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SGIL.L vs. GILG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGIL.L vs. GILG.L - 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 Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGIL.L achieves a 1.14% return, which is significantly lower than GILG.L's 1.51% 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%

GILG.L

1D
0.09%
1M
0.46%
YTD
1.51%
6M
1.28%
1Y
4.17%
3Y*
2.43%
5Y*
-1.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGIL.L vs. GILG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
1.14%1.15%-1.44%-0.60%-12.55%4.21%0.60%
GILG.L
iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist)
1.51%4.23%-0.86%3.12%-18.45%5.19%2.37%

Correlation

The correlation between SGIL.L and GILG.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.59

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

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

0.69

Over the past year, the correlation between SGIL.L and GILG.L has dropped to 0.39 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

SGIL.L vs. GILG.L — 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

GILG.L
GILG.L Risk / Return Rank: 2828
Overall Rank
GILG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GILG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
GILG.L Omega Ratio Rank: 2222
Omega Ratio Rank
GILG.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
GILG.L Martin Ratio Rank: 3232
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. GILG.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 Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.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.


SGIL.LGILG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.56

1.71

-0.15

Martin ratioReturn relative to average drawdown

3.06

4.72

-1.65

SGIL.L vs. GILG.L - Sharpe Ratio Comparison

The current SGIL.L Sharpe Ratio is 0.98, which is comparable to the GILG.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SGIL.L and GILG.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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Sharpe Ratios by Period


SGIL.LGILG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.86

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.19

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.12

+0.53

Drawdowns

SGIL.L vs. GILG.L - Drawdown Comparison

The maximum SGIL.L drawdown since its inception was -20.23%, smaller than the maximum GILG.L drawdown of -24.23%. Use the drawdown chart below to compare losses from any high point for SGIL.L and GILG.L.


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Drawdown Indicators


SGIL.LGILG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.23%

-24.23%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-2.43%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.63%

-5.52%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.23%

-24.23%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-20.23%

Current Drawdown

Current decline from peak

-15.00%

-13.44%

-1.56%

Average Drawdown

Average peak-to-trough decline

-6.79%

-13.12%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

0.88%

+0.74%

Volatility

SGIL.L vs. GILG.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.13%, while iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist) (GILG.L) has a volatility of 1.48%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than GILG.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.LGILG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.48%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

3.40%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

4.84%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.38%

7.79%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.97%

7.54%

+1.43%

SGIL.L vs. GILG.L - Expense Ratio Comparison

Both SGIL.L and GILG.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SGIL.L vs. GILG.L - Dividend Comparison

SGIL.L has not paid dividends to shareholders, while GILG.L's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM20252024202320222021
GILG.L
iShares Global Inflation Linked Government Bond UCITS ETF GBP Hedged (Dist)
0.98%0.96%0.87%0.79%0.72%0.50%
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGIL.L and GILG.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SGIL.L and GILG.L have the same expense ratio: 0.20% per year.

SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while GILG.L tracks Bloomberg Gbl Infl Linked TR Hdg GBP.

Portfolio Optimizer

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