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

Performance

IGLH.L vs. SAAA.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 Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.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, IGLH.L achieves a 2.41% return, which is significantly higher than SAAA.L's 0.29% return.


IGLH.L

1D
-0.30%
1M
0.13%
YTD
2.41%
6M
-0.35%
1Y
1.81%
3Y*
2.04%
5Y*
-1.16%
10Y*

SAAA.L

1D
0.19%
1M
0.80%
YTD
0.29%
6M
0.21%
1Y
3.05%
3Y*
1.29%
5Y*
-1.97%
10Y*
0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
2.41%0.63%0.79%4.70%-13.61%-2.47%5.04%5.48%0.88%
SAAA.L
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
0.29%2.96%-3.46%2.32%-11.40%-6.94%8.12%1.61%5.91%

Correlation

The correlation between IGLH.L and SAAA.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.64

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

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

0.60

The correlation between IGLH.L and SAAA.L shifts across timeframes, from 0.44 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLH.L vs. SAAA.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: 1515
Overall Rank
IGLH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IGLH.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IGLH.L Omega Ratio Rank: 1515
Omega Ratio Rank
IGLH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
IGLH.L Martin Ratio Rank: 1616
Martin Ratio Rank

SAAA.L
SAAA.L Risk / Return Rank: 1919
Overall Rank
SAAA.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SAAA.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
SAAA.L Omega Ratio Rank: 1919
Omega Ratio Rank
SAAA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
SAAA.L Martin Ratio Rank: 1818
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. SAAA.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 Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.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.


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

-0.34

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.08

1.11

-0.04

Calmar ratioReturn relative to maximum drawdown

0.52

0.79

-0.27

Martin ratioReturn relative to average drawdown

1.55

1.74

-0.18

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

The current IGLH.L Sharpe Ratio is 0.33, which is lower than the SAAA.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of IGLH.L and SAAA.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


IGLH.LSAAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.67

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.29

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.12

-0.06

Drawdowns

IGLH.L vs. SAAA.L - Drawdown Comparison

The maximum IGLH.L drawdown since its inception was -18.45%, smaller than the maximum SAAA.L drawdown of -24.70%. Use the drawdown chart below to compare losses from any high point for IGLH.L and SAAA.L.


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Drawdown Indicators


IGLH.LSAAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.45%

-24.70%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.39%

-3.83%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-4.52%

-5.68%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.90%

-18.85%

+1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.70%

Current Drawdown

Current decline from peak

-9.40%

-18.59%

+9.19%

Average Drawdown

Average peak-to-trough decline

-7.36%

-9.88%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.75%

-0.61%

Volatility

IGLH.L vs. SAAA.L - Volatility Comparison

iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) has a higher volatility of 1.54% compared to iShares Global AAA-AA Government Bond UCITS ETF (Dist) (SAAA.L) at 1.36%. This indicates that IGLH.L's price experiences larger fluctuations and is considered to be riskier than SAAA.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.LSAAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.36%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.80%

3.45%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

4.50%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.43%

6.75%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

7.86%

-3.11%

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

IGLH.L has a 0.25% expense ratio, which is higher than SAAA.L'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%.


Dividends

IGLH.L vs. SAAA.L - Dividend Comparison

IGLH.L's dividend yield for the trailing twelve months is around 2.98%, more than SAAA.L's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
SAAA.L
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
2.68%2.48%2.34%1.57%0.76%0.48%0.61%0.89%0.87%0.81%0.83%1.06%

Frequently Asked Questions


IGLH.L and SAAA.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SAAA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SAAA.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IGLH.L.

IGLH.L tracks Bloomberg Global Aggregate TR Hdg GBP, while SAAA.L tracks Bloomberg Global Aggregate TR USD. Their fees differ too: 0.25% for IGLH.L and 0.20% for SAAA.L.

Portfolio Optimizer

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