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IGL5.L vs. UKG5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGL5.L vs. UKG5.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 L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L). The values are adjusted to include any dividend payments, if applicable.

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IGL5.L vs. UKG5.L - Yearly Performance Comparison


2026 (YTD)202520242023
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.47%4.56%2.68%4.14%
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
0.00%5.06%2.37%3.98%
Different Trading Currencies

IGL5.L is traded in GBP, while UKG5.L is traded in GBp. To make them comparable, the UKG5.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


IGL5.L

1D
0.41%
1M
-0.92%
YTD
0.47%
6M
1.35%
1Y
3.67%
3Y*
5Y*
10Y*

UKG5.L

1D
0.27%
1M
-0.96%
YTD
0.00%
6M
1.29%
1Y
3.60%
3Y*
3.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGL5.L vs. UKG5.L - Expense Ratio Comparison

IGL5.L has a 0.07% expense ratio, which is higher than UKG5.L's 0.06% 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

IGL5.L vs. UKG5.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: 8383
Overall Rank
IGL5.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 9090
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 7878
Martin Ratio Rank

UKG5.L
UKG5.L Risk / Return Rank: 8585
Overall Rank
UKG5.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UKG5.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
UKG5.L Omega Ratio Rank: 9393
Omega Ratio Rank
UKG5.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
UKG5.L Martin Ratio Rank: 7777
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. UKG5.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 L&G UK Gilt 0-5 Year UCITS ETF (UKG5.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.LUKG5.LDifference

Sharpe ratio

Return per unit of total volatility

1.91

2.14

-0.23

Sortino ratio

Return per unit of downside risk

2.73

3.05

-0.31

Omega ratio

Gain probability vs. loss probability

1.40

1.44

-0.05

Calmar ratio

Return relative to maximum drawdown

1.92

1.90

+0.03

Martin ratio

Return relative to average drawdown

9.35

9.27

+0.07

IGL5.L vs. UKG5.L - Sharpe Ratio Comparison

The current IGL5.L Sharpe Ratio is 1.91, which is comparable to the UKG5.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IGL5.L and UKG5.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.LUKG5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.14

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.96

0.50

+1.46

Correlation

The correlation between IGL5.L and UKG5.L is 0.89, 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. UKG5.L - Dividend Comparison

IGL5.L has not paid dividends to shareholders, while UKG5.L's dividend yield for the trailing twelve months is around 3.96%.


TTM2025202420232022
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%
UKG5.L
L&G UK Gilt 0-5 Year UCITS ETF
3.96%3.94%3.66%2.02%0.04%

Drawdowns

IGL5.L vs. UKG5.L - Drawdown Comparison

The maximum IGL5.L drawdown since its inception was -1.89%, smaller than the maximum UKG5.L drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for IGL5.L and UKG5.L.


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Drawdown Indicators


IGL5.LUKG5.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-8.78%

+6.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-1.87%

-0.02%

Current Drawdown

Current decline from peak

-1.08%

-1.17%

+0.09%

Average Drawdown

Average peak-to-trough decline

-0.28%

-2.46%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

0.38%

+0.01%

Volatility

IGL5.L vs. UKG5.L - Volatility Comparison

iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) has a higher volatility of 1.15% compared to L&G UK Gilt 0-5 Year UCITS ETF (UKG5.L) at 1.03%. This indicates that IGL5.L's price experiences larger fluctuations and is considered to be riskier than UKG5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGL5.LUKG5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.03%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

1.31%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

1.68%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

2.80%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

2.80%

-0.69%