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DFGX vs. IGLH.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFGX and IGLH.L is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

DFGX vs. IGLH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Ex US Core Fixed Income ETF (DFGX) and iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DFGX:

5.51%

IGLH.L:

4.95%

Max Drawdown

DFGX:

-0.53%

IGLH.L:

-18.45%

Current Drawdown

DFGX:

-0.43%

IGLH.L:

-10.97%

Returns By Period


DFGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IGLH.L

YTD

1.27%

1M

0.95%

6M

1.21%

1Y

4.11%

5Y*

-1.90%

10Y*

N/A

*Annualized

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DFGX vs. IGLH.L - Expense Ratio Comparison

DFGX has a 0.20% expense ratio, which is lower than IGLH.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

DFGX vs. IGLH.L — Risk-Adjusted Performance Rank

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

DFGX
The Risk-Adjusted Performance Rank of DFGX is 8080
Overall Rank
The Sharpe Ratio Rank of DFGX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DFGX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DFGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DFGX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DFGX is 8383
Martin Ratio Rank

IGLH.L
The Risk-Adjusted Performance Rank of IGLH.L is 7272
Overall Rank
The Sharpe Ratio Rank of IGLH.L is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLH.L is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IGLH.L is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IGLH.L is 5252
Calmar Ratio Rank
The Martin Ratio Rank of IGLH.L is 7373
Martin 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.

DFGX vs. IGLH.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Ex US Core Fixed Income ETF (DFGX) and iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.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.



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Dividends

DFGX vs. IGLH.L - Dividend Comparison

DFGX's dividend yield for the trailing twelve months is around 4.01%, more than IGLH.L's 2.70% yield.


TTM2024202320222021202020192018
DFGX
Dimensional Global Ex US Core Fixed Income ETF
4.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
2.70%2.33%1.40%0.73%0.55%0.97%1.19%0.32%

Drawdowns

DFGX vs. IGLH.L - Drawdown Comparison

The maximum DFGX drawdown since its inception was -0.53%, smaller than the maximum IGLH.L drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for DFGX and IGLH.L. For additional features, visit the drawdowns tool.


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Volatility

DFGX vs. IGLH.L - Volatility Comparison


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