IGIL.L vs. IS3S.DE
IGIL.L (iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - IGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond Index, while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, IGIL.L returned 1.03%/yr vs 12.86%/yr for IS3S.DE. At a 0.09 correlation, their price movements are largely independent. IGIL.L charges 0.20%/yr vs 0.30%/yr for IS3S.DE.
Performance
IGIL.L vs. IS3S.DE - Performance Comparison
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Different Trading Currencies
IGIL.L is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE 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 0.97% return, which is significantly lower than IS3S.DE's 33.71% return. Over the past 10 years, IGIL.L has underperformed IS3S.DE with an annualized return of 1.03%, while IS3S.DE has yielded a comparatively higher 12.86% annualized return.
IGIL.L
- 1D
- 0.08%
- 1M
- -0.27%
- YTD
- 0.97%
- 6M
- 1.02%
- 1Y
- 3.80%
- 3Y*
- 3.28%
- 5Y*
- -2.27%
- 10Y*
- 1.03%
IS3S.DE
- 1D
- -0.71%
- 1M
- 11.89%
- YTD
- 33.71%
- 6M
- 38.17%
- 1Y
- 66.24%
- 3Y*
- 30.28%
- 5Y*
- 16.26%
- 10Y*
- 12.86%
IGIL.L vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGIL.L iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc | 0.97% | 8.45% | -2.93% | 5.08% | -21.84% | 2.94% | 12.21% | 7.81% | -4.02% | 8.44% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 33.71% | 41.27% | 5.00% | 19.27% | -10.05% | 20.09% | -3.98% | 19.44% | -14.55% | 22.88% |
Correlation
The correlation between IGIL.L and IS3S.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.09 |
Over the past year, IGIL.L and IS3S.DE have become more correlated (0.38) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
IGIL.L vs. IS3S.DE — Risk / Return Rank
IGIL.L
IS3S.DE
IGIL.L vs. IS3S.DE - 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 Edge MSCI World Value Factor UCITS ETF (IS3S.DE). 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.
| IGIL.L | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.80 | ||
| Sortino ratioReturn per unit of downside risk | -5.01 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.80 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 7.76 | -6.66 |
| Martin ratioReturn relative to average drawdown | 3.08 | 29.11 | -26.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGIL.L | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 4.42 | -3.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 1.02 | -1.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.76 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.62 | -0.43 |
Drawdowns
IGIL.L vs. IS3S.DE - Drawdown Comparison
The maximum IGIL.L drawdown since its inception was -31.32%, smaller than the maximum IS3S.DE drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for IGIL.L and IS3S.DE.
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Drawdown Indicators
| IGIL.L | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.32% | -39.28% | +7.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.44% | -8.49% | +5.05% |
Max Drawdown (3Y)Largest decline over 3 years | -8.47% | -15.59% | +7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -26.37% | -4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -39.28% | +7.96% |
Current DrawdownCurrent decline from peak | -14.80% | -0.91% | -13.89% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -7.52% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.27% | -1.04% |
Volatility
IGIL.L vs. IS3S.DE - Volatility Comparison
The current volatility for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) is 2.09%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 6.05%. This indicates that IGIL.L experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGIL.L | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 6.05% | -3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 4.60% | 12.10% | -7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.16% | 14.93% | -8.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.63% | 15.77% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.91% | 16.83% | -7.92% |
IGIL.L vs. IS3S.DE - Expense Ratio Comparison
IGIL.L has a 0.20% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
IGIL.L vs. IS3S.DE - Dividend Comparison
Neither IGIL.L nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
IGIL.L and IS3S.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGIL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGIL.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.
IGIL.L is categorized as Inflation-Protected Bonds, while IS3S.DE is Global Equities. IGIL.L tracks Bloomberg World Government Inflation-Linked Bond Index, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.20% for IGIL.L and 0.30% for IS3S.DE.
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