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IS15.L vs. IGLS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IS15.L vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.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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IS15.L vs. IGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
-0.29%6.24%4.89%7.16%-6.09%-0.84%3.38%4.54%-0.48%1.76%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
-0.30%5.26%2.65%4.19%-4.45%-1.68%1.49%1.05%0.13%-0.38%

Returns By Period

The year-to-date returns for both stocks are quite close, with IS15.L having a -0.29% return and IGLS.L slightly lower at -0.30%. Over the past 10 years, IS15.L has outperformed IGLS.L with an annualized return of 2.29%, while IGLS.L has yielded a comparatively lower 0.86% annualized return.


IS15.L

1D
0.47%
1M
-0.82%
YTD
-0.29%
6M
1.40%
1Y
4.76%
3Y*
5.59%
5Y*
2.21%
10Y*
2.29%

IGLS.L

1D
0.29%
1M
-0.93%
YTD
-0.30%
6M
1.23%
1Y
3.55%
3Y*
3.62%
5Y*
1.22%
10Y*
0.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IS15.L vs. IGLS.L - Expense Ratio Comparison

IS15.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%.


Return for Risk

IS15.L vs. IGLS.L — Risk / Return Rank

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

IS15.L
IS15.L Risk / Return Rank: 8484
Overall Rank
IS15.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 8989
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 8989
Martin Ratio Rank

IGLS.L
IGLS.L Risk / Return Rank: 8080
Overall Rank
IGLS.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 8585
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 7474
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.

IS15.L vs. IGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.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.


IS15.LIGLS.LDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.72

-0.10

Sortino ratio

Return per unit of downside risk

2.21

2.42

-0.21

Omega ratio

Gain probability vs. loss probability

1.39

1.35

+0.03

Calmar ratio

Return relative to maximum drawdown

2.55

1.86

+0.69

Martin ratio

Return relative to average drawdown

12.07

8.21

+3.86

IS15.L vs. IGLS.L - Sharpe Ratio Comparison

The current IS15.L Sharpe Ratio is 1.62, which is comparable to the IGLS.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IS15.L and IGLS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IS15.LIGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.72

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.46

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.40

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.68

+0.18

Correlation

The correlation between IS15.L and IGLS.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IS15.L vs. IGLS.L - Dividend Comparison

IS15.L's dividend yield for the trailing twelve months is around 4.58%, more than IGLS.L's 4.01% yield.


TTM20252024202320222021202020192018201720162015
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF
4.58%4.35%4.06%3.05%1.80%1.72%1.81%2.03%2.08%2.15%2.55%2.91%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
4.01%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%

Drawdowns

IS15.L vs. IGLS.L - Drawdown Comparison

The maximum IS15.L drawdown since its inception was -12.18%, 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 IS15.L and IGLS.L.


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Drawdown Indicators


IS15.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.18%

-9.54%

-2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-1.95%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-12.18%

-8.85%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-12.18%

-9.54%

-2.64%

Current Drawdown

Current decline from peak

-1.09%

-1.21%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.12%

-1.10%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.44%

-0.03%

Volatility

IS15.L vs. IGLS.L - Volatility Comparison

iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) has a higher volatility of 1.61% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 1.10%. This indicates that IS15.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


IS15.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.10%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

1.43%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

2.93%

2.06%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.25%

2.62%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.10%

2.16%

+0.94%