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IGLH.L vs. IRCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLH.L vs. IRCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLH.L is traded in GBP, while IRCP.L is traded in EUR. To make them comparable, the IRCP.L 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 0.91% return, which is significantly higher than IRCP.L's -1.09% return.


IGLH.L

1D
0.22%
1M
-0.62%
6M
-0.41%
YTD
0.91%
1Y
0.25%
3Y*
1.62%
5Y*
-1.71%
10Y*

IRCP.L

1D
0.11%
1M
-1.28%
6M
-0.66%
YTD
-1.09%
1Y
1.33%
3Y*
4.68%
5Y*
2.55%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLH.L vs. IRCP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
0.91%0.70%0.62%4.79%-13.58%-2.41%5.04%5.45%1.12%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
-1.09%9.79%1.63%3.04%2.28%-6.16%6.54%-1.90%-0.60%

Correlation

The correlation between IGLH.L and IRCP.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

-0.00

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

-0.05

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Return for Risk

IGLH.L vs. IRCP.L — Risk / Return Rank

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

IGLH.L
IGLH.L Risk / Return Rank: 1010
Overall Rank
IGLH.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IGLH.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IGLH.L Omega Ratio Rank: 1010
Omega Ratio Rank
IGLH.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IGLH.L Martin Ratio Rank: 1111
Martin Ratio Rank

IRCP.L
IRCP.L Risk / Return Rank: 5858
Overall Rank
IRCP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4848
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8383
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.

IGLH.L vs. IRCP.L - 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 iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGLH.LIRCP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.02

1.05

-0.04

Calmar ratioReturn relative to maximum drawdown

0.06

0.52

-0.46

Martin ratioReturn relative to average drawdown

0.14

1.51

-1.36

IGLH.L vs. IRCP.L - Sharpe Ratio Comparison

The current IGLH.L Sharpe Ratio is 0.04, which is lower than the IRCP.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of IGLH.L and IRCP.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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Drawdowns

IGLH.L vs. IRCP.L - Drawdown Comparison

The maximum IGLH.L drawdown since its inception was -18.42%, roughly equal to the maximum IRCP.L drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for IGLH.L and IRCP.L.


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Drawdown Indicators


IGLH.LIRCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-19.15%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-2.55%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-4.15%

-2.55%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.83%

-8.09%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-10.70%

-2.16%

-8.54%

Average Drawdown

Average peak-to-trough decline

-7.44%

-5.61%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.88%

+0.84%

Volatility

IGLH.L vs. IRCP.L - Volatility Comparison

iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) has a higher volatility of 1.19% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) at 1.09%. This indicates that IGLH.L's price experiences larger fluctuations and is considered to be riskier than IRCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLH.LIRCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.09%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

3.51%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

4.65%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.67%

6.05%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

7.09%

-2.16%

IGLH.L vs. IRCP.L - Expense Ratio Comparison

Both IGLH.L and IRCP.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGLH.L vs. IRCP.L - Dividend Comparison

IGLH.L's dividend yield for the trailing twelve months is around 1.59%, less than IRCP.L's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
1.59%2.91%2.33%1.40%0.73%0.55%0.97%1.19%0.32%0.00%0.00%0.00%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


IGLH.L and IRCP.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IGLH.L and IRCP.L have the same expense ratio: 0.25% per year.

IGLH.L is categorized as Global Bonds, while IRCP.L is European Corporate Bonds. IGLH.L tracks Bloomberg Global Aggregate TR Hdg GBP, while IRCP.L tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index.

Portfolio Optimizer

Find the right allocation for IGLH.L and IRCP.L

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