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IGLO.L vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IGLO.LBND
YTD Return2.55%5.06%
1Y Return8.42%10.19%
3Y Return (Ann)-5.34%-1.71%
5Y Return (Ann)-2.21%0.63%
10Y Return (Ann)-0.33%1.88%
Sharpe Ratio1.161.58
Daily Std Dev7.62%6.34%
Max Drawdown-28.01%-18.84%
Current Drawdown-18.29%-6.07%

Correlation

-0.50.00.51.00.5

The correlation between IGLO.L and BND is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IGLO.L vs. BND - Performance Comparison

In the year-to-date period, IGLO.L achieves a 2.55% return, which is significantly lower than BND's 5.06% return. Over the past 10 years, IGLO.L has underperformed BND with an annualized return of -0.33%, while BND has yielded a comparatively higher 1.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%20.00%30.00%40.00%50.00%60.00%AprilMayJuneJulyAugustSeptember
15.93%
55.72%
IGLO.L
BND

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IGLO.L vs. BND - Expense Ratio Comparison

IGLO.L has a 0.20% expense ratio, which is higher than BND's 0.03% 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%.


IGLO.L
iShares Global Government Bond UCITS
Expense ratio chart for IGLO.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IGLO.L vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.L) and Vanguard Total Bond Market ETF (BND). 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.


IGLO.L
Sharpe ratio
The chart of Sharpe ratio for IGLO.L, currently valued at 1.31, compared to the broader market0.002.004.001.31
Sortino ratio
The chart of Sortino ratio for IGLO.L, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.04
Omega ratio
The chart of Omega ratio for IGLO.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for IGLO.L, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.35
Martin ratio
The chart of Martin ratio for IGLO.L, currently valued at 3.07, compared to the broader market0.0020.0040.0060.0080.00100.003.07
BND
Sharpe ratio
The chart of Sharpe ratio for BND, currently valued at 1.81, compared to the broader market0.002.004.001.81
Sortino ratio
The chart of Sortino ratio for BND, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for BND, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for BND, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.63
Martin ratio
The chart of Martin ratio for BND, currently valued at 7.39, compared to the broader market0.0020.0040.0060.0080.00100.007.39

IGLO.L vs. BND - Sharpe Ratio Comparison

The current IGLO.L Sharpe Ratio is 1.16, which roughly equals the BND Sharpe Ratio of 1.58. The chart below compares the 12-month rolling Sharpe Ratio of IGLO.L and BND.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.31
1.81
IGLO.L
BND

Dividends

IGLO.L vs. BND - Dividend Comparison

IGLO.L's dividend yield for the trailing twelve months is around 2.36%, less than BND's 3.37% yield.


TTM20232022202120202019201820172016201520142013
IGLO.L
iShares Global Government Bond UCITS
2.36%1.47%0.78%0.63%0.99%1.21%1.07%0.93%1.09%0.60%1.52%1.39%
BND
Vanguard Total Bond Market ETF
3.37%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

IGLO.L vs. BND - Drawdown Comparison

The maximum IGLO.L drawdown since its inception was -28.01%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for IGLO.L and BND. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%AprilMayJuneJulyAugustSeptember
-18.29%
-6.07%
IGLO.L
BND

Volatility

IGLO.L vs. BND - Volatility Comparison

iShares Global Government Bond UCITS (IGLO.L) has a higher volatility of 2.01% compared to Vanguard Total Bond Market ETF (BND) at 1.05%. This indicates that IGLO.L's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%AprilMayJuneJulyAugustSeptember
2.01%
1.05%
IGLO.L
BND