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XG7S.L vs. AGGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XG7S.L vs. AGGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XG7S.L is traded in GBp, while AGGG.L is traded in USD. To make them comparable, the AGGG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XG7S.L achieves a -0.90% return, which is significantly lower than AGGG.L's 0.01% return.


XG7S.L

1D
0.15%
1M
0.81%
YTD
-0.90%
6M
-1.39%
1Y
1.33%
3Y*
-0.62%
5Y*
-2.31%
10Y*
0.03%

AGGG.L

1D
0.00%
1M
0.54%
YTD
0.01%
6M
-0.38%
1Y
3.07%
3Y*
0.79%
5Y*
-0.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XG7S.L vs. AGGG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XG7S.L
Xtrackers Global Government Bond UCITS ETF 5C
-0.90%-0.22%-1.85%-0.74%-8.86%-6.63%6.73%1.94%4.76%-0.96%
AGGG.L
iShares Global Aggregate Bond UCITS Dist
0.12%0.36%0.28%0.01%-5.93%-4.42%6.16%2.79%4.14%-0.74%

Correlation

The correlation between XG7S.L and AGGG.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

0.51

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

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2017

0.43

The correlation between XG7S.L and AGGG.L shifts across timeframes, from 0.43 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XG7S.L vs. AGGG.L — Risk / Return Rank

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

XG7S.L
XG7S.L Risk / Return Rank: 1111
Overall Rank
XG7S.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XG7S.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
XG7S.L Omega Ratio Rank: 1515
Omega Ratio Rank
XG7S.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
XG7S.L Martin Ratio Rank: 1010
Martin Ratio Rank

AGGG.L
AGGG.L Risk / Return Rank: 1616
Overall Rank
AGGG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AGGG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
AGGG.L Omega Ratio Rank: 1515
Omega Ratio Rank
AGGG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
AGGG.L Martin Ratio Rank: 1717
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.

XG7S.L vs. AGGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.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.


XG7S.LAGGG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratioReturn relative to maximum drawdown

0.10

0.72

-0.63

Martin ratioReturn relative to average drawdown

0.13

1.56

-1.43

XG7S.L vs. AGGG.L - Sharpe Ratio Comparison

The current XG7S.L Sharpe Ratio is 0.07, which is lower than the AGGG.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of XG7S.L and AGGG.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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Sharpe Ratios by Period


XG7S.LAGGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.52

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.09

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.03

+0.12

Drawdowns

XG7S.L vs. AGGG.L - Drawdown Comparison

The maximum XG7S.L drawdown since its inception was -25.59%, which is greater than AGGG.L's maximum drawdown of -19.27%. Use the drawdown chart below to compare losses from any high point for XG7S.L and AGGG.L.


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Drawdown Indicators


XG7S.LAGGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.59%

-19.27%

-6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.40%

-4.24%

-11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-5.58%

-9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

-14.34%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-25.59%

Current Drawdown

Current decline from peak

-23.76%

-13.32%

-10.44%

Average Drawdown

Average peak-to-trough decline

-15.52%

-9.35%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.76%

1.96%

+8.80%

Volatility

XG7S.L vs. AGGG.L - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) is 1.44%, while iShares Global Aggregate Bond UCITS Dist (AGGG.L) has a volatility of 1.77%. This indicates that XG7S.L experiences smaller price fluctuations and is considered to be less risky than AGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XG7S.LAGGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

1.77%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

4.77%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

5.87%

+14.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

7.71%

+6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

8.33%

+6.26%

XG7S.L vs. AGGG.L - Expense Ratio Comparison

XG7S.L has a 0.20% expense ratio, which is higher than AGGG.L's 0.10% 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

XG7S.L vs. AGGG.L - Dividend Comparison

XG7S.L has not paid dividends to shareholders, while AGGG.L's dividend yield for the trailing twelve months is around 3.16%.


PositionTTM20252024202320222021202020192018
AGGG.L
iShares Global Aggregate Bond UCITS Dist
3.16%2.97%2.74%2.01%1.55%1.33%1.46%1.62%0.96%
XG7S.L
Xtrackers Global Government Bond UCITS ETF 5C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XG7S.L and AGGG.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, AGGG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGGG.L is cheaper with a 0.10% expense ratio, compared with 0.20% for XG7S.L.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XG7S.L and 0.10% for AGGG.L.

Portfolio Optimizer

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