GILG.L vs. TI5G.L
GILG.L (iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist)) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both Inflation-Protected Bonds funds from iShares - GILG.L tracks the Bloomberg Gbl Infl Linked TR Hdg GBP while TI5G.L tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, GILG.L returned -1.48%/yr vs 2.89%/yr for TI5G.L. A 0.52 correlation means they provide meaningful diversification when combined. GILG.L charges 0.20%/yr vs 0.12%/yr for TI5G.L.
Performance
GILG.L vs. TI5G.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GILG.L achieves a 1.51% return, which is significantly lower than TI5G.L's 2.07% 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*
- —
TI5G.L
- 1D
- 0.04%
- 1M
- 0.09%
- YTD
- 2.07%
- 6M
- 1.98%
- 1Y
- 4.39%
- 3Y*
- 4.91%
- 5Y*
- 2.89%
- 10Y*
- —
GILG.L vs. TI5G.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% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.07% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 1.03% |
Correlation
The correlation between GILG.L and TI5G.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.52 |
The correlation between GILG.L and TI5G.L shifts across timeframes, from 0.35 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
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. TI5G.L — Risk / Return Rank
GILG.L
TI5G.L
GILG.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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 | TI5G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 5.26 | -3.55 |
| Martin ratioReturn relative to average drawdown | 4.72 | 17.49 | -12.77 |
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 | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.68 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.94 | -1.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.89 | -1.01 |
Drawdowns
GILG.L vs. TI5G.L - Drawdown Comparison
The maximum GILG.L drawdown since its inception was -24.23%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for GILG.L and TI5G.L.
Loading charts...
Drawdown Indicators
| GILG.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.23% | -5.63% | -18.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -0.83% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -5.52% | -1.55% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -5.63% | -18.60% |
Current DrawdownCurrent decline from peak | -13.44% | -0.08% | -13.36% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -1.02% | -12.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 0.25% | +0.63% |
Volatility
GILG.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that GILG.L's price experiences larger fluctuations and is considered to be riskier than TI5G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GILG.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 0.58% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 1.69% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 2.60% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.79% | 3.08% | +4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 3.23% | +4.31% |
GILG.L vs. TI5G.L - Expense Ratio Comparison
GILG.L has a 0.20% expense ratio, which is higher than TI5G.L's 0.12% 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. TI5G.L - Dividend Comparison
GILG.L's dividend yield for the trailing twelve months is around 0.98%, less than TI5G.L's 5.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% |
Frequently Asked Questions
GILG.L and TI5G.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TI5G.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TI5G.L is cheaper with a 0.12% expense ratio, compared with 0.20% for GILG.L.
GILG.L tracks Bloomberg Gbl Infl Linked TR Hdg GBP, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. Their fees differ too: 0.20% for GILG.L and 0.12% for TI5G.L.
Find the right allocation for GILG.L and TI5G.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