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IGLT.L vs. XUT3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLT.L vs. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L). 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 XUT3.L is traded in USD. To make them comparable, the XUT3.L 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 0.24% return, which is significantly lower than XUT3.L's 1.65% return. Over the past 10 years, IGLT.L has underperformed XUT3.L with an annualized return of -1.35%, while XUT3.L has yielded a comparatively higher 1.45% annualized return.


IGLT.L

1D
-0.21%
1M
0.94%
6M
0.14%
YTD
0.24%
1Y
2.75%
3Y*
3.63%
5Y*
-4.48%
10Y*
-1.35%

XUT3.L

1D
-0.02%
1M
0.27%
6M
2.14%
YTD
1.65%
1Y
5.51%
3Y*
2.70%
5Y*
2.66%
10Y*
1.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLT.L vs. XUT3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLT.L
iShares Core UK Gilts UCITS ETF
0.24%4.70%-3.34%3.61%-23.74%-5.00%8.06%6.68%0.57%1.38%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
1.65%-2.42%5.95%-1.10%7.87%0.32%-0.08%-0.38%7.45%-8.40%

Correlation

The correlation between IGLT.L and XUT3.L is -0.13, 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

-0.13

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

-0.04

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

0.01

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2009

0.18

The correlation between IGLT.L and XUT3.L shifts across timeframes, from -0.13 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGLT.L vs. XUT3.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: 1515
Overall Rank
IGLT.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IGLT.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
IGLT.L Omega Ratio Rank: 1414
Omega Ratio Rank
IGLT.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
IGLT.L Martin Ratio Rank: 1616
Martin Ratio Rank

XUT3.L
XUT3.L Risk / Return Rank: 9494
Overall Rank
XUT3.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9595
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 9292
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. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.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.


IGLT.LXUT3.LDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratioReturn relative to maximum drawdown

0.46

1.06

-0.61

Martin ratioReturn relative to average drawdown

1.33

2.90

-1.56

IGLT.L vs. XUT3.L - Sharpe Ratio Comparison

The current IGLT.L Sharpe Ratio is 0.40, which is lower than the XUT3.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of IGLT.L and XUT3.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

IGLT.L vs. XUT3.L - Drawdown Comparison

The maximum IGLT.L drawdown since its inception was -35.56%, which is greater than XUT3.L's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for IGLT.L and XUT3.L.


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Drawdown Indicators


IGLT.LXUT3.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.56%

-18.58%

-16.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-5.21%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-6.96%

-9.27%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-33.53%

-16.72%

-16.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-18.58%

-16.98%

Current Drawdown

Current decline from peak

-25.14%

-7.38%

-17.76%

Average Drawdown

Average peak-to-trough decline

-8.46%

-8.04%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.91%

+0.14%

Volatility

IGLT.L vs. XUT3.L - Volatility Comparison

The current volatility for iShares Core UK Gilts UCITS ETF (IGLT.L) is 1.26%, while Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) has a volatility of 1.68%. This indicates that IGLT.L experiences smaller price fluctuations and is considered to be less risky than XUT3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLT.LXUT3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.68%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

4.95%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

6.83%

6.35%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.32%

8.21%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

8.71%

+0.42%

IGLT.L vs. XUT3.L - Expense Ratio Comparison

IGLT.L has a 0.07% expense ratio, which is higher than XUT3.L's 0.06% 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. XUT3.L - Dividend Comparison

IGLT.L's dividend yield for the trailing twelve months is around 4.45%, more than XUT3.L's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLT.L
iShares Core UK Gilts UCITS ETF
4.45%4.26%3.69%2.40%1.32%0.79%0.95%1.24%1.31%1.30%1.88%2.05%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.83%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%0.00%0.00%

Frequently Asked Questions


IGLT.L and XUT3.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUT3.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUT3.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IGLT.L.

IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IGLT.L and 0.06% for XUT3.L.

Portfolio Optimizer

Find the right allocation for IGLT.L and XUT3.L

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

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