PortfoliosLab logoPortfoliosLab logo
GILG.L vs. SGIL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GILG.L vs. SGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GILG.L achieves a 1.51% return, which is significantly higher than SGIL.L's 1.14% 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*

SGIL.L

1D
0.01%
1M
0.35%
YTD
1.14%
6M
0.44%
1Y
4.97%
3Y*
0.67%
5Y*
-1.24%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GILG.L vs. SGIL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
1.14%1.15%-1.44%-0.60%-12.55%4.21%0.60%

Correlation

The correlation between GILG.L and SGIL.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

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.69

Over the past year, the correlation between GILG.L and SGIL.L has dropped to 0.39 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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. SGIL.L — Risk / Return Rank

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

GILG.L
GILG.L Risk / Return Rank: 2828
Overall Rank
GILG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GILG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
GILG.L Omega Ratio Rank: 2222
Omega Ratio Rank
GILG.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
GILG.L Martin Ratio Rank: 3232
Martin Ratio Rank

SGIL.L
SGIL.L Risk / Return Rank: 2727
Overall Rank
SGIL.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 2626
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GILG.L vs. SGIL.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 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.


GILG.LSGIL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

1.71

1.56

+0.15

Martin ratioReturn relative to average drawdown

4.72

3.06

+1.65

GILG.L vs. SGIL.L - Sharpe Ratio Comparison

The current GILG.L Sharpe Ratio is 0.86, which is comparable to the SGIL.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GILG.L and SGIL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GILG.LSGIL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.98

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.15

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.41

-0.53

Drawdowns

GILG.L vs. SGIL.L - Drawdown Comparison

The maximum GILG.L drawdown since its inception was -24.23%, which is greater than SGIL.L's maximum drawdown of -20.23%. Use the drawdown chart below to compare losses from any high point for GILG.L and SGIL.L.


Loading charts...

Drawdown Indicators


GILG.LSGIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.23%

-20.23%

-4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-3.17%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.52%

-5.63%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-20.23%

-4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-20.23%

Current Drawdown

Current decline from peak

-13.44%

-15.00%

+1.56%

Average Drawdown

Average peak-to-trough decline

-13.12%

-6.79%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.62%

-0.74%

Volatility

GILG.L vs. SGIL.L - Volatility Comparison

iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L) has a higher volatility of 1.48% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) at 1.13%. This indicates that GILG.L's price experiences larger fluctuations and is considered to be riskier than SGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GILG.LSGIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.13%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

3.56%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

5.03%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.79%

8.38%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

8.97%

-1.43%

GILG.L vs. SGIL.L - Expense Ratio Comparison

Both GILG.L and SGIL.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GILG.L vs. SGIL.L - Dividend Comparison

GILG.L's dividend yield for the trailing twelve months is around 0.98%, while SGIL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
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%
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GILG.L and SGIL.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.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GILG.L and SGIL.L have the same expense ratio: 0.20% per year.

GILG.L tracks Bloomberg Gbl Infl Linked TR Hdg GBP, while SGIL.L tracks Bloomberg Gbl Infl Linked TR USD.

Portfolio Optimizer

Find the right allocation for GILG.L and SGIL.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