ISF.L vs. IGLS.L
ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and IGLS.L (iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)) are both exchange-traded funds - ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while IGLS.L is a European Government Bonds fund tracking the FTSE Act UK Cnvt Gilts All Stocks TR GBP. Both are passively managed. Over the past 10 years, ISF.L returned 9.81%/yr vs 0.91%/yr for IGLS.L. At a correlation of -0.11, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
ISF.L vs. IGLS.L - Performance Comparison
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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%
ISF.L vs. IGLS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ISF.L
IGLS.L
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.L | IGLS.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | IGLS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.05% | -0.38% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -1.19% | -5.26% |
Ulcer IndexDepth 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.L | IGLS.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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