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IBGS.L vs. IGL5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGS.L vs. IGL5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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, IBGS.L achieves a -1.02% return, which is significantly lower than IGL5.L's 0.83% return.


IBGS.L

1D
-0.07%
1M
0.24%
YTD
-1.02%
6M
-0.96%
1Y
3.54%
3Y*
2.79%
5Y*
0.92%
10Y*
1.38%

IGL5.L

1D
-0.14%
1M
0.30%
YTD
0.83%
6M
0.59%
1Y
2.97%
3Y*
4.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGS.L vs. IGL5.L - Yearly Performance Comparison


2026 (YTD)202520242023
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
-1.02%7.76%-1.67%2.94%
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.83%4.56%2.68%4.14%

Correlation

The correlation between IBGS.L and IGL5.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.26

Correlation (All Time)
Calculated using the full available price history since May 24, 2023

0.25

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Return for Risk

IBGS.L vs. IGL5.L — Risk / Return Rank

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

IBGS.L
IBGS.L Risk / Return Rank: 2424
Overall Rank
IBGS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBGS.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBGS.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBGS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IBGS.L Martin Ratio Rank: 2424
Martin Ratio Rank

IGL5.L
IGL5.L Risk / Return Rank: 3939
Overall Rank
IGL5.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 4646
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 3535
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.

IBGS.L vs. IGL5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.


IBGS.LIGL5.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

1.36

1.56

-0.21

Martin ratioReturn relative to average drawdown

3.05

5.34

-2.29

IBGS.L vs. IGL5.L - Sharpe Ratio Comparison

The current IBGS.L Sharpe Ratio is 0.85, which is lower than the IGL5.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IBGS.L and IGL5.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


IBGS.LIGL5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.42

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.87

-1.62

Drawdowns

IBGS.L vs. IGL5.L - Drawdown Comparison

The maximum IBGS.L drawdown since its inception was -16.59%, which is greater than IGL5.L's maximum drawdown of -1.89%. Use the drawdown chart below to compare losses from any high point for IBGS.L and IGL5.L.


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Drawdown Indicators


IBGS.LIGL5.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-1.89%

-14.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-1.89%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-1.89%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-13.11%

Current Drawdown

Current decline from peak

-3.95%

-0.72%

-3.23%

Average Drawdown

Average peak-to-trough decline

-5.92%

-0.31%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.56%

+0.60%

Volatility

IBGS.L vs. IGL5.L - Volatility Comparison

iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) has a higher volatility of 1.20% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) at 0.73%. This indicates that IBGS.L's price experiences larger fluctuations and is considered to be riskier than IGL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGS.LIGL5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.73%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

1.89%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

2.09%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

2.16%

+3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

2.16%

+4.93%

IBGS.L vs. IGL5.L - Expense Ratio Comparison

IBGS.L has a 0.15% expense ratio, which is higher than IGL5.L's 0.07% 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

IBGS.L vs. IGL5.L - Dividend Comparison

IBGS.L's dividend yield for the trailing twelve months is around 2.18%, while IGL5.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.39%2.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.28%
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBGS.L and IGL5.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGL5.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGL5.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IBGS.L.

IBGS.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while IGL5.L tracks FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). Their fees differ too: 0.15% for IBGS.L and 0.07% for IGL5.L.

Portfolio Optimizer

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