IGLH.L vs. DFGX
Compare and contrast key facts about iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) and Dimensional Global Ex US Core Fixed Income ETF (DFGX).
IGLH.L and DFGX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGLH.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate TR Hdg GBP. It was launched on Mar 20, 2018. DFGX is an actively managed fund by Dimensional. It was launched on Nov 7, 2023.
Performance
IGLH.L vs. DFGX - Performance Comparison
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IGLH.L vs. DFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IGLH.L iShares Global Government Bond UCITS ETF GBP Hedged (Dist) | 2.50% | 0.63% | 0.79% | 4.57% |
DFGX Dimensional Global Ex US Core Fixed Income ETF | 1.56% | -3.91% | 5.56% | 1.27% |
Different Trading Currencies
IGLH.L is traded in GBP, while DFGX is traded in USD. To make them comparable, the DFGX values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGLH.L achieves a 2.50% return, which is significantly higher than DFGX's 1.56% return.
IGLH.L
- 1D
- 0.01%
- 1M
- -1.06%
- YTD
- 2.50%
- 6M
- 0.26%
- 1Y
- 1.83%
- 3Y*
- 1.95%
- 5Y*
- -1.12%
- 10Y*
- —
DFGX
- 1D
- 0.04%
- 1M
- -0.60%
- YTD
- 1.56%
- 6M
- 1.72%
- 1Y
- 0.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IGLH.L vs. DFGX - Expense Ratio Comparison
IGLH.L has a 0.25% expense ratio, which is higher than DFGX's 0.20% 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
IGLH.L vs. DFGX — Risk / Return Rank
IGLH.L
DFGX
IGLH.L vs. DFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) and Dimensional Global Ex US Core Fixed Income ETF (DFGX). 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.
| IGLH.L | DFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.07 | +0.25 |
Sortino ratioReturn per unit of downside risk | 0.48 | 0.14 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.02 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.13 | +0.44 |
Martin ratioReturn relative to average drawdown | 1.68 | 0.28 | +1.41 |
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
| IGLH.L | DFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.07 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.24 | -0.18 |
Correlation
The correlation between IGLH.L and DFGX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IGLH.L vs. DFGX - Dividend Comparison
IGLH.L's dividend yield for the trailing twelve months is around 2.98%, more than DFGX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IGLH.L iShares Global Government Bond UCITS ETF GBP Hedged (Dist) | 2.98% | 2.91% | 2.33% | 1.40% | 0.73% | 0.55% | 0.97% | 1.19% | 0.32% |
DFGX Dimensional Global Ex US Core Fixed Income ETF | 2.78% | 2.84% | 4.61% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IGLH.L vs. DFGX - Drawdown Comparison
The maximum IGLH.L drawdown since its inception was -18.45%, which is greater than DFGX's maximum drawdown of -9.31%. Use the drawdown chart below to compare losses from any high point for IGLH.L and DFGX.
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Drawdown Indicators
| IGLH.L | DFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.45% | -3.32% | -15.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | -3.32% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.90% | — | — |
Current DrawdownCurrent decline from peak | -9.32% | -2.21% | -7.11% |
Average DrawdownAverage peak-to-trough decline | -7.32% | -0.70% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.86% | +0.30% |
Volatility
IGLH.L vs. DFGX - Volatility Comparison
The current volatility for iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) is 1.40%, while Dimensional Global Ex US Core Fixed Income ETF (DFGX) has a volatility of 2.56%. This indicates that IGLH.L experiences smaller price fluctuations and is considered to be less risky than DFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLH.L | DFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 2.56% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.62% | 5.00% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.79% | 7.44% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 7.40% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.75% | 7.40% | -2.65% |