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

Performance

XGSI.L vs. AEGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.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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XGSI.L vs. AEGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
-0.36%3.99%1.24%5.84%-13.31%-1.02%
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
-1.19%12.24%1.35%11.22%-21.88%1.25%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XGSI.L achieves a -0.36% return, which is significantly higher than AEGG.L's -1.19% return.


XGSI.L

1D
0.21%
1M
-1.54%
YTD
-0.36%
6M
1.27%
1Y
2.35%
3Y*
2.55%
5Y*
-0.67%
10Y*

AEGG.L

1D
1.00%
1M
-2.11%
YTD
-1.19%
6M
-0.76%
1Y
6.25%
3Y*
6.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XGSI.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%.


Return for Risk

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

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

XGSI.L
XGSI.L Risk / Return Rank: 2626
Overall Rank
XGSI.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 2323
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 2828
Martin Ratio Rank

AEGG.L
AEGG.L Risk / Return Rank: 4747
Overall Rank
AEGG.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AEGG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
AEGG.L Omega Ratio Rank: 4242
Omega Ratio Rank
AEGG.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AEGG.L Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.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.


XGSI.LAEGG.LDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.72

-0.20

Sortino ratio

Return per unit of downside risk

0.75

1.08

-0.32

Omega ratio

Gain probability vs. loss probability

1.10

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

0.90

1.02

-0.11

Martin ratio

Return relative to average drawdown

2.56

2.62

-0.06

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

The current XGSI.L Sharpe Ratio is 0.52, which is comparable to the AEGG.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of XGSI.L and AEGG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGSI.LAEGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.72

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

-0.02

+0.25

Correlation

The correlation between XGSI.L and AEGG.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XGSI.L vs. AEGG.L - Dividend Comparison

Neither XGSI.L nor AEGG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGSI.L vs. AEGG.L - Drawdown Comparison

The maximum XGSI.L drawdown since its inception was -17.29%, smaller than the maximum AEGG.L drawdown of -31.90%. Use the drawdown chart below to compare losses from any high point for XGSI.L and AEGG.L.


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Drawdown Indicators


XGSI.LAEGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-15.75%

-1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-2.38%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

Current Drawdown

Current decline from peak

-6.48%

-1.91%

-4.57%

Average Drawdown

Average peak-to-trough decline

-5.67%

-7.77%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.67%

+0.26%

Volatility

XGSI.L vs. AEGG.L - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) is 1.50%, while iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) has a volatility of 3.04%. This indicates that XGSI.L experiences smaller price fluctuations and is considered to be less risky than AEGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSI.LAEGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

3.04%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

5.32%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

8.66%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

11.04%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.76%

11.04%

-6.28%