ENI.MI vs. IGLO.L
Compare and contrast key facts about Eni S.p.A. (ENI.MI) and iShares Global Government Bond UCITS (IGLO.L).
IGLO.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Mar 6, 2009.
Performance
ENI.MI vs. IGLO.L - Performance Comparison
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ENI.MI vs. IGLO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENI.MI Eni S.p.A. | 54.65% | 32.30% | -8.72% | 23.40% | 16.20% | 52.36% | -33.91% | 6.73% | 4.79% | -5.53% |
IGLO.L iShares Global Government Bond UCITS | 0.31% | -5.57% | 2.71% | 0.88% | -12.59% | 0.08% | 0.36% | 7.92% | 4.38% | -6.92% |
Different Trading Currencies
ENI.MI is traded in EUR, while IGLO.L is traded in USD. To make them comparable, the IGLO.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENI.MI achieves a 54.65% return, which is significantly higher than IGLO.L's 0.31% return. Over the past 10 years, ENI.MI has outperformed IGLO.L with an annualized return of 13.90%, while IGLO.L has yielded a comparatively lower -0.77% annualized return.
ENI.MI
- 1D
- 4.27%
- 1M
- 24.55%
- YTD
- 54.65%
- 6M
- 70.54%
- 1Y
- 83.87%
- 3Y*
- 30.81%
- 5Y*
- 26.96%
- 10Y*
- 13.90%
IGLO.L
- 1D
- 0.49%
- 1M
- -0.73%
- YTD
- 0.31%
- 6M
- 0.33%
- 1Y
- -4.10%
- 3Y*
- -1.20%
- 5Y*
- -2.63%
- 10Y*
- -0.77%
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Return for Risk
ENI.MI vs. IGLO.L — Risk / Return Rank
ENI.MI
IGLO.L
ENI.MI vs. IGLO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) and iShares Global Government Bond UCITS (IGLO.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.
| ENI.MI | IGLO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.69 | -0.64 | +4.34 |
Sortino ratioReturn per unit of downside risk | 3.96 | -0.82 | +4.79 |
Omega ratioGain probability vs. loss probability | 1.67 | 0.90 | +0.78 |
Calmar ratioReturn relative to maximum drawdown | 4.70 | -0.51 | +5.21 |
Martin ratioReturn relative to average drawdown | 23.13 | -0.72 | +23.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENI.MI | IGLO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.69 | -0.64 | +4.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | -0.34 | +1.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | -0.10 | +0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.61 | 0.16 | -1.77 |
Correlation
The correlation between ENI.MI and IGLO.L is -0.15. 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.
Dividends
ENI.MI vs. IGLO.L - Dividend Comparison
ENI.MI's dividend yield for the trailing twelve months is around 4.17%, more than IGLO.L's 3.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENI.MI Eni S.p.A. | 4.17% | 6.32% | 7.41% | 5.93% | 6.55% | 5.48% | 6.43% | 6.07% | 5.96% | 5.80% | 5.17% | 6.96% |
IGLO.L iShares Global Government Bond UCITS | 3.08% | 2.86% | 2.51% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% |
Drawdowns
ENI.MI vs. IGLO.L - Drawdown Comparison
The maximum ENI.MI drawdown since its inception was -100.00%, which is greater than IGLO.L's maximum drawdown of -21.92%. Use the drawdown chart below to compare losses from any high point for ENI.MI and IGLO.L.
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Drawdown Indicators
| ENI.MI | IGLO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -28.01% | -71.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -3.77% | -14.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.25% | -25.88% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -59.77% | -28.01% | -31.76% |
Current DrawdownCurrent decline from peak | -100.00% | -18.95% | -81.05% |
Average DrawdownAverage peak-to-trough decline | -98.15% | -8.65% | -89.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 1.34% | +2.29% |
Volatility
ENI.MI vs. IGLO.L - Volatility Comparison
Eni S.p.A. (ENI.MI) has a higher volatility of 10.44% compared to iShares Global Government Bond UCITS (IGLO.L) at 2.23%. This indicates that ENI.MI's price experiences larger fluctuations and is considered to be riskier than IGLO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENI.MI | IGLO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 2.23% | +8.21% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 4.00% | +12.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.72% | 6.35% | +16.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.93% | 7.76% | +15.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.18% | 7.57% | +18.61% |