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ISXF.L vs. IGBE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISXF.L vs. IGBE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) and Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISXF.L achieves a -0.58% return, which is significantly lower than IGBE.L's -0.20% return.


ISXF.L

1D
0.33%
1M
2.17%
YTD
-0.58%
6M
-0.21%
1Y
4.58%
3Y*
5.20%
5Y*
-1.41%
10Y*
1.39%

IGBE.L

1D
0.05%
1M
1.80%
YTD
-0.20%
6M
0.18%
1Y
4.79%
3Y*
6.33%
5Y*
-0.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISXF.L vs. IGBE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
-0.58%6.93%-0.18%8.72%-19.96%-4.01%5.87%
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
-0.20%7.23%2.45%9.16%-18.23%-3.62%6.31%

Correlation

The correlation between ISXF.L and IGBE.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

0.90

The correlation between ISXF.L and IGBE.L has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

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Return for Risk

ISXF.L vs. IGBE.L — Risk / Return Rank

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

ISXF.L
ISXF.L Risk / Return Rank: 2323
Overall Rank
ISXF.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ISXF.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
ISXF.L Omega Ratio Rank: 2323
Omega Ratio Rank
ISXF.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
ISXF.L Martin Ratio Rank: 2323
Martin Ratio Rank

IGBE.L
IGBE.L Risk / Return Rank: 2727
Overall Rank
IGBE.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGBE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGBE.L Omega Ratio Rank: 2626
Omega Ratio Rank
IGBE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IGBE.L Martin Ratio Rank: 2828
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.

ISXF.L vs. IGBE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) and Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.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.


ISXF.LIGBE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

0.97

1.24

-0.27

Martin ratioReturn relative to average drawdown

2.74

3.81

-1.07

ISXF.L vs. IGBE.L - Sharpe Ratio Comparison

The current ISXF.L Sharpe Ratio is 0.79, which is comparable to the IGBE.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of ISXF.L and IGBE.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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Sharpe Ratios by Period


ISXF.LIGBE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.95

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.05

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.01

+0.53

Drawdowns

ISXF.L vs. IGBE.L - Drawdown Comparison

The maximum ISXF.L drawdown since its inception was -32.38%, which is greater than IGBE.L's maximum drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for ISXF.L and IGBE.L.


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Drawdown Indicators


ISXF.LIGBE.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.38%

-30.19%

-2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.73%

-3.86%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

-3.86%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-29.11%

-2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-32.38%

Current Drawdown

Current decline from peak

-11.65%

-6.10%

-5.55%

Average Drawdown

Average peak-to-trough decline

-6.57%

-10.79%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.25%

+0.42%

Volatility

ISXF.L vs. IGBE.L - Volatility Comparison

iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) has a higher volatility of 2.43% compared to Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) at 1.97%. This indicates that ISXF.L's price experiences larger fluctuations and is considered to be riskier than IGBE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISXF.LIGBE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

1.97%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

4.20%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.77%

5.03%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

7.44%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.28%

7.62%

-0.34%

ISXF.L vs. IGBE.L - Expense Ratio Comparison

ISXF.L has a 0.20% expense ratio, which is higher than IGBE.L's 0.10% 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

ISXF.L vs. IGBE.L - Dividend Comparison

ISXF.L's dividend yield for the trailing twelve months is around 4.54%, less than IGBE.L's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
4.93%4.81%4.59%3.85%2.47%1.76%1.31%0.00%0.00%0.00%0.00%0.00%
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
4.54%4.23%3.97%3.15%2.93%2.31%2.30%2.66%2.87%2.87%3.48%1.95%

Frequently Asked Questions


ISXF.L and IGBE.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGBE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGBE.L is cheaper with a 0.10% expense ratio, compared with 0.20% for ISXF.L.

Both ETFs track Markit iBoxx GBP NonGilts TR. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for ISXF.L and 0.10% for IGBE.L.

Portfolio Optimizer

Find the right allocation for ISXF.L and IGBE.L

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