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IGLS.L vs. CEUG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLS.L vs. CEUG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) and iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.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, IGLS.L achieves a 0.53% return, which is significantly lower than CEUG.L's 11.57% return.


IGLS.L

1D
0.21%
1M
0.79%
YTD
0.53%
6M
1.02%
1Y
2.97%
3Y*
4.62%
5Y*
1.36%
10Y*
0.91%

CEUG.L

1D
2.06%
1M
5.84%
YTD
11.57%
6M
13.31%
1Y
22.80%
3Y*
18.00%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLS.L vs. CEUG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.53%5.26%2.65%4.19%-4.44%-1.68%1.48%1.05%0.27%
CEUG.L
iShares MSCI EMU UCITS ETF GBP Hedged (Dist)
11.57%26.85%10.80%20.45%-10.50%22.91%-0.24%26.08%-12.18%

Correlation

The correlation between IGLS.L and CEUG.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.19

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.01

Over the past year, IGLS.L and CEUG.L have become more correlated (0.34) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

IGLS.L vs. CEUG.L — Risk / Return Rank

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

IGLS.L
IGLS.L Risk / Return Rank: 4545
Overall Rank
IGLS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 5353
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3737
Martin Ratio Rank

CEUG.L
CEUG.L Risk / Return Rank: 5353
Overall Rank
CEUG.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CEUG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CEUG.L Omega Ratio Rank: 5353
Omega Ratio Rank
CEUG.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
CEUG.L Martin Ratio Rank: 5555
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.

IGLS.L vs. CEUG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) and iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.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.


IGLS.LCEUG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.29

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

1.52

2.26

-0.74

Martin ratioReturn relative to average drawdown

5.12

8.53

-3.41

IGLS.L vs. CEUG.L - Sharpe Ratio Comparison

The current IGLS.L Sharpe Ratio is 1.49, which is comparable to the CEUG.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IGLS.L and CEUG.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

IGLS.L vs. CEUG.L - Drawdown Comparison

The maximum IGLS.L drawdown since its inception was -9.54%, smaller than the maximum CEUG.L drawdown of -38.52%. Use the drawdown chart below to compare losses from any high point for IGLS.L and CEUG.L.


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Drawdown Indicators


IGLS.LCEUG.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-38.52%

+28.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-10.04%

+8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-1.95%

-15.35%

+13.40%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-24.06%

+15.21%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

Current Drawdown

Current decline from peak

-0.38%

0.00%

-0.38%

Average Drawdown

Average peak-to-trough decline

-1.19%

-5.50%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.67%

-2.09%

Volatility

IGLS.L vs. CEUG.L - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) is 0.66%, while iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.L) has a volatility of 4.17%. This indicates that IGLS.L experiences smaller price fluctuations and is considered to be less risky than CEUG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLS.LCEUG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

4.17%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

11.63%

-9.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

14.27%

-12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

16.25%

-13.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

18.09%

-15.91%

IGLS.L vs. CEUG.L - Expense Ratio Comparison

IGLS.L has a 0.07% expense ratio, which is lower than CEUG.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGLS.L vs. CEUG.L - Dividend Comparison

IGLS.L's dividend yield for the trailing twelve months is around 3.97%, more than CEUG.L's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
CEUG.L
iShares MSCI EMU UCITS ETF GBP Hedged (Dist)
2.32%2.53%2.81%2.73%2.84%1.81%1.77%3.05%0.38%0.00%0.00%0.00%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.97%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%

Frequently Asked Questions


IGLS.L and CEUG.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLS.L is cheaper with a 0.07% expense ratio, compared with 0.12% for CEUG.L.

IGLS.L is categorized as European Government Bonds, while CEUG.L is Europe Equities. IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while CEUG.L tracks MSCI Europe NR EUR. Their fees differ too: 0.07% for IGLS.L and 0.12% for CEUG.L.

Portfolio Optimizer

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