SGIL.L vs. 0TPE.L
SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and 0TPE.L (iShares $ TIPS UCITS ETF EUR Hedged (Acc)) are both Inflation-Protected Bonds funds from iShares - SGIL.L tracks the Bloomberg Gbl Infl Linked TR USD while 0TPE.L tracks the Bloomberg US Government Inflation-Linked Bond Index. Both are passively managed. Over the past 5 years, SGIL.L returned -2.25%/yr vs -1.75%/yr for 0TPE.L. Their 0.38 correlation means their historical movements had little consistent relationship. SGIL.L charges 0.20%/yr vs 0.12%/yr for 0TPE.L.
Performance
SGIL.L vs. 0TPE.L - Performance Comparison
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Different Trading Currencies
SGIL.L is traded in GBP, while 0TPE.L is traded in EUR. To make them comparable, the 0TPE.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGIL.L achieves a 0.31% return, which is significantly higher than 0TPE.L's -2.61% return.
SGIL.L
- 1D
- 0.07%
- 1M
- -1.72%
- 6M
- 0.61%
- YTD
- 0.31%
- 1Y
- 2.30%
- 3Y*
- 0.87%
- 5Y*
- -2.25%
- 10Y*
- 0.76%
- ALL TIME*
- 3.69%
0TPE.L
- 1D
- -0.07%
- 1M
- -2.31%
- 6M
- -2.06%
- YTD
- -2.61%
- 1Y
- -1.92%
- 3Y*
- 1.31%
- 5Y*
- -1.75%
- 10Y*
- —
- ALL TIME*
- 0.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| £66.71K | £77.16K | £418.07K | |
| £44.13K | £64.41K | £66.98K |
SGIL.L vs. 0TPE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 0.31% | 1.15% | -1.43% | -0.60% | -12.55% | 4.21% | 8.42% | 4.53% | 4.47% |
0TPE.L iShares $ TIPS UCITS ETF EUR Hedged (Acc) | -2.61% | 10.06% | -4.55% | -0.65% | -9.46% | -2.84% | 16.58% | -0.01% | -1.63% |
Correlation
The correlation between SGIL.L and 0TPE.L is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2018 | 0.38 |
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Return for Risk
SGIL.L vs. 0TPE.L — Risk / Return Rank
SGIL.L
0TPE.L
SGIL.L vs. 0TPE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) and iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.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.
| SGIL.L | 0TPE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.96 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | -0.29 | +1.09 |
| Martin ratioReturn relative to average drawdown | 1.43 | -0.72 | +2.15 |
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Drawdowns
SGIL.L vs. 0TPE.L - Drawdown Comparison
The maximum SGIL.L drawdown since its inception was -20.22%, which is greater than 0TPE.L's maximum drawdown of -17.83%. Use the drawdown chart below to compare losses from any high point for SGIL.L and 0TPE.L.
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Drawdown Indicators
| SGIL.L | 0TPE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.22% | -17.83% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -4.91% | +1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -5.64% | -5.73% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | -17.68% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -20.22% | — | — |
Current DrawdownCurrent decline from peak | -15.70% | -11.11% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -8.51% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.00% | -0.22% |
Volatility
SGIL.L vs. 0TPE.L - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.27%, while iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) has a volatility of 1.61%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than 0TPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIL.L | 0TPE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.61% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.44% | 3.89% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 5.27% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 9.63% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 10.80% | -2.31% |
SGIL.L vs. 0TPE.L - Expense Ratio Comparison
SGIL.L has a 0.20% expense ratio, which is higher than 0TPE.L's 0.12% 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
SGIL.L vs. 0TPE.L - Dividend Comparison
Neither SGIL.L nor 0TPE.L has paid dividends to shareholders.
Frequently Asked Questions
SGIL.L and 0TPE.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, 0TPE.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
0TPE.L is cheaper with a 0.12% expense ratio, compared with 0.20% for SGIL.L.
SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while 0TPE.L tracks Bloomberg US Government Inflation-Linked Bond Index. Their fees differ too: 0.20% for SGIL.L and 0.12% for 0TPE.L.
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