PRIG.L vs. IGLH.L

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) and iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L).

PRIG.L and IGLH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRIG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Feb 5, 2019. IGLH.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate TR Hdg GBP. It was launched on Mar 20, 2018. Both PRIG.L and IGLH.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PRIG.L vs. IGLH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) and iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L). The values are adjusted to include any dividend payments, if applicable.

PRIG.L vs. IGLH.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	0.11%	-0.19%	-1.79%	-1.09%	-8.28%	-5.90%	5.97%	6.26%
IGLH.L iShares Global Government Bond UCITS ETF GBP Hedged (Dist)	2.50%	0.63%	0.79%	4.70%	-13.61%	-2.47%	5.04%	4.51%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, PRIG.L achieves a 0.11% return, which is significantly lower than IGLH.L's 2.50% return.

PRIG.L

• 1D: -0.29%
• 1M: -1.49%
• YTD: 0.11%
• 6M: 0.06%
• 1Y: 0.09%
• 3Y*: -1.10%
• 5Y*: -2.16%
• 10Y*: —

IGLH.L

• 1D: 0.01%
• 1M: -1.06%
• YTD: 2.50%
• 6M: 0.26%
• 1Y: 1.83%
• 3Y*: 1.95%
• 5Y*: -1.12%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIG.L vs. IGLH.L - Expense Ratio Comparison

PRIG.L has a 0.05% expense ratio, which is lower than IGLH.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IGLH.L

iShares Global Government Bond UCITS ETF GBP Hedged (Dist)

PRIG.L

Amundi Prime Global Govies UCITS ETF DR (D)

Return for Risk

PRIG.L vs. IGLH.L — Risk / Return Rank

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

PRIG.L

PRIG.L Risk / Return Rank: 11
PRIG.L Sharpe Ratio Rank: 12
PRIG.L Sortino Ratio Rank: 10
PRIG.L Omega Ratio Rank: 10
PRIG.L Calmar Ratio Rank: 13
PRIG.L Martin Ratio Rank: 12

IGLH.L

IGLH.L Risk / Return Rank: 21
IGLH.L Sharpe Ratio Rank: 20
IGLH.L Sortino Ratio Rank: 18
IGLH.L Omega Ratio Rank: 19
IGLH.L Calmar Ratio Rank: 23
IGLH.L Martin Ratio Rank: 23

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.

PRIG.L vs. IGLH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) and iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.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.

	PRIG.L	IGLH.L	Difference
Sharpe ratio Return per unit of total volatility	0.02	0.32	-0.30
Sortino ratio Return per unit of downside risk	0.07	0.48	-0.41
Omega ratio Gain probability vs. loss probability	1.01	1.07	-0.07
Calmar ratio Return relative to maximum drawdown	0.08	0.57	-0.50
Martin ratio Return relative to average drawdown	0.13	1.68	-1.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRIG.L vs. IGLH.L - Sharpe Ratio Comparison

The current PRIG.L Sharpe Ratio is 0.02, which is lower than the IGLH.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of PRIG.L and IGLH.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.

Sharpe Ratios by Period

	PRIG.L	IGLH.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	0.32	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	-0.21	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.07	-0.17

Correlation

The correlation between PRIG.L and IGLH.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PRIG.L vs. IGLH.L - Dividend Comparison

PRIG.L's dividend yield for the trailing twelve months is around 2.96%, which matches IGLH.L's 2.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PRIG.L Amundi Prime Global Govies UCITS ETF DR (D)	2.96%	2.96%	2.31%	1.97%	1.72%	1.50%	1.75%	1.23%	0.00%
IGLH.L iShares Global Government Bond UCITS ETF GBP Hedged (Dist)	2.98%	2.91%	2.33%	1.40%	0.73%	0.55%	0.97%	1.19%	0.32%

Drawdowns

PRIG.L vs. IGLH.L - Drawdown Comparison

The maximum PRIG.L drawdown since its inception was -26.02%, which is greater than IGLH.L's maximum drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for PRIG.L and IGLH.L.

Drawdown Indicators

	PRIG.L	IGLH.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.02%	-18.45%	-7.57%
Max Drawdown (1Y) Largest decline over 1 year	-5.10%	-3.39%	-1.71%
Max Drawdown (5Y) Largest decline over 5 years	-17.03%	-16.90%	-0.13%
Current Drawdown Current decline from peak	-23.09%	-9.32%	-13.77%
Average Drawdown Average peak-to-trough decline	-16.24%	-7.32%	-8.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	1.16%	+1.82%

Volatility

PRIG.L vs. IGLH.L - Volatility Comparison

Amundi Prime Global Govies UCITS ETF DR (D) (PRIG.L) has a higher volatility of 1.69% compared to iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) at 1.40%. This indicates that PRIG.L's price experiences larger fluctuations and is considered to be riskier than IGLH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIG.L	IGLH.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.69%	1.40%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	3.65%	4.62%	-0.97%
Volatility (1Y) Calculated over the trailing 1-year period	5.40%	5.79%	-0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.18%	5.38%	+1.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.82%	4.75%	+3.07%