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

Performance

SGIL.L vs. IGLH.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 Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.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 1.95% return, which is significantly lower than IGLH.L's 2.67% return.


SGIL.L

1D
0.03%
1M
1.07%
YTD
1.95%
6M
1.76%
1Y
4.11%
3Y*
1.30%
5Y*
-1.30%
10Y*
1.97%

IGLH.L

1D
-0.44%
1M
0.88%
YTD
2.67%
6M
0.23%
1Y
1.66%
3Y*
2.12%
5Y*
-1.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
1.95%1.15%-1.43%-0.60%-12.55%4.21%8.42%4.53%4.81%
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
2.67%0.70%0.62%4.79%-13.58%-2.41%5.04%5.45%1.12%

Correlation

The correlation between SGIL.L and IGLH.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.50

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

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.51

Over the past year, the correlation between SGIL.L and IGLH.L has dropped to 0.26 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

SGIL.L vs. IGLH.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: 2121
Overall Rank
SGIL.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 1919
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2020
Martin Ratio Rank

IGLH.L
IGLH.L Risk / Return Rank: 1313
Overall Rank
IGLH.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IGLH.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IGLH.L Omega Ratio Rank: 1313
Omega Ratio Rank
IGLH.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
IGLH.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. IGLH.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 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.

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.LIGLH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.06

Calmar ratioReturn relative to maximum drawdown

1.18

0.48

+0.70

Martin ratioReturn relative to average drawdown

2.27

1.31

+0.96

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

The current SGIL.L Sharpe Ratio is 0.76, which is higher than the IGLH.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SGIL.L and IGLH.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. IGLH.L - Drawdown Comparison

The maximum SGIL.L drawdown since its inception was -20.22%, which is greater than IGLH.L's maximum drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for SGIL.L and IGLH.L.


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Drawdown Indicators


SGIL.LIGLH.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.22%

-18.42%

-1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.43%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

-4.58%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-16.83%

-3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-20.22%

Current Drawdown

Current decline from peak

-14.32%

-9.15%

-5.17%

Average Drawdown

Average peak-to-trough decline

-6.82%

-7.34%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.27%

+0.39%

Volatility

SGIL.L vs. IGLH.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 0.84%, while iShares Global Government Bond UCITS ETF GBP Hedged (Dist) (IGLH.L) has a volatility of 1.03%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than IGLH.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.LIGLH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.03%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

4.94%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

5.47%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

5.62%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.92%

4.92%

+4.00%

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

SGIL.L has a 0.20% 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%.


Dividends

SGIL.L vs. IGLH.L - Dividend Comparison

SGIL.L has not paid dividends to shareholders, while IGLH.L's dividend yield for the trailing twelve months is around 2.97%.


PositionTTM20252024202320222021202020192018
IGLH.L
iShares Global Government Bond UCITS ETF GBP Hedged (Dist)
2.97%2.91%2.33%1.40%0.73%0.55%0.97%1.19%0.32%
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGIL.L and IGLH.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGIL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGIL.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IGLH.L.

SGIL.L is categorized as Inflation-Protected Bonds, while IGLH.L is Global Bonds. SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while IGLH.L tracks Bloomberg Global Aggregate TR Hdg GBP. Their fees differ too: 0.20% for SGIL.L and 0.25% for IGLH.L.

Portfolio Optimizer

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