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GLBL.L vs. IGLH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLBL.L vs. IGLH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L) and iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLBL.L achieves a -1.47% return, which is significantly lower than IGLH.L's 2.41% return.


GLBL.L

1D
0.11%
1M
0.87%
YTD
-1.47%
6M
-1.76%
1Y
0.11%
3Y*
-2.10%
5Y*
-2.93%
10Y*

IGLH.L

1D
-0.30%
1M
0.13%
YTD
2.41%
6M
-0.35%
1Y
1.81%
3Y*
2.04%
5Y*
-1.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLBL.L vs. IGLH.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
-1.47%-2.39%-2.65%-2.45%-7.22%-5.08%3.70%1.65%7.00%
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
2.41%0.63%0.79%4.70%-13.61%-2.47%5.04%5.48%0.88%

Correlation

The correlation between GLBL.L and IGLH.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

0.44

The correlation between GLBL.L and IGLH.L shifts across timeframes, from 0.24 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLBL.L vs. IGLH.L — Risk / Return Rank

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

GLBL.L
GLBL.L Risk / Return Rank: 99
Overall Rank
GLBL.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GLBL.L Sortino Ratio Rank: 88
Sortino Ratio Rank
GLBL.L Omega Ratio Rank: 99
Omega Ratio Rank
GLBL.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GLBL.L Martin Ratio Rank: 99
Martin Ratio Rank

IGLH.L
IGLH.L Risk / Return Rank: 1515
Overall Rank
IGLH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IGLH.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IGLH.L Omega Ratio Rank: 1515
Omega Ratio Rank
IGLH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
IGLH.L Martin Ratio Rank: 1616
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.

GLBL.L vs. IGLH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L) and iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.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.


GLBL.LIGLH.LDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.01

1.08

-0.07

Calmar ratioReturn relative to maximum drawdown

0.02

0.52

-0.50

Martin ratioReturn relative to average drawdown

0.04

1.55

-1.51

GLBL.L vs. IGLH.L - Sharpe Ratio Comparison

The current GLBL.L Sharpe Ratio is 0.02, which is lower than the IGLH.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of GLBL.L and IGLH.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.


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Sharpe Ratios by Period


GLBL.LIGLH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.33

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

-0.21

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.06

-0.22

Drawdowns

GLBL.L vs. IGLH.L - Drawdown Comparison

The maximum GLBL.L drawdown since its inception was -25.17%, which is greater than IGLH.L's maximum drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for GLBL.L and IGLH.L.


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Drawdown Indicators


GLBL.LIGLH.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.17%

-18.45%

-6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-3.39%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-8.09%

-4.52%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-18.62%

-16.90%

-1.72%

Current Drawdown

Current decline from peak

-24.05%

-9.40%

-14.65%

Average Drawdown

Average peak-to-trough decline

-12.84%

-7.36%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.14%

+1.55%

Volatility

GLBL.L vs. IGLH.L - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L) is 1.36%, while iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) has a volatility of 1.54%. This indicates that GLBL.L experiences smaller price fluctuations and is considered to be less risky than IGLH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLBL.LIGLH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.54%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

4.80%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

5.35%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.74%

5.43%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.27%

4.75%

+2.52%

GLBL.L vs. IGLH.L - Expense Ratio Comparison

GLBL.L has a 0.10% expense ratio, which is lower than IGLH.L's 0.25% 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%.


Dividends

GLBL.L vs. IGLH.L - Dividend Comparison

GLBL.L's dividend yield for the trailing twelve months is around 0.03%, less than IGLH.L's 2.98% yield.


PositionTTM20252024202320222021202020192018
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
0.03%0.03%0.03%0.02%0.01%0.01%0.02%0.02%0.01%
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
2.98%2.91%2.33%1.40%0.73%0.55%0.97%1.19%0.32%

Frequently Asked Questions


GLBL.L and IGLH.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLBL.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLBL.L is cheaper with a 0.10% expense ratio, compared with 0.25% for IGLH.L.

GLBL.L tracks Bloomberg Global Aggregate TR USD, while IGLH.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for GLBL.L and 0.25% for IGLH.L.

Portfolio Optimizer

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