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

IGLS.L vs. RR.L

Last updated Jun 13, 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 RR.L (Rolls-Royce Holdings PLC) is a stock. Over the past 10 years, IGLS.L returned 0.91%/yr vs 20.98%/yr for RR.L. At a correlation of -0.10, they often move in opposite directions.

Performance

IGLS.L vs. RR.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 Rolls-Royce Holdings PLC (RR.L). 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 RR.L is traded in GBp. To make them comparable, the RR.L 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 RR.L's 14.24% return. Over the past 10 years, IGLS.L has underperformed RR.L with an annualized return of 0.91%, while RR.L has yielded a comparatively higher 20.98% annualized 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%

RR.L

1D
4.41%
1M
8.55%
YTD
14.24%
6M
19.81%
1Y
48.66%
3Y*
106.71%
5Y*
64.05%
10Y*
20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLS.L vs. RR.L - 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%
RR.L
Rolls-Royce Holdings PLC		14.24%104.79%89.72%221.57%-24.15%10.45%-52.55%-16.52%-0.63%27.42%

Correlation

The correlation between IGLS.L and RR.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.14

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

0.02

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

-0.10

The correlation between IGLS.L and RR.L shifts across timeframes, from -0.10 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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

Rolls-Royce Holdings PLC

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 RR.L:
RR.L vs. RYCEYRR.L vs. RNMBYRR.L vs. COST.LRR.L vs. LUG.TORR.L vs. AVIO.MIRR.L vs. SAABYRR.L vs. BTC-USD

Return for Risk

IGLS.L vs. RR.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
RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
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. RR.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 Rolls-Royce Holdings PLC (RR.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.LRR.LDifference
Sharpe ratioReturn per unit of total volatility
1.49
1.34

+0.16

Sortino ratioReturn per unit of downside risk
2.16
2.03

+0.14

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

1.52

2.54

-1.03

Martin ratioReturn relative to average drawdown

5.12

7.03

-1.91

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

The current IGLS.L Sharpe Ratio is 1.49, which is comparable to the RR.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IGLS.L and RR.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. RR.L - Drawdown Comparison

The maximum IGLS.L drawdown since its inception was -9.54%, smaller than the maximum RR.L drawdown of -90.25%. Use the drawdown chart below to compare losses from any high point for IGLS.L and RR.L.

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Drawdown Indicators

IGLS.LRR.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-90.25%

+80.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-19.04%

+17.09%

Max Drawdown (3Y)

Largest decline over 3 years

-1.95%

-21.78%

+19.83%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-55.09%

+46.24%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

-89.41%

+79.87%

Current Drawdown

Current decline from peak

-0.38%

-3.61%

+3.23%

Average Drawdown

Average peak-to-trough decline

-1.19%

-28.29%

+27.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

6.91%

-6.33%

Volatility

IGLS.L vs. RR.L - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) is 0.66%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 11.80%. This indicates that IGLS.L experiences smaller price fluctuations and is considered to be less risky than RR.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.LRR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

11.80%

-11.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

31.08%

-29.32%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

36.24%

-34.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

42.06%

-39.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

48.60%

-46.42%

Dividends

IGLS.L vs. RR.L - Dividend Comparison

IGLS.L's dividend yield for the trailing twelve months is around 3.97%, more than RR.L's 0.73% 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%
RR.L
Rolls-Royce Holdings PLC		0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%

Frequently Asked Questions

IGLS.L and RR.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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