%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-15.20%

+15.20%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-1.19%

+1.19%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.89%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.72%

-0.72%

Volatility

USD=X vs. AGGU.L - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) has a volatility of 1.26%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than AGGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XAGGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.26%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

2.73%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.27%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.85%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.48%

-4.48%

Portfolio Optimizer

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