GILG.L vs. IUIT.L
GILG.L (iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist)) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - GILG.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR Hdg GBP, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, GILG.L returned -1.48%/yr vs 26.05%/yr for IUIT.L. At a 0.04 correlation, their price movements are largely independent. GILG.L charges 0.20%/yr vs 0.15%/yr for IUIT.L.
Performance
GILG.L vs. IUIT.L - Performance Comparison
Loading charts...
Different Trading Currencies
GILG.L is traded in GBP, while IUIT.L is traded in USD. To make them comparable, the IUIT.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, GILG.L achieves a 1.51% return, which is significantly lower than IUIT.L's 26.17% return.
GILG.L
- 1D
- 0.09%
- 1M
- 0.46%
- YTD
- 1.51%
- 6M
- 1.28%
- 1Y
- 4.17%
- 3Y*
- 2.43%
- 5Y*
- -1.48%
- 10Y*
- —
IUIT.L
- 1D
- 0.00%
- 1M
- 16.60%
- YTD
- 26.17%
- 6M
- 24.49%
- 1Y
- 56.60%
- 3Y*
- 31.96%
- 5Y*
- 26.05%
- 10Y*
- 27.54%
GILG.L vs. IUIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GILG.L iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) | 1.51% | 4.23% | -0.86% | 3.12% | -18.45% | 5.19% | 2.37% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 23.54% | 14.17% | 40.92% | 51.48% | -20.73% | 35.36% | 3.57% |
Correlation
The correlation between GILG.L and IUIT.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GILG.L vs. IUIT.L — Risk / Return Rank
GILG.L
IUIT.L
GILG.L vs. IUIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.
| GILG.L | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.46 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 3.32 | -1.61 |
| Martin ratioReturn relative to average drawdown | 4.72 | 8.42 | -3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GILG.L | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.78 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 1.14 | -1.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 1.24 | -1.36 |
Drawdowns
GILG.L vs. IUIT.L - Drawdown Comparison
The maximum GILG.L drawdown since its inception was -24.23%, smaller than the maximum IUIT.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for GILG.L and IUIT.L.
Loading charts...
Drawdown Indicators
| GILG.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.23% | -28.01% | +3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -16.96% | +14.53% |
Max Drawdown (3Y)Largest decline over 3 years | -5.52% | -28.01% | +22.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -28.01% | +3.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.01% | — |
Current DrawdownCurrent decline from peak | -13.44% | -0.78% | -12.66% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -5.29% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 6.70% | -5.82% |
Volatility
GILG.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L) is 1.48%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.16%. This indicates that GILG.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GILG.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 7.16% | -5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 15.20% | -11.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 20.23% | -15.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.79% | 22.82% | -15.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 22.51% | -14.97% |
GILG.L vs. IUIT.L - Expense Ratio Comparison
GILG.L has a 0.20% expense ratio, which is higher than IUIT.L's 0.15% 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
GILG.L vs. IUIT.L - Dividend Comparison
GILG.L's dividend yield for the trailing twelve months is around 0.98%, while IUIT.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GILG.L iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) | 0.98% | 0.96% | 0.87% | 0.79% | 0.72% | 0.50% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GILG.L and IUIT.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.20% for GILG.L.
GILG.L is categorized as Inflation-Protected Bonds, while IUIT.L is Technology Equities. GILG.L tracks Bloomberg Gbl Infl Linked TR Hdg GBP, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for GILG.L and 0.15% for IUIT.L.
Find the right allocation for GILG.L and IUIT.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer