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IGLT.L vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLT.L vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core UK Gilts UCITS ETF (IGLT.L) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGLT.L is traded in GBP, while BND is traded in USD. To make them comparable, the BND values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLT.L achieves a -0.84% return, which is significantly lower than BND's 0.81% return. Over the past 10 years, IGLT.L has underperformed BND with an annualized return of -0.90%, while BND has yielded a comparatively higher 2.37% annualized 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%

BND

1D
0.14%
1M
1.15%
YTD
0.81%
6M
-0.25%
1Y
5.61%
3Y*
1.39%
5Y*
1.19%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLT.L vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLT.L
iShares Core UK Gilts UCITS ETF
-0.84%4.69%-3.33%3.56%-23.71%-5.03%8.08%6.70%0.53%1.39%
BND
Vanguard Total Bond Market ETF
0.81%-0.55%3.15%0.37%-2.78%-0.93%4.55%4.70%5.81%-5.39%

Correlation

The correlation between IGLT.L and BND is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.33

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

0.33

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.35

Over the past year, the correlation between IGLT.L and BND has dropped to 0.11 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

IGLT.L vs. BND — 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

BND
BND Risk / Return Rank: 3535
Overall Rank
BND Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3636
Sortino Ratio Rank
BND Omega Ratio Rank: 3333
Omega Ratio Rank
BND Calmar Ratio Rank: 3535
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
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. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core UK Gilts UCITS ETF (IGLT.L) and Vanguard Total Bond Market ETF (BND). 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.LBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.06

1.17

-0.10

Calmar ratioReturn relative to maximum drawdown

0.40

1.05

-0.65

Martin ratioReturn relative to average drawdown

1.07

2.76

-1.69

IGLT.L vs. BND - Sharpe Ratio Comparison

The current IGLT.L Sharpe Ratio is 0.35, which is lower than the BND Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IGLT.L and BND, 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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Sharpe Ratios by Period


IGLT.LBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.90

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.14

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.24

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.52

-0.24

Drawdowns

IGLT.L vs. BND - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.52%, which is greater than BND's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for IGLT.L and BND.


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Drawdown Indicators


IGLT.LBNDDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-17.48%

-18.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-5.37%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-8.65%

+1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

-14.67%

-18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-17.48%

-18.04%

Current Drawdown

Current decline from peak

-25.96%

-9.56%

-16.40%

Average Drawdown

Average peak-to-trough decline

-8.26%

-7.06%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.04%

-0.07%

Volatility

IGLT.L vs. BND - Volatility Comparison

iShares Core UK Gilts UCITS ETF (IGLT.L) has a higher volatility of 2.31% compared to Vanguard Total Bond Market ETF (BND) at 1.41%. This indicates that IGLT.L's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLT.LBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

1.41%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

4.84%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.00%

6.27%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.02%

8.64%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.02%

10.00%

-0.98%

IGLT.L vs. BND - Expense Ratio Comparison

IGLT.L has a 0.07% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGLT.L vs. BND - Dividend Comparison

IGLT.L's dividend yield for the trailing twelve months is around 4.50%, more than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
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 BND have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BND is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BND is cheaper with a 0.03% expense ratio, compared with 0.07% for IGLT.L.

IGLT.L is categorized as Government Bonds, while BND is Total Bond Market. IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IGLT.L and 0.03% for BND.

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