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

IGLS.L vs. NVDA

Last updated Jun 14, 2026

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 NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, IGLS.L returned 0.91%/yr vs 68.81%/yr for NVDA. At a correlation of -0.03, they often move in opposite directions.

Performance

IGLS.L vs. NVDA - 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 NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLS.L is traded in GBP, while NVDA is traded in USD. To make them comparable, the NVDA 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 NVDA's 10.72% return. Over the past 10 years, IGLS.L has underperformed NVDA with an annualized return of 0.91%, while NVDA has yielded a comparatively higher 68.81% annualized 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%

NVDA

1D
0.24%
1M
-9.39%
YTD
10.72%
6M
17.09%
1Y
46.53%
3Y*
67.68%
5Y*
64.82%
10Y*
68.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLS.L vs. NVDA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%0.14%-0.38%
NVDA
NVIDIA Corporation		10.72%29.02%175.99%222.07%-44.35%127.62%115.77%70.21%-26.71%66.25%

Correlation

The correlation between IGLS.L and NVDA is -0.07, 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

-0.07

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

-0.00

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

-0.03

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iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)

NVIDIA Corporation

Often compared with IGLS.L:
IGLS.L vs. IGLT.LIGLS.L vs. VAGS.LIGLS.L vs. VGOV.LIGLS.L vs. IBTGIGLS.L vs. IGSBIGLS.L vs. IBTS.LIGLS.L vs. HMWO.L
Often compared with NVDA:
NVDA vs. AMDNVDA vs. AAPLNVDA vs. AVGONVDA vs. TSMNVDA vs. SPYNVDA vs. AMZNNVDA vs. QQQ

Return for Risk

IGLS.L vs. NVDA — 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
NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
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. NVDA - 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 NVIDIA Corporation (NVDA). 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.LNVDADifference
Sharpe ratioReturn per unit of total volatility
1.49
1.26

+0.23

Sortino ratioReturn per unit of downside risk
2.16
1.83

+0.34

Omega ratioGain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

1.52

2.16

-0.65

Martin ratioReturn relative to average drawdown

5.12

4.65

+0.47

IGLS.L vs. NVDA - Sharpe Ratio Comparison

The current IGLS.L Sharpe Ratio is 1.49, which is comparable to the NVDA Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IGLS.L and NVDA, 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. NVDA - Drawdown Comparison

The maximum IGLS.L drawdown since its inception was -9.54%, smaller than the maximum NVDA drawdown of -79.51%. Use the drawdown chart below to compare losses from any high point for IGLS.L and NVDA.

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Drawdown Indicators

IGLS.LNVDADifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-79.51%

+69.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-20.42%

+18.47%

Max Drawdown (3Y)

Largest decline over 3 years

-1.95%

-39.34%

+37.39%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-59.90%

+51.05%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

-59.90%

+50.36%

Current Drawdown

Current decline from peak

-0.38%

-12.88%

+12.50%

Average Drawdown

Average peak-to-trough decline

-1.19%

-28.42%

+27.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

9.48%

-8.90%

Volatility

IGLS.L vs. NVDA - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) is 0.66%, while NVIDIA Corporation (NVDA) has a volatility of 13.05%. This indicates that IGLS.L experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGLS.LNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

13.05%

-12.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

25.92%

-24.16%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

35.04%

-33.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

50.60%

-47.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

49.45%

-47.27%

Dividends

IGLS.L vs. NVDA - Dividend Comparison

IGLS.L's dividend yield for the trailing twelve months is around 3.97%, more than NVDA's 0.14% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
NVDA
NVIDIA Corporation		0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions

IGLS.L and NVDA have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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