EUNA.DE vs. SGIL.L
EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) and SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) are both exchange-traded funds - EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged), while SGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD. Both are passively managed. Over the past 5 years, EUNA.DE returned -1.29%/yr vs -1.37%/yr for SGIL.L. At a 0.49 correlation, their price movements are largely independent. EUNA.DE charges 0.10%/yr vs 0.20%/yr for SGIL.L.
Performance
EUNA.DE vs. SGIL.L - Performance Comparison
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Different Trading Currencies
EUNA.DE is traded in EUR, while SGIL.L is traded in GBP. To make them comparable, the SGIL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUNA.DE achieves a -0.46% return, which is significantly lower than SGIL.L's 2.04% return.
EUNA.DE
- 1D
- 0.22%
- 1M
- -0.12%
- YTD
- -0.46%
- 6M
- -0.07%
- 1Y
- 1.32%
- 3Y*
- 2.28%
- 5Y*
- -1.29%
- 10Y*
- —
SGIL.L
- 1D
- -0.08%
- 1M
- 0.16%
- YTD
- 2.04%
- 6M
- 1.45%
- 1Y
- 2.23%
- 3Y*
- 0.52%
- 5Y*
- -1.37%
- 10Y*
- 0.82%
EUNA.DE vs. SGIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.46% | 2.79% | 1.60% | 4.36% | -13.52% | -2.37% | 3.70% | 5.06% | -1.17% | -0.54% |
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 2.05% | -4.13% | 3.32% | 1.51% | -17.06% | 10.99% | 2.53% | 11.18% | 0.31% | -1.49% |
Correlation
The correlation between EUNA.DE and SGIL.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | 0.49 |
The correlation between EUNA.DE and SGIL.L shifts across timeframes, from 0.34 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUNA.DE vs. SGIL.L — Risk / Return Rank
EUNA.DE
SGIL.L
EUNA.DE vs. SGIL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.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.
| EUNA.DE | SGIL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.07 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 0.87 | -0.44 |
| Martin ratioReturn relative to average drawdown | 1.18 | 1.59 | -0.41 |
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
| EUNA.DE | SGIL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.41 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | -0.15 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.35 | -0.40 |
Drawdowns
EUNA.DE vs. SGIL.L - Drawdown Comparison
The maximum EUNA.DE drawdown since its inception was -17.79%, smaller than the maximum SGIL.L drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and SGIL.L.
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Drawdown Indicators
| EUNA.DE | SGIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -22.48% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.55% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -4.02% | -8.66% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -17.03% | -22.48% | +5.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.48% | — |
Current DrawdownCurrent decline from peak | -8.66% | -17.55% | +8.89% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -7.19% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.40% | -0.41% |
Volatility
EUNA.DE vs. SGIL.L - Volatility Comparison
iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) have volatilities of 1.35% and 1.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNA.DE | SGIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.30% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 3.64% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 5.36% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 8.90% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.27% | 8.57% | -4.30% |
EUNA.DE vs. SGIL.L - Expense Ratio Comparison
EUNA.DE has a 0.10% expense ratio, which is lower than SGIL.L's 0.20% 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%.
Dividends
EUNA.DE vs. SGIL.L - Dividend Comparison
Neither EUNA.DE nor SGIL.L has paid dividends to shareholders.
Frequently Asked Questions
EUNA.DE and SGIL.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNA.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for SGIL.L.
EUNA.DE is categorized as Global Bonds, while SGIL.L is Inflation-Protected Bonds. EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while SGIL.L tracks Bloomberg Gbl Infl Linked TR USD. Their fees differ too: 0.10% for EUNA.DE and 0.20% for SGIL.L.
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