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SGIL.L vs. IUS5.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGIL.L vs. IUS5.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 Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE). The values are adjusted to include any dividend payments, if applicable.

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SGIL.L vs. IUS5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SGIL.L
SGIL.L Risk / Return Rank: 2020
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: 2020
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 1818
Martin Ratio Rank

IUS5.DE
IUS5.DE Risk / Return Rank: 66
Overall Rank
IUS5.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IUS5.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
IUS5.DE Omega Ratio Rank: 55
Omega Ratio Rank
IUS5.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
IUS5.DE Martin Ratio Rank: 77
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. 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.LIUS5.DEDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.31

+0.09

Sortino ratio

Return per unit of downside risk

0.57

0.45

+0.12

Omega ratio

Gain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratio

Return relative to maximum drawdown

0.45

0.66

-0.21

Martin ratio

Return relative to average drawdown

0.93

1.36

-0.43

SGIL.L vs. IUS5.DE - Sharpe Ratio Comparison

The current SGIL.L Sharpe Ratio is 0.40, which is comparable to the IUS5.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SGIL.L and IUS5.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SGIL.LIUS5.DEDifference

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.


Tickers have no history of dividend payments

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.LIUS5.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.67%

-18.06%

+3.39%

Average Drawdown

Average peak-to-trough decline

-6.71%

-7.34%

+0.63%

Ulcer Index

Depth 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.LIUS5.DEDifference

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%