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ITEH.L vs. IGL5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITEH.L vs. IGL5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Italy Govt Bond UCITS ETF USD Hedged (Acc) (ITEH.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITEH.L is traded in USD, while IGL5.L is traded in GBP. To make them comparable, the IGL5.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITEH.L achieves a 0.16% return, which is significantly lower than IGL5.L's 1.20% return.


ITEH.L

1D
0.00%
1M
-1.25%
6M
-0.47%
YTD
0.16%
1Y
2.44%
3Y*
5.60%
5Y*
0.85%
10Y*

IGL5.L

1D
-0.21%
1M
1.02%
6M
1.07%
YTD
1.20%
1Y
2.99%
3Y*
5.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEH.L vs. IGL5.L - Yearly Performance Comparison


2026 (YTD)202520242023
ITEH.L
iShares Italy Govt Bond UCITS ETF USD Hedged (Acc)
0.16%5.18%6.60%7.86%
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
1.20%12.39%0.99%6.62%

Correlation

The correlation between ITEH.L and IGL5.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.40

Correlation (All Time)
Calculated using the full available price history since May 23, 2023

0.40

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Return for Risk

ITEH.L vs. IGL5.L — Risk / Return Rank

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

ITEH.L
ITEH.L Risk / Return Rank: 2020
Overall Rank
ITEH.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ITEH.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
ITEH.L Omega Ratio Rank: 1919
Omega Ratio Rank
ITEH.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
ITEH.L Martin Ratio Rank: 2222
Martin Ratio Rank

IGL5.L
IGL5.L Risk / Return Rank: 3737
Overall Rank
IGL5.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 4141
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 3939
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.

ITEH.L vs. IGL5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Italy Govt Bond UCITS ETF USD Hedged (Acc) (ITEH.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.


ITEH.LIGL5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.10

1.07

+0.03

Calmar ratioReturn relative to maximum drawdown

0.62

0.55

+0.07

Martin ratioReturn relative to average drawdown

1.89

1.28

+0.61

ITEH.L vs. IGL5.L - Sharpe Ratio Comparison

The current ITEH.L Sharpe Ratio is 0.51, which is comparable to the IGL5.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ITEH.L and IGL5.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

ITEH.L vs. IGL5.L - Drawdown Comparison

The maximum ITEH.L drawdown since its inception was -19.30%, which is greater than IGL5.L's maximum drawdown of -9.26%. Use the drawdown chart below to compare losses from any high point for ITEH.L and IGL5.L.


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Drawdown Indicators


ITEH.LIGL5.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

-9.26%

-10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-5.42%

+1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-9.26%

+5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

Current Drawdown

Current decline from peak

-1.87%

-2.33%

+0.46%

Average Drawdown

Average peak-to-trough decline

-4.87%

-2.28%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

2.34%

-1.05%

Volatility

ITEH.L vs. IGL5.L - Volatility Comparison

The current volatility for iShares Italy Govt Bond UCITS ETF USD Hedged (Acc) (ITEH.L) is 1.17%, while iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) has a volatility of 1.95%. This indicates that ITEH.L experiences smaller price fluctuations and is considered to be less risky than IGL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITEH.LIGL5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.95%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

5.84%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.79%

7.51%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

7.76%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

7.76%

-0.53%

ITEH.L vs. IGL5.L - Expense Ratio Comparison

ITEH.L has a 0.22% expense ratio, which is higher than IGL5.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

ITEH.L vs. IGL5.L - Dividend Comparison

Neither ITEH.L nor IGL5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ITEH.L and IGL5.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGL5.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGL5.L is cheaper with a 0.07% expense ratio, compared with 0.22% for ITEH.L.

ITEH.L tracks Bloomberg Italy Treasury Bond Index, while IGL5.L tracks FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). Their fees differ too: 0.22% for ITEH.L and 0.07% for IGL5.L.

Portfolio Optimizer

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