IGIL.L vs. XG7U.L
Compare and contrast key facts about iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L).
IGIL.L and XG7U.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGIL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg World Government Inflation-Linked Bond Index. It was launched on Aug 1, 2008. XG7U.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Gbl Infl Linked TR Hdg USD. It was launched on Feb 6, 2013. Both IGIL.L and XG7U.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IGIL.L vs. XG7U.L - Performance Comparison
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IGIL.L vs. XG7U.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 | 0.02% | 8.45% | -2.93% | 5.08% | -21.84% | 2.94% | 12.21% | 7.81% | -4.02% | 8.44% |
XG7U.L Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged | 0.80% | 4.67% | -0.45% | 4.13% | -17.08% | 5.31% | 9.30% | 8.31% | -0.09% | 3.18% |
Returns By Period
In the year-to-date period, IGIL.L achieves a 0.02% return, which is significantly lower than XG7U.L's 0.80% return. Over the past 10 years, IGIL.L has underperformed XG7U.L with an annualized return of 1.08%, while XG7U.L has yielded a comparatively higher 2.09% annualized 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%
XG7U.L
- 1D
- 0.07%
- 1M
- -1.68%
- YTD
- 0.80%
- 6M
- 1.59%
- 1Y
- 3.19%
- 3Y*
- 1.87%
- 5Y*
- -0.49%
- 10Y*
- 2.09%
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IGIL.L vs. XG7U.L - Expense Ratio Comparison
IGIL.L has a 0.20% expense ratio, which is lower than XG7U.L's 0.25% expense ratio. Despite the difference, 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. XG7U.L — Risk / Return Rank
IGIL.L
XG7U.L
IGIL.L vs. XG7U.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 Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.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 | XG7U.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.56 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.80 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.05 | +0.39 |
Martin ratioReturn relative to average drawdown | 4.29 | 3.65 | +0.63 |
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 | XG7U.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.56 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | -0.06 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.30 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.32 | -0.14 |
Correlation
The correlation between IGIL.L and XG7U.L is 0.69, 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. XG7U.L - Dividend Comparison
Neither IGIL.L nor XG7U.L has paid dividends to shareholders.
Drawdowns
IGIL.L vs. XG7U.L - Drawdown Comparison
The maximum IGIL.L drawdown since its inception was -31.32%, which is greater than XG7U.L's maximum drawdown of -23.33%. Use the drawdown chart below to compare losses from any high point for IGIL.L and XG7U.L.
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Drawdown Indicators
| IGIL.L | XG7U.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.32% | -23.33% | -7.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.47% | -3.38% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -23.33% | -7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | -23.33% | -7.99% |
Current DrawdownCurrent decline from peak | -15.60% | -11.04% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -6.11% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 0.97% | +0.20% |
Volatility
IGIL.L vs. XG7U.L - Volatility Comparison
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) has a higher volatility of 2.38% compared to Xtrackers Global Inflation-Linked Bond UCITS ETF 2C USD hedged (XG7U.L) at 1.94%. This indicates that IGIL.L's price experiences larger fluctuations and is considered to be riskier than XG7U.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 | XG7U.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 1.94% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 3.71% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 5.65% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 7.76% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.89% | 6.99% | +1.90% |