GILI.L vs. SGIL.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L).

GILI.L and SGIL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GILI.L is a passively managed fund by Lyxor that tracks the performance of the FTSE Actuaries UK Index-Linked Gilts All Stocks. It was launched on Nov 10, 2010. SGIL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked TR USD. It was launched on Aug 1, 2008. Both GILI.L and SGIL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

GILI.L vs. SGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist	1.38%	1.92%	-8.80%	0.74%	-33.55%	4.18%	10.82%	6.38%	-0.39%	2.29%
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)	1.53%	1.15%	-1.44%	-0.60%	-12.55%	4.21%	8.42%	4.53%	1.56%	-1.38%

Different Trading Currencies

GILI.L is traded in GBp, while SGIL.L is traded in GBP. To make them comparable, the SGIL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GILI.L achieves a 1.38% return, which is significantly lower than SGIL.L's 1.53% return. Over the past 10 years, GILI.L has underperformed SGIL.L with an annualized return of -0.72%, while SGIL.L has yielded a comparatively higher 1.79% annualized return.

GILI.L

• 1D: -0.04%
• 1M: -2.73%
• YTD: 1.38%
• 6M: 4.90%
• 1Y: 3.84%
• 3Y*: -3.12%
• 5Y*: -7.12%
• 10Y*: -0.72%

SGIL.L

• 1D: 0.18%
• 1M: -1.41%
• YTD: 1.53%
• 6M: 2.36%
• 1Y: 2.01%
• 3Y*: -0.27%
• 5Y*: -0.91%
• 10Y*: 1.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GILI.L has a 0.07% 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%.

SGIL.L

iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)

GILI.L

Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist

Return for Risk

GILI.L vs. SGIL.L — Risk / Return Rank

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

GILI.L

GILI.L Risk / Return Rank: 23
GILI.L Sharpe Ratio Rank: 23
GILI.L Sortino Ratio Rank: 21
GILI.L Omega Ratio Rank: 20
GILI.L Calmar Ratio Rank: 27
GILI.L Martin Ratio Rank: 23

SGIL.L

SGIL.L Risk / Return Rank: 20
SGIL.L Sharpe Ratio Rank: 22
SGIL.L Sortino Ratio Rank: 20
SGIL.L Omega Ratio Rank: 19
SGIL.L Calmar Ratio Rank: 20
SGIL.L Martin Ratio Rank: 18

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.

GILI.L vs. SGIL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.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.

	GILI.L	SGIL.L	Difference
Sharpe ratio Return per unit of total volatility	0.41	0.40	+0.01
Sortino ratio Return per unit of downside risk	0.62	0.57	+0.04
Omega ratio Gain probability vs. loss probability	1.08	1.07	+0.01
Calmar ratio Return relative to maximum drawdown	0.73	0.45	+0.29
Martin ratio Return relative to average drawdown	1.75	0.93	+0.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current GILI.L Sharpe Ratio is 0.41, which is comparable to the SGIL.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of GILI.L and SGIL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GILI.L	SGIL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	0.40	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.38	-0.11	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	0.20	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.41	-0.24

Correlation

The correlation between GILI.L and SGIL.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GILI.L vs. SGIL.L - Dividend Comparison

GILI.L's dividend yield for the trailing twelve months is around 0.67%, while SGIL.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist	0.67%	0.68%	0.65%	0.50%	0.46%	0.27%	0.28%	0.33%	0.35%	0.38%	0.79%
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GILI.L vs. SGIL.L - Drawdown Comparison

The maximum GILI.L drawdown since its inception was -49.11%, 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 GILI.L and SGIL.L.

Drawdown Indicators

	GILI.L	SGIL.L	Difference
Max Drawdown Largest peak-to-trough decline	-49.11%	-20.23%	-28.88%
Max Drawdown (1Y) Largest decline over 1 year	-5.89%	-4.49%	-1.40%
Max Drawdown (5Y) Largest decline over 5 years	-49.11%	-20.23%	-28.88%
Max Drawdown (10Y) Largest decline over 10 years	-49.11%	-20.23%	-28.88%
Current Drawdown Current decline from peak	-40.84%	-14.67%	-26.17%
Average Drawdown Average peak-to-trough decline	-14.82%	-6.71%	-8.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	2.16%	+0.31%

Volatility

GILI.L vs. SGIL.L - Volatility Comparison

Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) has a higher volatility of 3.53% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) at 1.97%. This indicates that GILI.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.

Volatility by Period

	GILI.L	SGIL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	1.97%	+1.56%
Volatility (6M) Calculated over the trailing 6-month period	5.97%	3.79%	+2.18%
Volatility (1Y) Calculated over the trailing 1-year period	9.26%	5.96%	+3.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.68%	8.40%	+10.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.41%	9.01%	+7.40%