PortfoliosLab logoPortfoliosLab logo
IGLT.L vs. BBLL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLT.L vs. BBLL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core UK Gilts UCITS ETF (IGLT.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGLT.L achieves a -0.84% return, which is significantly lower than BBLL.L's 1.64% return.


IGLT.L

1D
0.21%
1M
1.42%
YTD
-0.84%
6M
-1.14%
1Y
2.10%
3Y*
2.44%
5Y*
-4.26%
10Y*
-0.90%

BBLL.L

1D
0.05%
1M
1.28%
YTD
1.64%
6M
1.15%
1Y
4.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLT.L vs. BBLL.L - Yearly Performance Comparison


Correlation

The correlation between IGLT.L and BBLL.L is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.35

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

-0.32

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGLT.L vs. BBLL.L — Risk / Return Rank

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

IGLT.L
IGLT.L Risk / Return Rank: 1414
Overall Rank
IGLT.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IGLT.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IGLT.L Omega Ratio Rank: 1313
Omega Ratio Rank
IGLT.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IGLT.L Martin Ratio Rank: 1414
Martin Ratio Rank

BBLL.L
BBLL.L Risk / Return Rank: 2222
Overall Rank
BBLL.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BBLL.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BBLL.L Omega Ratio Rank: 2121
Omega Ratio Rank
BBLL.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
BBLL.L Martin Ratio Rank: 2323
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.

IGLT.L vs. BBLL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core UK Gilts UCITS ETF (IGLT.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.


IGLT.LBBLL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.06

1.13

-0.07

Calmar ratioReturn relative to maximum drawdown

0.40

1.09

-0.69

Martin ratioReturn relative to average drawdown

1.07

2.77

-1.70

IGLT.L vs. BBLL.L - Sharpe Ratio Comparison

The current IGLT.L Sharpe Ratio is 0.35, which is lower than the BBLL.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IGLT.L and BBLL.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.


Loading charts...

Sharpe Ratios by Period


IGLT.LBBLL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.77

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.57

-0.29

Drawdowns

IGLT.L vs. BBLL.L - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.52%, which is greater than BBLL.L's maximum drawdown of -4.55%. Use the drawdown chart below to compare losses from any high point for IGLT.L and BBLL.L.


Loading charts...

Drawdown Indicators


IGLT.LBBLL.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-4.55%

-30.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-4.55%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

Current Drawdown

Current decline from peak

-25.96%

-1.11%

-24.85%

Average Drawdown

Average peak-to-trough decline

-8.26%

-1.59%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.79%

+0.18%

Volatility

IGLT.L vs. BBLL.L - Volatility Comparison

iShares Core UK Gilts UCITS ETF (IGLT.L) has a higher volatility of 2.31% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L) at 1.86%. This indicates that IGLT.L's price experiences larger fluctuations and is considered to be riskier than BBLL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGLT.LBBLL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

1.86%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

4.69%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

6.00%

6.43%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

6.41%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.02%

6.41%

+2.61%

IGLT.L vs. BBLL.L - Expense Ratio Comparison

Both IGLT.L and BBLL.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGLT.L vs. BBLL.L - Dividend Comparison

IGLT.L's dividend yield for the trailing twelve months is around 4.50%, while BBLL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBLL.L
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGLT.L
iShares Core UK Gilts UCITS ETF
4.50%4.26%3.69%2.40%1.32%0.79%0.95%1.25%1.31%1.30%1.88%2.05%

Frequently Asked Questions


IGLT.L and BBLL.L have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IGLT.L and BBLL.L have the same expense ratio: 0.07% per year.

IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index, while BBLL.L tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: iShares and JPMorgan.

Portfolio Optimizer

Find the right allocation for IGLT.L and BBLL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer