IGIL.L vs. IWQU.L
IGIL.L (iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc) and IWQU.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - IGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond Index, while IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IGIL.L returned 1.03%/yr vs 12.42%/yr for IWQU.L. At a 0.17 correlation, their price movements are largely independent. IGIL.L charges 0.20%/yr vs 0.30%/yr for IWQU.L.
Performance
IGIL.L vs. IWQU.L - Performance Comparison
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Returns By Period
In the year-to-date period, IGIL.L achieves a 0.97% return, which is significantly lower than IWQU.L's 8.47% return. Over the past 10 years, IGIL.L has underperformed IWQU.L with an annualized return of 1.03%, while IWQU.L has yielded a comparatively higher 12.42% 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%
IWQU.L
- 1D
- 0.85%
- 1M
- 3.60%
- YTD
- 8.47%
- 6M
- 9.78%
- 1Y
- 20.99%
- 3Y*
- 18.41%
- 5Y*
- 10.34%
- 10Y*
- 12.42%
IGIL.L vs. IWQU.L - 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% |
IWQU.L iShares MSCI World Quality Factor UCITS | 8.47% | 15.28% | 17.38% | 25.66% | -19.26% | 23.70% | 14.95% | 29.64% | -7.53% | 23.57% |
Correlation
The correlation between IGIL.L and IWQU.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2014 | 0.17 |
Over the past year, IGIL.L and IWQU.L have become more correlated (0.43) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
IGIL.L vs. IWQU.L — Risk / Return Rank
IGIL.L
IWQU.L
IGIL.L vs. IWQU.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 MSCI World Quality Factor UCITS (IWQU.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.
| IGIL.L | IWQU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.45 | -1.35 |
| Martin ratioReturn relative to average drawdown | 3.08 | 10.14 | -7.05 |
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 | IWQU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.83 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.67 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.80 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.79 | -0.60 |
Drawdowns
IGIL.L vs. IWQU.L - Drawdown Comparison
The maximum IGIL.L drawdown since its inception was -31.32%, smaller than the maximum IWQU.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for IGIL.L and IWQU.L.
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Drawdown Indicators
| IGIL.L | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.32% | -33.05% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.44% | -8.53% | +5.09% |
Max Drawdown (3Y)Largest decline over 3 years | -8.47% | -16.09% | +7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -27.70% | -3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -33.05% | +1.73% |
Current DrawdownCurrent decline from peak | -14.80% | 0.00% | -14.80% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -4.69% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.07% | -0.84% |
Volatility
IGIL.L vs. IWQU.L - Volatility Comparison
The current volatility for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) is 2.09%, while iShares MSCI World Quality Factor UCITS (IWQU.L) has a volatility of 3.18%. This indicates that IGIL.L experiences smaller price fluctuations and is considered to be less risky than IWQU.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.L | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 3.18% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 4.60% | 8.91% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.16% | 11.45% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.63% | 15.42% | -5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.91% | 15.81% | -6.90% |
IGIL.L vs. IWQU.L - Expense Ratio Comparison
IGIL.L has a 0.20% expense ratio, which is lower than IWQU.L's 0.30% expense ratio.
Dividends
IGIL.L vs. IWQU.L - Dividend Comparison
Neither IGIL.L nor IWQU.L has paid dividends to shareholders.
Frequently Asked Questions
IGIL.L and IWQU.L have a correlation of 0.43, 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 IWQU.L.
IGIL.L is categorized as Inflation-Protected Bonds, while IWQU.L is Global Equities. IGIL.L tracks Bloomberg World Government Inflation-Linked Bond Index, while IWQU.L tracks MSCI ACWI NR USD. Their fees differ too: 0.20% for IGIL.L and 0.30% for IWQU.L.
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