FEUS vs. IGLS.L
FEUS (FlexShares ESG & Climate US Large Cap Core Index Fund) and IGLS.L (iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)) are both exchange-traded funds - FEUS is a Large Cap Blend Equities fund tracking the Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross, while IGLS.L is a European Government Bonds fund tracking the FTSE Act UK Cnvt Gilts All Stocks TR GBP. Both are passively managed. Over the past 3 years, FEUS returned 18.84%/yr vs 6.74%/yr for IGLS.L. At a 0.34 correlation, their price movements are largely independent. FEUS charges 0.09%/yr vs 0.07%/yr for IGLS.L.
Performance
FEUS vs. IGLS.L - Performance Comparison
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Different Trading Currencies
FEUS is traded in USD, while IGLS.L is traded in GBP. To make them comparable, the IGLS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FEUS achieves a 8.26% return, which is significantly higher than IGLS.L's 0.07% return.
FEUS
- 1D
- 0.44%
- 1M
- -0.79%
- YTD
- 8.26%
- 6M
- 8.52%
- 1Y
- 24.07%
- 3Y*
- 18.84%
- 5Y*
- —
- 10Y*
- —
IGLS.L
- 1D
- 0.05%
- 1M
- 0.62%
- YTD
- 0.07%
- 6M
- 1.24%
- 1Y
- 1.87%
- 3Y*
- 6.74%
- 5Y*
- 0.31%
- 10Y*
- 0.39%
FEUS vs. IGLS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund | 8.26% | 14.67% | 23.10% | 25.54% | -19.10% | 9.37% |
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | 0.07% | 13.20% | 0.94% | 9.69% | -14.66% | -1.66% |
Correlation
The correlation between FEUS and IGLS.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2021 | 0.34 |
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Return for Risk
FEUS vs. IGLS.L — Risk / Return Rank
FEUS
IGLS.L
FEUS vs. IGLS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.
| FEUS | IGLS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.04 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 0.25 | +2.11 |
| Martin ratioReturn relative to average drawdown | 9.84 | 0.58 | +9.26 |
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Drawdowns
FEUS vs. IGLS.L - Drawdown Comparison
The maximum FEUS drawdown since its inception was -25.31%, smaller than the maximum IGLS.L drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for FEUS and IGLS.L.
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Drawdown Indicators
| FEUS | IGLS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.31% | -38.64% | +13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -5.31% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -19.47% | -9.30% | -10.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.19% | — |
Current DrawdownCurrent decline from peak | -2.58% | -10.18% | +7.60% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -13.50% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.28% | +0.01% |
Volatility
FEUS vs. IGLS.L - Volatility Comparison
FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) has a higher volatility of 4.31% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 2.12%. This indicates that FEUS's price experiences larger fluctuations and is considered to be riskier than IGLS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEUS | IGLS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 2.12% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 5.46% | +4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 7.32% | +5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 9.34% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 9.55% | +7.48% |
FEUS vs. IGLS.L - Expense Ratio Comparison
FEUS has a 0.09% expense ratio, which is higher than IGLS.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FEUS vs. IGLS.L - Dividend Comparison
FEUS's dividend yield for the trailing twelve months is around 1.00%, less than IGLS.L's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund | 1.00% | 1.06% | 1.15% | 1.41% | 1.48% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | 3.97% | 3.88% | 3.67% | 1.62% | 0.30% | 0.25% | 0.53% | 0.46% | 0.33% | 0.53% | 0.88% | 0.48% |
Frequently Asked Questions
FEUS and IGLS.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGLS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGLS.L is cheaper with a 0.07% expense ratio, compared with 0.09% for FEUS.
FEUS is categorized as Large Cap Blend Equities, while IGLS.L is European Government Bonds. FEUS tracks Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross, while IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: FlexShares and iShares. Their fees differ too: 0.09% for FEUS and 0.07% for IGLS.L.
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