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

Performance

XZWG.L vs. AGGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.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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Returns By Period

In the year-to-date period, XZWG.L achieves a -0.93% return, which is significantly lower than AGGG.L's -0.28% return.


XZWG.L

1D
0.17%
1M
-0.13%
YTD
-0.93%
6M
-0.55%
1Y
0.34%
3Y*
2.54%
5Y*
10Y*

AGGG.L

1D
0.08%
1M
-0.26%
YTD
-0.28%
6M
0.43%
1Y
2.20%
3Y*
3.42%
5Y*
-1.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
XZWG.L
Xtrackers II ESG Global Government Bond UCITS ETF
-0.93%7.85%-4.18%6.19%-21.45%-0.83%
AGGG.L
iShares Global Aggregate Bond UCITS Dist
-0.28%8.06%-1.44%5.27%-15.93%-0.25%

Correlation

The correlation between XZWG.L and AGGG.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

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

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.92

The correlation between XZWG.L and AGGG.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

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

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

XZWG.L
XZWG.L Risk / Return Rank: 99
Overall Rank
XZWG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XZWG.L Sortino Ratio Rank: 99
Sortino Ratio Rank
XZWG.L Omega Ratio Rank: 99
Omega Ratio Rank
XZWG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
XZWG.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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.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.


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

-0.38

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.01

1.08

-0.06

Calmar ratioReturn relative to maximum drawdown

0.08

0.63

-0.55

Martin ratioReturn relative to average drawdown

0.19

1.66

-1.48

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

The current XZWG.L Sharpe Ratio is 0.05, which is lower than the AGGG.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of XZWG.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


XZWG.LAGGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.43

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.05

-0.48

Drawdowns

XZWG.L vs. AGGG.L - Drawdown Comparison

The maximum XZWG.L drawdown since its inception was -27.49%, which is greater than AGGG.L's maximum drawdown of -25.91%. Use the drawdown chart below to compare losses from any high point for XZWG.L and AGGG.L.


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Drawdown Indicators


XZWG.LAGGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.49%

-25.91%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-3.48%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

-7.20%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.24%

Current Drawdown

Current decline from peak

-15.46%

-11.01%

-4.45%

Average Drawdown

Average peak-to-trough decline

-17.81%

-9.53%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

1.32%

+0.48%

Volatility

XZWG.L vs. AGGG.L - Volatility Comparison

Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.L) has a higher volatility of 2.37% compared to iShares Global Aggregate Bond UCITS Dist (AGGG.L) at 1.74%. This indicates that XZWG.L's price experiences larger fluctuations and is considered to be riskier 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


XZWG.LAGGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

1.74%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

4.91%

3.91%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

5.10%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.63%

6.81%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.63%

6.32%

+2.31%

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

XZWG.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

XZWG.L vs. AGGG.L - Dividend Comparison

XZWG.L's dividend yield for the trailing twelve months is around 2.59%, less than AGGG.L's 3.16% yield.


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%
XZWG.L
Xtrackers II ESG Global Government Bond UCITS ETF
2.59%2.42%2.65%1.69%1.11%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, XZWG.L and AGGG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 XZWG.L.

XZWG.L tracks Bloomberg Global Aggregate TR Hdg EUR, while AGGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: DWS and iShares. Their fees differ too: 0.20% for XZWG.L and 0.10% for AGGG.L.

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