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iShares Global Govt Bond UCITS Acc (IGLA.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BYZ28V50
IssueriShares
Inception DateOct 19, 2017
CategoryGlobal Bonds
Leveraged1x
Index TrackedBloomberg Global Aggregate TR USD
Asset ClassBond

Expense Ratio

IGLA.L has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for IGLA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: IGLA.L vs. AGGU.L, IGLA.L vs. TLT, IGLA.L vs. BND, IGLA.L vs. VAGU.L, IGLA.L vs. IWDA.L, IGLA.L vs. SGOV, IGLA.L vs. SWRD.L, IGLA.L vs. AGGG.L, IGLA.L vs. BLV, IGLA.L vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Global Govt Bond UCITS Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.55%
14.93%
IGLA.L (iShares Global Govt Bond UCITS Acc)
Benchmark (^GSPC)

Returns By Period

iShares Global Govt Bond UCITS Acc had a return of -1.93% year-to-date (YTD) and 5.20% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.93%25.82%
1 month-1.70%3.20%
6 months2.55%14.94%
1 year5.20%35.92%
5 years (annualized)-2.93%14.22%
10 years (annualized)N/A11.43%

Monthly Returns

The table below presents the monthly returns of IGLA.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.55%-1.47%0.55%-3.00%0.93%0.10%2.99%2.38%1.46%-3.69%-1.93%
20232.65%-3.10%3.58%0.30%-2.03%-0.20%0.02%-1.31%-3.36%-1.07%4.68%4.18%3.99%
2022-1.79%-1.11%-3.37%-5.62%-0.07%-2.97%1.82%-4.14%-4.68%-1.14%4.01%0.32%-17.57%
2021-1.62%-2.69%-1.51%0.93%0.70%-0.77%1.66%-0.48%-2.29%-0.36%0.17%-1.02%-7.11%
20201.87%0.59%1.05%0.70%-0.27%0.56%3.06%-0.74%-0.00%-0.19%1.16%1.34%9.45%
20191.17%-0.89%1.61%-0.84%1.77%2.19%-0.43%3.05%-1.38%0.37%-1.18%0.35%5.84%
20181.11%-0.32%1.38%-1.79%-0.94%-0.12%-0.76%-0.02%-1.10%-0.80%0.37%2.56%-0.51%
20170.02%1.20%0.10%1.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IGLA.L is 15, indicating that it is in the bottom 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IGLA.L is 1515
Combined Rank
The Sharpe Ratio Rank of IGLA.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of IGLA.L is 1818Sortino Ratio Rank
The Omega Ratio Rank of IGLA.L is 1616Omega Ratio Rank
The Calmar Ratio Rank of IGLA.L is 1111Calmar Ratio Rank
The Martin Ratio Rank of IGLA.L is 1414Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Global Govt Bond UCITS Acc (IGLA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IGLA.L
Sharpe ratio
The chart of Sharpe ratio for IGLA.L, currently valued at 0.75, compared to the broader market-2.000.002.004.006.000.75
Sortino ratio
The chart of Sortino ratio for IGLA.L, currently valued at 1.15, compared to the broader market0.005.0010.001.15
Omega ratio
The chart of Omega ratio for IGLA.L, currently valued at 1.14, compared to the broader market1.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for IGLA.L, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.21
Martin ratio
The chart of Martin ratio for IGLA.L, currently valued at 1.65, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.05

Sharpe Ratio

The current iShares Global Govt Bond UCITS Acc Sharpe ratio is 0.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Global Govt Bond UCITS Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.75
3.08
IGLA.L (iShares Global Govt Bond UCITS Acc)
Benchmark (^GSPC)

Dividends

Dividend History


iShares Global Govt Bond UCITS Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.96%
0
IGLA.L (iShares Global Govt Bond UCITS Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Govt Bond UCITS Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Global Govt Bond UCITS Acc was 28.01%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current iShares Global Govt Bond UCITS Acc drawdown is 21.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.01%Jan 5, 2021453Oct 21, 2022
-8.58%Mar 10, 20207Mar 18, 202089Jul 27, 202096
-6.29%Mar 27, 2018161Nov 13, 2018137Jun 3, 2019298
-3.26%Sep 5, 201948Nov 11, 201976Feb 28, 2020124
-1.58%Aug 6, 202069Nov 11, 202016Dec 3, 202085

Volatility

Volatility Chart

The current iShares Global Govt Bond UCITS Acc volatility is 1.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.99%
3.89%
IGLA.L (iShares Global Govt Bond UCITS Acc)
Benchmark (^GSPC)