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IGIL.L vs. TI5G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGIL.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). The values are adjusted to include any dividend payments, if applicable.

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IGIL.L vs. TI5G.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.02%8.45%-2.93%5.08%-21.84%2.94%12.21%7.81%-3.82%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
-0.05%13.68%2.86%9.08%-13.99%4.33%7.24%7.18%-8.44%
Different Trading Currencies

IGIL.L is traded in USD, while TI5G.L is traded in GBP. To make them comparable, the TI5G.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 0.02% return, which is significantly higher than TI5G.L's -0.05% return.


IGIL.L

1D
0.48%
1M
-2.29%
YTD
0.02%
6M
0.86%
1Y
5.01%
3Y*
2.05%
5Y*
-1.75%
10Y*
1.08%

TI5G.L

1D
0.66%
1M
-0.54%
YTD
-0.05%
6M
0.01%
1Y
6.72%
3Y*
7.10%
5Y*
2.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGIL.L vs. TI5G.L - Expense Ratio Comparison

IGIL.L has a 0.20% expense ratio, which is higher than TI5G.L's 0.12% 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%.


Return for Risk

IGIL.L vs. TI5G.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: 3737
Overall Rank
IGIL.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 2929
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 3838
Martin Ratio Rank

TI5G.L
TI5G.L Risk / Return Rank: 6565
Overall Rank
TI5G.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5656
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 7171
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. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.LTI5G.LDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.80

-0.07

Sortino ratio

Return per unit of downside risk

1.12

1.19

-0.07

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

1.44

1.37

+0.08

Martin ratio

Return relative to average drawdown

4.29

3.22

+1.07

IGIL.L vs. TI5G.L - Sharpe Ratio Comparison

The current IGIL.L Sharpe Ratio is 0.74, which is comparable to the TI5G.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IGIL.L and TI5G.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGIL.LTI5G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.80

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.23

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.24

-0.05

Correlation

The correlation between IGIL.L and TI5G.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGIL.L vs. TI5G.L - Dividend Comparison

IGIL.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.91%.


TTM20252024202320222021202020192018
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
5.91%5.98%6.83%5.19%0.32%0.34%3.06%3.28%2.36%

Drawdowns

IGIL.L vs. TI5G.L - Drawdown Comparison

The maximum IGIL.L drawdown since its inception was -31.32%, which is greater than TI5G.L's maximum drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for IGIL.L and TI5G.L.


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Drawdown Indicators


IGIL.LTI5G.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-5.63%

-25.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-1.55%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-31.32%

-5.63%

-25.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

Current Drawdown

Current decline from peak

-15.60%

-0.36%

-15.24%

Average Drawdown

Average peak-to-trough decline

-7.40%

-1.04%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.48%

+0.69%

Volatility

IGIL.L vs. TI5G.L - Volatility Comparison

iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) have volatilities of 2.38% and 2.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIL.LTI5G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.34%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

5.13%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

8.35%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.59%

9.67%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

9.84%

-0.95%