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BLDG vs. IGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLDG vs. IGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Real Estate ETF (BLDG) and iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, BLDG achieves a 11.81% return, which is significantly higher than IGUS.L's 7.38% return.


BLDG

1D
0.58%
1M
4.13%
YTD
11.81%
6M
12.26%
1Y
14.51%
3Y*
10.36%
5Y*
2.80%
10Y*

IGUS.L

1D
1.90%
1M
-0.88%
YTD
7.38%
6M
9.31%
1Y
22.57%
3Y*
22.33%
5Y*
10.80%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLDG vs. IGUS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BLDG
Cambria Global Real Estate ETF
11.81%4.26%8.18%1.76%-14.66%22.47%15.25%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
7.38%26.25%22.56%31.05%-29.08%27.40%21.59%

Correlation

The correlation between BLDG and IGUS.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.37

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

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.43

The correlation between BLDG and IGUS.L shifts across timeframes, from 0.33 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BLDG vs. IGUS.L — Risk / Return Rank

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

BLDG
BLDG Risk / Return Rank: 3434
Overall Rank
BLDG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 3636
Sortino Ratio Rank
BLDG Omega Ratio Rank: 3333
Omega Ratio Rank
BLDG Calmar Ratio Rank: 3030
Calmar Ratio Rank
BLDG Martin Ratio Rank: 3434
Martin Ratio Rank

IGUS.L
IGUS.L Risk / Return Rank: 6969
Overall Rank
IGUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7272
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.

BLDG vs. IGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and iShares S&P 500 GBP Hedged UCITS ETF (IGUS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLDGIGUS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratioReturn relative to maximum drawdown

1.30

1.69

-0.39

Martin ratioReturn relative to average drawdown

4.59

6.60

-2.01

BLDG vs. IGUS.L - Sharpe Ratio Comparison

The current BLDG Sharpe Ratio is 1.17, which is comparable to the IGUS.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BLDG and IGUS.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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Drawdowns

BLDG vs. IGUS.L - Drawdown Comparison

The maximum BLDG drawdown since its inception was -27.25%, smaller than the maximum IGUS.L drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for BLDG and IGUS.L.


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Drawdown Indicators


BLDGIGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-43.75%

+16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-12.78%

+2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

-18.55%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-40.12%

+12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-43.75%

Current Drawdown

Current decline from peak

0.00%

-2.74%

+2.74%

Average Drawdown

Average peak-to-trough decline

-9.18%

-7.75%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.27%

-0.41%

Volatility

BLDG vs. IGUS.L - Volatility Comparison

The current volatility for Cambria Global Real Estate ETF (BLDG) is 3.71%, while iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a volatility of 4.25%. This indicates that BLDG experiences smaller price fluctuations and is considered to be less risky than IGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLDGIGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

4.25%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

11.38%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

15.15%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

20.57%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

21.12%

-5.60%

BLDG vs. IGUS.L - Expense Ratio Comparison

BLDG has a 0.59% expense ratio, which is higher than IGUS.L's 0.20% expense ratio.


Dividends

BLDG vs. IGUS.L - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 5.42%, while IGUS.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BLDG
Cambria Global Real Estate ETF
5.42%7.46%7.97%4.99%3.99%10.40%0.59%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BLDG and IGUS.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGUS.L is cheaper with a 0.20% expense ratio, compared with 0.59% for BLDG.

BLDG is categorized as REIT, while IGUS.L is S&P 500. They also come from different issuers: Cambria and iShares. Their fees differ too: 0.59% for BLDG and 0.20% for IGUS.L.

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