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

Performance

SGIL.L vs. IBCI.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 € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.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 0.31% return, which is significantly higher than IBCI.L's 0.12% return. Over the past 10 years, SGIL.L has underperformed IBCI.L with an annualized return of 0.76%, while IBCI.L has yielded a comparatively higher 1.53% annualized 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%

IBCI.L

1D
-0.07%
1M
-1.75%
6M
0.03%
YTD
0.12%
1Y
0.28%
3Y*
1.46%
5Y*
0.27%
10Y*
1.53%
ALL TIME*
1.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£1.29M£1.87M£1.76M
£44.13K£64.41K£66.98K

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


2026 (YTD)202520242023202220212020201920182017
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%1.56%-1.38%
IBCI.L
iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)
0.12%6.03%-4.55%3.48%-4.33%-0.79%8.45%1.18%-1.05%5.00%

Correlation

The correlation between SGIL.L and IBCI.L is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.55

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2008

0.61

The correlation between SGIL.L and IBCI.L shifts across timeframes, from 0.55 (1 year) to 0.68 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGIL.L vs. IBCI.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: 2323
Overall Rank
SGIL.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 2020
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2222
Martin Ratio Rank

IBCI.L
IBCI.L Risk / Return Rank: 1313
Overall Rank
IBCI.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBCI.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IBCI.L Omega Ratio Rank: 1212
Omega Ratio Rank
IBCI.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IBCI.L Martin Ratio Rank: 1414
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. IBCI.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 € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.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.LIBCI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.09

1.02

+0.07

Calmar ratioReturn relative to maximum drawdown

0.80

0.16

+0.64

Martin ratioReturn relative to average drawdown

1.43

0.34

+1.09

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

The current SGIL.L Sharpe Ratio is 0.52, which is higher than the IBCI.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SGIL.L and IBCI.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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Drawdowns

SGIL.L vs. IBCI.L - Drawdown Comparison

The maximum SGIL.L drawdown since its inception was -20.22%, smaller than the maximum IBCI.L drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for SGIL.L and IBCI.L.


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Drawdown Indicators


SGIL.LIBCI.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.22%

-30.47%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-3.33%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

-14.28%

+8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-14.28%

-5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-20.22%

-14.53%

-5.69%

Current Drawdown

Current decline from peak

-15.70%

-8.40%

-7.30%

Average Drawdown

Average peak-to-trough decline

-6.87%

-10.76%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.59%

+0.19%

Volatility

SGIL.L vs. IBCI.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.27%, while iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L) has a volatility of 1.44%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than IBCI.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.LIBCI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.44%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

3.69%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

4.85%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

11.48%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

11.76%

-3.27%

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

SGIL.L has a 0.20% expense ratio, which is higher than IBCI.L's 0.09% 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. IBCI.L - Dividend Comparison

Neither SGIL.L nor IBCI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SGIL.L and IBCI.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCI.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCI.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SGIL.L.

SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while IBCI.L tracks BBG Euro Government Inflation-Linked Bond Index (EUR). Their fees differ too: 0.20% for SGIL.L and 0.09% for IBCI.L.

Portfolio Optimizer

Find the right allocation for SGIL.L and IBCI.L

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