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

NIO vs. IGLS.L

Last updated Jun 13, 2026

NIO (NIO Inc.) is a stock, while IGLS.L (iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)) is European Government Bonds fund tracking the FTSE Act UK Cnvt Gilts All Stocks TR GBP. Over the past 5 years, NIO returned -35.22%/yr vs 0.31%/yr for IGLS.L. At a 0.18 correlation, their price movements are largely independent.

Performance

NIO vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NIO Inc. (NIO) 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

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

Returns By Period

In the year-to-date period, NIO achieves a 2.16% return, which is significantly higher than IGLS.L's 0.07% return.

NIO

1D
-0.38%
1M
-14.59%
YTD
2.16%
6M
3.58%
1Y
48.43%
3Y*
-16.32%
5Y*
-35.22%
10Y*
—

IGLS.L

1D
0.05%
1M
0.62%
YTD
0.07%
6M
1.24%
1Y
1.87%
3Y*
6.74%
5Y*
0.31%
10Y*
0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NIO vs. IGLS.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
NIO
NIO Inc.		2.16%16.97%-51.93%-6.97%-69.22%-35.00%1,112.44%-36.89%6.17%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)		0.07%13.20%0.94%9.69%-14.66%-2.57%4.59%5.11%-1.77%

Correlation

The correlation between NIO and IGLS.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.08

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

0.15

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

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2018

0.18

The correlation between NIO and IGLS.L shifts across timeframes, from 0.08 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

NIO Inc.

iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)

Often compared with NIO:
NIO vs. TSLANIO vs. XPEVNIO vs. LINIO vs. BYDDFNIO vs. RIVNNIO vs. LCIDNIO vs. BABA
Often compared with IGLS.L:
IGLS.L vs. IGLT.LIGLS.L vs. VAGS.LIGLS.L vs. VGOV.LIGLS.L vs. IBTGIGLS.L vs. IGSBIGLS.L vs. IBTS.LIGLS.L vs. HMWO.L

Return for Risk

NIO vs. IGLS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NIO
NIO Risk / Return Rank: 6464
Overall Rank
NIO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
NIO Sortino Ratio Rank: 6666
Sortino Ratio Rank
NIO Omega Ratio Rank: 6161
Omega Ratio Rank
NIO Calmar Ratio Rank: 6464
Calmar Ratio Rank
NIO Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for NIO Inc. (NIO) 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.

NIOIGLS.LDifference
Sharpe ratioReturn per unit of total volatility
0.70
0.18

+0.52

Sortino ratioReturn per unit of downside risk
1.43
0.31

+1.12

Omega ratioGain probability vs. loss probability

1.16

1.04

+0.12

Calmar ratioReturn relative to maximum drawdown

1.01

0.25

+0.76

Martin ratioReturn relative to average drawdown

1.78

0.58

+1.20

NIO vs. IGLS.L - Sharpe Ratio Comparison

The current NIO Sharpe Ratio is 0.70, which is higher than the IGLS.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of NIO 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

NIO vs. IGLS.L - Drawdown Comparison

The maximum NIO drawdown since its inception was -95.00%, which is greater than IGLS.L's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for NIO and IGLS.L.

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Drawdown Indicators

NIOIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.00%

-38.64%

-56.36%

Max Drawdown (1Y)

Largest decline over 1 year

-43.73%

-5.31%

-38.42%

Max Drawdown (3Y)

Largest decline over 3 years

-79.69%

-9.30%

-70.39%

Max Drawdown (5Y)

Largest decline over 5 years

-94.10%

-30.42%

-63.68%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.19%

—

Current Drawdown

Current decline from peak

-91.71%

-10.18%

-81.53%

Average Drawdown

Average peak-to-trough decline

-67.90%

-13.50%

-54.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.74%

2.28%

+22.46%

Volatility

NIO vs. IGLS.L - Volatility Comparison

NIO Inc. (NIO) has a higher volatility of 17.58% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 2.12%. This indicates that NIO'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

NIOIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.58%

2.12%

+15.46%

Volatility (6M)

Calculated over the trailing 6-month period

41.08%

5.46%

+35.62%

Volatility (1Y)

Calculated over the trailing 1-year period

62.74%

7.32%

+55.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.62%

9.34%

+62.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.66%

9.55%

+77.11%

Dividends

NIO vs. IGLS.L - Dividend Comparison

NIO has not paid dividends to shareholders, while IGLS.L's dividend yield for the trailing twelve months is around 3.97%.

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%
NIO
NIO Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

NIO and IGLS.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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