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IGL5.L vs. IGLS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGL5.L vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L). The values are adjusted to include any dividend payments, if applicable.

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IGL5.L vs. IGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.05%4.56%2.68%4.14%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
-0.59%5.26%2.65%4.16%

Returns By Period

In the year-to-date period, IGL5.L achieves a 0.05% return, which is significantly higher than IGLS.L's -0.59% return.


IGL5.L

1D
0.09%
1M
-1.48%
YTD
0.05%
6M
0.99%
1Y
3.29%
3Y*
5Y*
10Y*

IGLS.L

1D
0.06%
1M
-1.50%
YTD
-0.59%
6M
1.04%
1Y
3.31%
3Y*
3.52%
5Y*
1.16%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGL5.L vs. IGLS.L - Expense Ratio Comparison

Both IGL5.L and IGLS.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IGL5.L vs. IGLS.L — Risk / Return Rank

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

IGL5.L
IGL5.L Risk / Return Rank: 8181
Overall Rank
IGL5.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 8787
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 7878
Martin Ratio Rank

IGLS.L
IGLS.L Risk / Return Rank: 7979
Overall Rank
IGLS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 8585
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 7373
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.

IGL5.L vs. IGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.


IGL5.LIGLS.LDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.61

+0.13

Sortino ratio

Return per unit of downside risk

2.46

2.26

+0.19

Omega ratio

Gain probability vs. loss probability

1.36

1.33

+0.03

Calmar ratio

Return relative to maximum drawdown

1.71

1.67

+0.05

Martin ratio

Return relative to average drawdown

8.45

7.47

+0.99

IGL5.L vs. IGLS.L - Sharpe Ratio Comparison

The current IGL5.L Sharpe Ratio is 1.75, which is comparable to the IGLS.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of IGL5.L and IGLS.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


IGL5.LIGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.61

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

0.67

+1.23

Correlation

The correlation between IGL5.L and IGLS.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IGL5.L vs. IGLS.L - Dividend Comparison

IGL5.L has not paid dividends to shareholders, while IGLS.L's dividend yield for the trailing twelve months is around 4.02%.


TTM20252024202320222021202020192018201720162015
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
4.02%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%

Drawdowns

IGL5.L vs. IGLS.L - Drawdown Comparison

The maximum IGL5.L drawdown since its inception was -1.89%, smaller than the maximum IGLS.L drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for IGL5.L and IGLS.L.


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Drawdown Indicators


IGL5.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-9.54%

+7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-1.95%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

Current Drawdown

Current decline from peak

-1.48%

-1.50%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.27%

-1.10%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.43%

-0.05%

Volatility

IGL5.L vs. IGLS.L - Volatility Comparison

iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) have volatilities of 1.09% and 1.06%, 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


IGL5.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.06%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

1.40%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

2.05%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.09%

2.62%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.09%

2.15%

-0.06%