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

Performance

IGUS.L vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGUS.L is traded in GBp, while IGLS.L is traded in GBP. To make them comparable, the IGLS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGUS.L achieves a 7.87% return, which is significantly higher than IGLS.L's 0.53% return. Over the past 10 years, IGUS.L has outperformed IGLS.L with an annualized return of 13.52%, while IGLS.L has yielded a comparatively lower 0.91% annualized return.


IGUS.L

1D
2.06%
1M
-0.82%
YTD
7.87%
6M
9.06%
1Y
24.08%
3Y*
19.90%
5Y*
11.97%
10Y*
13.52%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGUS.L vs. IGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
7.87%17.39%24.64%24.49%-20.60%28.57%14.63%27.27%-7.47%19.85%
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%

Correlation

The correlation between IGUS.L and IGLS.L is 0.29, 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

0.15

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

0.08

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

-0.13

The correlation between IGUS.L and IGLS.L shifts across timeframes, from -0.13 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGUS.L vs. IGLS.L — Risk / Return Rank

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

IGUS.L
IGUS.L Risk / Return Rank: 6969
Overall Rank
IGUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7272
Martin Ratio Rank

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
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.

IGUS.L vs. IGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.


IGUS.LIGLS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

2.79

1.52

+1.27

Martin ratioReturn relative to average drawdown

11.79

5.12

+6.67

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

The current IGUS.L Sharpe Ratio is 1.93, which is comparable to the IGLS.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IGUS.L and IGLS.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

IGUS.L vs. IGLS.L - Drawdown Comparison

The maximum IGUS.L drawdown since its inception was -36.66%, which is greater than IGLS.L's maximum drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for IGUS.L and IGLS.L.


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Drawdown Indicators


IGUS.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-9.54%

-27.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-1.95%

-6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

-1.95%

-17.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-8.85%

-16.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

-9.54%

-27.12%

Current Drawdown

Current decline from peak

-2.23%

-0.38%

-1.85%

Average Drawdown

Average peak-to-trough decline

-4.12%

-1.19%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

0.58%

+1.42%

Volatility

IGUS.L vs. IGLS.L - Volatility Comparison

iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a higher volatility of 4.04% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 0.66%. This indicates that IGUS.L's price experiences larger fluctuations and is considered to be riskier than IGLS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGUS.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

0.66%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

1.76%

+7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

1.99%

+10.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

2.67%

+13.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

2.18%

+14.42%

IGUS.L vs. IGLS.L - Expense Ratio Comparison

IGUS.L has a 0.20% expense ratio, which is higher than IGLS.L's 0.07% 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

IGUS.L vs. IGLS.L - Dividend Comparison

IGUS.L has not paid dividends to shareholders, while IGLS.L's dividend yield for the trailing twelve months is around 3.97%.


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%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGUS.L and IGLS.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLS.L is cheaper with a 0.07% expense ratio, compared with 0.20% for IGUS.L.

IGUS.L is categorized as S&P 500, while IGLS.L is European Government Bonds. IGUS.L tracks S&P 500 Index, while IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. Their fees differ too: 0.20% for IGUS.L and 0.07% for IGLS.L.

Portfolio Optimizer

Find the right allocation for IGUS.L and IGLS.L

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