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XGSG.L vs. AEGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGSG.L vs. AEGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L) and iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XGSG.L achieves a -1.67% return, which is significantly lower than AEGG.L's 0.49% return.


XGSG.L

1D
0.00%
1M
-0.33%
YTD
-1.67%
6M
-1.46%
1Y
-1.24%
3Y*
-0.11%
5Y*
-3.22%
10Y*
-1.29%

AEGG.L

1D
0.12%
1M
0.30%
YTD
0.49%
6M
0.59%
1Y
3.19%
3Y*
3.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSG.L vs. AEGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XGSG.L
Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged
-1.67%0.95%-1.45%3.09%-16.07%-1.15%
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.49%4.36%3.07%5.65%-12.74%-0.69%

Correlation

The correlation between XGSG.L and AEGG.L is 0.65, 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

0.65

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

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.85

Over the past year, the correlation between XGSG.L and AEGG.L has dropped to 0.65 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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Return for Risk

XGSG.L vs. AEGG.L — Risk / Return Rank

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

XGSG.L
XGSG.L Risk / Return Rank: 66
Overall Rank
XGSG.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XGSG.L Sortino Ratio Rank: 66
Sortino Ratio Rank
XGSG.L Omega Ratio Rank: 66
Omega Ratio Rank
XGSG.L Calmar Ratio Rank: 66
Calmar Ratio Rank
XGSG.L Martin Ratio Rank: 55
Martin Ratio Rank

AEGG.L
AEGG.L Risk / Return Rank: 2828
Overall Rank
AEGG.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AEGG.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
AEGG.L Omega Ratio Rank: 2727
Omega Ratio Rank
AEGG.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
AEGG.L Martin Ratio Rank: 2828
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.

XGSG.L vs. AEGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L) and iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.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.


XGSG.LAEGG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

0.96

1.18

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.33

1.33

-1.66

Martin ratioReturn relative to average drawdown

-0.85

3.82

-4.67

XGSG.L vs. AEGG.L - Sharpe Ratio Comparison

The current XGSG.L Sharpe Ratio is -0.25, which is lower than the AEGG.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of XGSG.L and AEGG.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


XGSG.LAEGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

1.01

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

-0.05

-0.06

Drawdowns

XGSG.L vs. AEGG.L - Drawdown Comparison

The maximum XGSG.L drawdown since its inception was -23.52%, which is greater than AEGG.L's maximum drawdown of -15.75%. Use the drawdown chart below to compare losses from any high point for XGSG.L and AEGG.L.


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Drawdown Indicators


XGSG.LAEGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.52%

-15.75%

-7.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.73%

-2.38%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

-3.72%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.36%

Max Drawdown (10Y)

Largest decline over 10 years

-23.52%

Current Drawdown

Current decline from peak

-20.27%

-1.36%

-18.91%

Average Drawdown

Average peak-to-trough decline

-8.29%

-7.54%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

0.83%

+0.63%

Volatility

XGSG.L vs. AEGG.L - Volatility Comparison

Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L) and iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) have volatilities of 1.48% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSG.LAEGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.42%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.48%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

3.13%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

4.59%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

4.59%

+0.09%

XGSG.L vs. AEGG.L - Expense Ratio Comparison

XGSG.L has a 0.25% expense ratio, which is higher than AEGG.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

XGSG.L vs. AEGG.L - Dividend Comparison

XGSG.L's dividend yield for the trailing twelve months is around 0.03%, while AEGG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGSG.L
Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged
0.03%0.03%0.03%0.02%0.03%0.02%0.01%0.01%0.01%0.01%0.01%0.01%

Frequently Asked Questions


XGSG.L and AEGG.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AEGG.L is cheaper with a 0.10% expense ratio, compared with 0.25% for XGSG.L.

Both ETFs track Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XGSG.L and 0.10% for AEGG.L.

Portfolio Optimizer

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