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IGIL.L vs. IBCI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIL.L vs. IBCI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGIL.L is traded in USD, while IBCI.L is traded in GBP. To make them comparable, the IBCI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGIL.L achieves a 0.04% return, which is significantly higher than IBCI.L's -0.06% return. Over the past 10 years, IGIL.L has underperformed IBCI.L with an annualized return of 0.93%, while IBCI.L has yielded a comparatively higher 1.80% annualized return.


IGIL.L

1D
-0.08%
1M
-1.01%
6M
-0.12%
YTD
0.04%
1Y
2.26%
3Y*
2.22%
5Y*
-2.53%
10Y*
0.93%

IBCI.L

1D
0.11%
1M
-1.04%
6M
0.40%
YTD
-0.06%
1Y
1.49%
3Y*
2.57%
5Y*
-0.14%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIL.L vs. IBCI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.04%8.45%-2.93%5.08%-21.84%2.94%12.21%7.81%-4.02%8.44%
IBCI.L
iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)
-0.06%14.03%-6.15%8.94%-14.56%-1.69%11.77%5.24%-6.65%14.99%

Correlation

The correlation between IGIL.L and IBCI.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.66

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

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2008

0.56

The correlation between IGIL.L and IBCI.L shifts across timeframes, from 0.56 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGIL.L vs. IBCI.L — Risk / Return Rank

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

IGIL.L
IGIL.L Risk / Return Rank: 1717
Overall Rank
IGIL.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 1515
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 1919
Martin Ratio Rank

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

IGIL.L vs. IBCI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGIL.LIBCI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.07

1.04

+0.03

Calmar ratioReturn relative to maximum drawdown

0.65

0.28

+0.37

Martin ratioReturn relative to average drawdown

1.57

0.70

+0.86

IGIL.L vs. IBCI.L - Sharpe Ratio Comparison

The current IGIL.L Sharpe Ratio is 0.37, which is higher than the IBCI.L Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of IGIL.L and IBCI.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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Drawdowns

IGIL.L vs. IBCI.L - Drawdown Comparison

The maximum IGIL.L drawdown since its inception was -31.32%, smaller than the maximum IBCI.L drawdown of -39.46%. Use the drawdown chart below to compare losses from any high point for IGIL.L and IBCI.L.


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Drawdown Indicators


IGIL.LIBCI.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-39.46%

+8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-5.20%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-8.48%

-15.03%

+6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-31.32%

-27.24%

-4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

-27.24%

-4.08%

Current Drawdown

Current decline from peak

-15.59%

-19.70%

+4.11%

Average Drawdown

Average peak-to-trough decline

-7.53%

-25.91%

+18.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.11%

-0.67%

Volatility

IGIL.L vs. IBCI.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) is 1.18%, while iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L) has a volatility of 1.56%. This indicates that IGIL.L experiences smaller price fluctuations and is considered to be less risky than IBCI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIL.LIBCI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.56%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

6.19%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

7.96%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.62%

13.69%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

12.96%

-4.07%

IGIL.L vs. IBCI.L - Expense Ratio Comparison

IGIL.L has a 0.20% expense ratio, which is higher than IBCI.L's 0.09% 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

IGIL.L vs. IBCI.L - Dividend Comparison

Neither IGIL.L nor IBCI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGIL.L and IBCI.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCI.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCI.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IGIL.L.

IGIL.L tracks Bloomberg World Government Inflation-Linked Bond Index, while IBCI.L tracks BBG Euro Government Inflation-Linked Bond Index (EUR). Their fees differ too: 0.20% for IGIL.L and 0.09% for IBCI.L.

Portfolio Optimizer

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