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IGLA.L vs. GLAD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLA.L vs. GLAD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Govt Bond UCITS Acc (IGLA.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLA.L achieves a -1.33% return, which is significantly lower than GLAD.L's 0.54% return.


IGLA.L

1D
0.19%
1M
-0.05%
YTD
-1.33%
6M
-1.11%
1Y
0.06%
3Y*
1.46%
5Y*
-3.36%
10Y*

GLAD.L

1D
0.15%
1M
0.14%
YTD
0.54%
6M
0.72%
1Y
3.48%
3Y*
4.15%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLA.L vs. GLAD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGLA.L
iShares Global Govt Bond UCITS Acc
-1.33%6.09%-2.98%3.99%-17.80%-6.85%9.45%-0.33%
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.54%4.72%3.23%6.73%-11.24%-1.59%5.21%-0.04%

Correlation

The correlation between IGLA.L and GLAD.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2019

0.77

The correlation between IGLA.L and GLAD.L has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.

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Return for Risk

IGLA.L vs. GLAD.L — Risk / Return Rank

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

IGLA.L
IGLA.L Risk / Return Rank: 99
Overall Rank
IGLA.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IGLA.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IGLA.L Omega Ratio Rank: 88
Omega Ratio Rank
IGLA.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IGLA.L Martin Ratio Rank: 99
Martin Ratio Rank

GLAD.L
GLAD.L Risk / Return Rank: 3131
Overall Rank
GLAD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 3030
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 3131
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.

IGLA.L vs. GLAD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Govt Bond UCITS Acc (IGLA.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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.


IGLA.LGLAD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.01

1.20

-0.19

Calmar ratioReturn relative to maximum drawdown

0.01

1.51

-1.50

Martin ratioReturn relative to average drawdown

0.04

4.60

-4.56

IGLA.L vs. GLAD.L - Sharpe Ratio Comparison

The current IGLA.L Sharpe Ratio is 0.01, which is lower than the GLAD.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IGLA.L and GLAD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IGLA.LGLAD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

1.09

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.15

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.23

-0.32

Drawdowns

IGLA.L vs. GLAD.L - Drawdown Comparison

The maximum IGLA.L drawdown since its inception was -28.01%, which is greater than GLAD.L's maximum drawdown of -15.20%. Use the drawdown chart below to compare losses from any high point for IGLA.L and GLAD.L.


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Drawdown Indicators


IGLA.LGLAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.01%

-15.20%

-12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

-2.30%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-3.78%

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.86%

-15.05%

-10.81%

Current Drawdown

Current decline from peak

-19.18%

-1.01%

-18.17%

Average Drawdown

Average peak-to-trough decline

-11.90%

-4.55%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

0.76%

+0.93%

Volatility

IGLA.L vs. GLAD.L - Volatility Comparison

iShares Global Govt Bond UCITS Acc (IGLA.L) has a higher volatility of 2.06% compared to SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) at 1.38%. This indicates that IGLA.L's price experiences larger fluctuations and is considered to be riskier than GLAD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLA.LGLAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.38%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

2.63%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

3.19%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

4.48%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.74%

4.27%

+2.47%

IGLA.L vs. GLAD.L - Expense Ratio Comparison

IGLA.L has a 0.20% expense ratio, which is higher than GLAD.L's 0.10% 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%.


Dividends

IGLA.L vs. GLAD.L - Dividend Comparison

Neither IGLA.L nor GLAD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLA.L and GLAD.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLAD.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLAD.L is cheaper with a 0.10% expense ratio, compared with 0.20% for IGLA.L.

IGLA.L tracks Bloomberg Global Aggregate TR USD, while GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for IGLA.L and 0.10% for GLAD.L.

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