IGLS.L vs. NIO
IGLS.L (iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)) is European Government Bonds fund tracking the FTSE Act UK Cnvt Gilts All Stocks TR GBP, while NIO (NIO Inc.) is a stock. Over the past 5 years, IGLS.L returned 1.36%/yr vs -34.55%/yr for NIO. At a 0.02 correlation, their price movements are largely independent.
Performance
IGLS.L vs. NIO - Performance Comparison
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Different Trading Currencies
IGLS.L is traded in GBP, while NIO is traded in USD. To make them comparable, the NIO values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGLS.L achieves a 0.53% return, which is significantly lower than NIO's 2.68% return.
IGLS.L
- 1D
- 0.21%
- 1M
- 0.68%
- YTD
- 0.53%
- 6M
- 1.02%
- 1Y
- 3.13%
- 3Y*
- 4.62%
- 5Y*
- 1.36%
- 10Y*
- 0.91%
NIO
- 1D
- -0.30%
- 1M
- -15.11%
- YTD
- 2.68%
- 6M
- 3.32%
- 1Y
- 50.28%
- 3Y*
- -18.00%
- 5Y*
- -34.55%
- 10Y*
- —
IGLS.L vs. NIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.47% |
NIO NIO Inc. | 2.68% | 8.64% | -51.09% | -11.62% | -65.56% | -34.39% | 1,076.82% | -39.29% | 8.58% |
Correlation
The correlation between IGLS.L and NIO is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018 | 0.02 |
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Return for Risk
IGLS.L vs. NIO — Risk / Return Rank
IGLS.L
NIO
IGLS.L vs. NIO - 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 NIO Inc. (NIO). 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.L | NIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.04 | +0.48 |
| Martin ratioReturn relative to average drawdown | 5.12 | 1.88 | +3.24 |
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Drawdowns
IGLS.L vs. NIO - Drawdown Comparison
The maximum IGLS.L drawdown since its inception was -9.54%, smaller than the maximum NIO drawdown of -94.70%. Use the drawdown chart below to compare losses from any high point for IGLS.L and NIO.
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Drawdown Indicators
| IGLS.L | NIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -94.70% | +85.16% |
Max Drawdown (1Y)Largest decline over 1 year | -1.95% | -44.61% | +42.66% |
Max Drawdown (3Y)Largest decline over 3 years | -1.95% | -79.79% | +77.84% |
Max Drawdown (5Y)Largest decline over 5 years | -8.85% | -93.61% | +84.76% |
Max Drawdown (10Y)Largest decline over 10 years | -9.54% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | -91.63% | +91.25% |
Average DrawdownAverage peak-to-trough decline | -1.19% | -67.28% | +66.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 24.70% | -24.12% |
Volatility
IGLS.L vs. NIO - Volatility Comparison
The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) is 0.66%, while NIO Inc. (NIO) has a volatility of 17.38%. This indicates that IGLS.L experiences smaller price fluctuations and is considered to be less risky than NIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLS.L | NIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 17.38% | -16.72% |
Volatility (6M)Calculated over the trailing 6-month period | 1.76% | 40.89% | -39.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 62.75% | -60.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.67% | 70.09% | -67.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.18% | 85.29% | -83.11% |
Dividends
IGLS.L vs. NIO - Dividend Comparison
IGLS.L's dividend yield for the trailing twelve months is around 3.97%, while NIO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NIO NIO Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGLS.L and NIO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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