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PGH.L vs. IUKD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGH.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Personal Group Holdings PLC (PGH.L) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

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PGH.L vs. IUKD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGH.L
Personal Group Holdings PLC
14.70%78.80%8.83%0.16%-36.97%63.94%-35.98%-19.24%-2.99%37.21%
IUKD.L
iShares UK Dividend UCITS ETF
4.87%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Returns By Period

In the year-to-date period, PGH.L achieves a 14.70% return, which is significantly higher than IUKD.L's 4.87% return. Over the past 10 years, PGH.L has underperformed IUKD.L with an annualized return of 0.98%, while IUKD.L has yielded a comparatively higher 6.95% annualized return.


PGH.L

1D
0.00%
1M
18.09%
YTD
14.70%
6M
7.49%
1Y
48.64%
3Y*
27.98%
5Y*
13.72%
10Y*
0.98%

IUKD.L

1D
0.61%
1M
-1.41%
YTD
4.87%
6M
15.26%
1Y
30.57%
3Y*
17.39%
5Y*
12.75%
10Y*
6.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PGH.L vs. IUKD.L — Risk / Return Rank

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

PGH.L
PGH.L Risk / Return Rank: 7777
Overall Rank
PGH.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PGH.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
PGH.L Omega Ratio Rank: 7575
Omega Ratio Rank
PGH.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
PGH.L Martin Ratio Rank: 7272
Martin Ratio Rank

IUKD.L
IUKD.L Risk / Return Rank: 9191
Overall Rank
IUKD.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 9494
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 9191
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.

PGH.L vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Personal Group Holdings PLC (PGH.L) and iShares UK Dividend UCITS ETF (IUKD.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.


PGH.LIUKD.LDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.24

-0.72

Sortino ratio

Return per unit of downside risk

2.32

2.79

-0.47

Omega ratio

Gain probability vs. loss probability

1.28

1.46

-0.18

Calmar ratio

Return relative to maximum drawdown

2.37

3.17

-0.81

Martin ratio

Return relative to average drawdown

4.88

13.46

-8.58

PGH.L vs. IUKD.L - Sharpe Ratio Comparison

The current PGH.L Sharpe Ratio is 1.53, which is lower than the IUKD.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of PGH.L and IUKD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PGH.LIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.24

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.92

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.40

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.28

+0.10

Correlation

The correlation between PGH.L and IUKD.L is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PGH.L vs. IUKD.L - Dividend Comparison

PGH.L's dividend yield for the trailing twelve months is around 5.16%, more than IUKD.L's 4.63% yield.


TTM20252024202320222021202020192018201720162015
PGH.L
Personal Group Holdings PLC
9.28%5.81%6.60%6.03%5.41%3.20%6.46%6.96%5.22%4.76%5.95%3.38%
IUKD.L
iShares UK Dividend UCITS ETF
4.63%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Drawdowns

PGH.L vs. IUKD.L - Drawdown Comparison

The maximum PGH.L drawdown since its inception was -66.75%, which is greater than IUKD.L's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for PGH.L and IUKD.L.


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Drawdown Indicators


PGH.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.75%

-61.95%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-23.63%

-9.92%

-13.71%

Max Drawdown (5Y)

Largest decline over 5 years

-57.51%

-19.93%

-37.58%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-44.34%

-22.41%

Current Drawdown

Current decline from peak

-8.49%

-5.50%

-2.99%

Average Drawdown

Average peak-to-trough decline

-20.93%

-15.06%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.47%

2.34%

+9.13%

Volatility

PGH.L vs. IUKD.L - Volatility Comparison

Personal Group Holdings PLC (PGH.L) has a higher volatility of 13.83% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 5.27%. This indicates that PGH.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGH.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.83%

5.27%

+8.56%

Volatility (6M)

Calculated over the trailing 6-month period

25.75%

8.72%

+17.03%

Volatility (1Y)

Calculated over the trailing 1-year period

35.37%

13.57%

+21.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.80%

13.87%

+16.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.47%

17.22%

+11.25%