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SGIL.L vs. EUNN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGIL.L vs. EUNN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGIL.L is traded in GBP, while EUNN.DE is traded in EUR. To make them comparable, the EUNN.DE 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 1.14% return, which is significantly lower than EUNN.DE's 15.62% return. Over the past 10 years, SGIL.L has underperformed EUNN.DE with an annualized return of 1.78%, while EUNN.DE has yielded a comparatively higher 10.11% annualized return.


SGIL.L

1D
0.01%
1M
0.35%
YTD
1.14%
6M
0.44%
1Y
4.97%
3Y*
0.67%
5Y*
-1.24%
10Y*
1.78%

EUNN.DE

1D
-0.15%
1M
6.01%
YTD
15.62%
6M
15.70%
1Y
33.71%
3Y*
15.64%
5Y*
10.01%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGIL.L vs. EUNN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
1.14%1.15%-1.44%-0.60%-12.55%4.21%8.42%4.53%1.56%-1.38%
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
15.62%19.36%7.98%12.86%-6.63%1.54%9.97%15.88%-9.06%15.14%

Correlation

The correlation between SGIL.L and EUNN.DE is 0.06, 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

0.06

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

0.11

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

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2009

0.09

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Return for Risk

SGIL.L vs. EUNN.DE — Risk / Return Rank

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

SGIL.L
SGIL.L Risk / Return Rank: 2727
Overall Rank
SGIL.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 2626
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2424
Martin Ratio Rank

EUNN.DE
EUNN.DE Risk / Return Rank: 5656
Overall Rank
EUNN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 6060
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.

SGIL.L vs. EUNN.DE - 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 Core MSCI Japan IMI UCITS ETF (EUNN.DE). 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.


SGIL.LEUNN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.56

3.20

-1.64

Martin ratioReturn relative to average drawdown

3.06

10.58

-7.52

SGIL.L vs. EUNN.DE - Sharpe Ratio Comparison

The current SGIL.L Sharpe Ratio is 0.98, which is lower than the EUNN.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SGIL.L and EUNN.DE, 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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Sharpe Ratios by Period


SGIL.LEUNN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.90

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.64

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.63

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.52

-0.11

Drawdowns

SGIL.L vs. EUNN.DE - Drawdown Comparison

The maximum SGIL.L drawdown since its inception was -20.23%, smaller than the maximum EUNN.DE drawdown of -25.14%. Use the drawdown chart below to compare losses from any high point for SGIL.L and EUNN.DE.


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Drawdown Indicators


SGIL.LEUNN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.23%

-25.14%

+4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-10.48%

+7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-5.63%

-13.94%

+8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.23%

-19.09%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-20.23%

-25.14%

+4.91%

Current Drawdown

Current decline from peak

-15.00%

-0.15%

-14.85%

Average Drawdown

Average peak-to-trough decline

-6.79%

-6.83%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

3.18%

-1.56%

Volatility

SGIL.L vs. EUNN.DE - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.13%, while iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a volatility of 3.14%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGIL.LEUNN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

3.14%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

14.44%

-10.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

17.70%

-12.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.38%

15.45%

-7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.97%

15.95%

-6.98%

SGIL.L vs. EUNN.DE - Expense Ratio Comparison

SGIL.L has a 0.20% expense ratio, which is higher than EUNN.DE'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. EUNN.DE - Dividend Comparison

Neither SGIL.L nor EUNN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGIL.L and EUNN.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SGIL.L.

SGIL.L is categorized as Inflation-Protected Bonds, while EUNN.DE is Japan Equities. SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while EUNN.DE tracks MSCI Japan IMI. Their fees differ too: 0.20% for SGIL.L and 0.12% for EUNN.DE.

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