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

Performance

ISF.L vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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

ISF.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, ISF.L achieves a 7.07% return, which is significantly higher than IGLS.L's 0.53% return. Over the past 10 years, ISF.L has outperformed IGLS.L with an annualized return of 9.81%, while IGLS.L has yielded a comparatively lower 0.91% annualized return.


ISF.L

1D
1.50%
1M
1.56%
YTD
7.07%
6M
10.11%
1Y
21.22%
3Y*
15.23%
5Y*
11.88%
10Y*
9.81%

IGLS.L

1D
0.21%
1M
0.79%
YTD
0.53%
6M
1.02%
1Y
2.97%
3Y*
4.62%
5Y*
1.36%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
7.07%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
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 ISF.L and IGLS.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.29

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

0.11

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

-0.11

The correlation between ISF.L and IGLS.L shifts across timeframes, from -0.11 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISF.L vs. IGLS.L — Risk / Return Rank

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

ISF.L
ISF.L Risk / Return Rank: 6363
Overall Rank
ISF.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.


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

+0.44

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

2.40

1.52

+0.88

Martin ratioReturn relative to average drawdown

7.89

5.12

+2.77

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

The current ISF.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 ISF.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

ISF.L vs. IGLS.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, 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 ISF.L and IGLS.L.


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Drawdown Indicators


ISF.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-9.54%

-35.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-1.95%

-6.87%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-1.95%

-10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-8.85%

-3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-9.54%

-24.59%

Current Drawdown

Current decline from peak

-3.05%

-0.38%

-2.67%

Average Drawdown

Average peak-to-trough decline

-6.45%

-1.19%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

0.58%

+2.10%

Volatility

ISF.L vs. IGLS.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 3.51% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 0.66%. This indicates that ISF.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


ISF.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

0.66%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

1.76%

+7.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

1.99%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

2.67%

+9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

2.18%

+12.66%

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

Both ISF.L and IGLS.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

ISF.L vs. IGLS.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, less than IGLS.L's 3.97% yield.


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%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
1.71%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions


ISF.L and IGLS.L have a correlation of 0.46, 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.

ISF.L and IGLS.L have the same expense ratio: 0.07% per year.

ISF.L is categorized as Europe Equities, while IGLS.L is European Government Bonds. ISF.L tracks FTSE AllSh TR GBP, while IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP.

Portfolio Optimizer

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