SGIL.L vs. IUS5.DE
Compare and contrast key facts about iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE).
SGIL.L and IUS5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGIL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked TR USD. It was launched on Aug 1, 2008. IUS5.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg World Government Inflation-Linked Bond. It was launched on Aug 1, 2008. Both SGIL.L and IUS5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SGIL.L vs. IUS5.DE - Performance Comparison
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SGIL.L vs. IUS5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 1.53% | 1.15% | -1.44% | -0.60% | -12.55% | 4.21% | 8.42% | 4.53% | 1.56% | -1.38% |
IUS5.DE iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 1.67% | 1.65% | -1.88% | -0.50% | -12.76% | 4.21% | 8.01% | 4.35% | 1.95% | -0.78% |
Different Trading Currencies
SGIL.L is traded in GBP, while IUS5.DE is traded in EUR. To make them comparable, the IUS5.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 1.53% return, which is significantly lower than IUS5.DE's 1.67% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SGIL.L at 1.79% and IUS5.DE at 1.79%.
SGIL.L
- 1D
- 0.18%
- 1M
- -1.41%
- YTD
- 1.53%
- 6M
- 2.36%
- 1Y
- 2.01%
- 3Y*
- -0.27%
- 5Y*
- -0.91%
- 10Y*
- 1.79%
IUS5.DE
- 1D
- -0.14%
- 1M
- -0.47%
- YTD
- 1.67%
- 6M
- 2.60%
- 1Y
- 2.16%
- 3Y*
- -0.32%
- 5Y*
- -0.93%
- 10Y*
- 1.79%
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SGIL.L vs. IUS5.DE - Expense Ratio Comparison
Both SGIL.L and IUS5.DE 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%.
Return for Risk
SGIL.L vs. IUS5.DE — Risk / Return Rank
SGIL.L
IUS5.DE
SGIL.L vs. IUS5.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 Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.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.L | IUS5.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.31 | +0.09 |
Sortino ratioReturn per unit of downside risk | 0.57 | 0.45 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.06 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.66 | -0.21 |
Martin ratioReturn relative to average drawdown | 0.93 | 1.36 | -0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGIL.L | IUS5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.31 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | -0.11 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.19 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.34 | +0.08 |
Correlation
The correlation between SGIL.L and IUS5.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SGIL.L vs. IUS5.DE - Dividend Comparison
Neither SGIL.L nor IUS5.DE has paid dividends to shareholders.
Drawdowns
SGIL.L vs. IUS5.DE - Drawdown Comparison
The maximum SGIL.L drawdown since its inception was -20.23%, roughly equal to the maximum IUS5.DE drawdown of -20.24%. Use the drawdown chart below to compare losses from any high point for SGIL.L and IUS5.DE.
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Drawdown Indicators
| SGIL.L | IUS5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.23% | -22.31% | +2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -5.62% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -22.31% | +2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -20.23% | -22.31% | +2.08% |
Current DrawdownCurrent decline from peak | -14.67% | -18.06% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -7.34% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.92% | -0.76% |
Volatility
SGIL.L vs. IUS5.DE - Volatility Comparison
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) have volatilities of 1.97% and 2.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIL.L | IUS5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 2.00% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 3.71% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 6.94% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.40% | 8.61% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.01% | 9.20% | -0.19% |