SGIL.L vs. QDVB.DE
SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both exchange-traded funds - SGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD, while QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, SGIL.L returned -1.24%/yr vs 13.12%/yr for QDVB.DE. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SGIL.L vs. QDVB.DE - Performance Comparison
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Different Trading Currencies
SGIL.L is traded in GBP, while QDVB.DE is traded in EUR. To make them comparable, the QDVB.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 1.14% return, which is significantly lower than QDVB.DE's 8.97% 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%
QDVB.DE
- 1D
- 0.84%
- 1M
- 5.84%
- YTD
- 8.97%
- 6M
- 8.90%
- 1Y
- 22.98%
- 3Y*
- 16.68%
- 5Y*
- 13.12%
- 10Y*
- —
SGIL.L vs. QDVB.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) | 1.14% | 1.15% | -1.44% | -0.60% | -12.55% | 4.21% | 8.42% | 4.53% | 1.56% | -1.38% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 8.97% | 5.59% | 23.71% | 24.03% | -11.93% | 29.24% | 11.31% | 30.11% | -1.27% | 11.76% |
Correlation
The correlation between SGIL.L and QDVB.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.12 |
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Return for Risk
SGIL.L vs. QDVB.DE — Risk / Return Rank
SGIL.L
QDVB.DE
SGIL.L vs. QDVB.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 Edge MSCI USA Quality Factor UCITS ETF (QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 3.42 | -1.86 |
| Martin ratioReturn relative to average drawdown | 3.06 | 12.75 | -9.69 |
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 | QDVB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.15 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.86 | -1.01 |
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 | 0.82 | -0.41 |
Drawdowns
SGIL.L vs. QDVB.DE - Drawdown Comparison
The maximum SGIL.L drawdown since its inception was -20.23%, smaller than the maximum QDVB.DE drawdown of -25.80%. Use the drawdown chart below to compare losses from any high point for SGIL.L and QDVB.DE.
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Drawdown Indicators
| SGIL.L | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.23% | -25.80% | +5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -6.69% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -5.63% | -21.19% | +15.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -21.19% | +0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -20.23% | — | — |
Current DrawdownCurrent decline from peak | -15.00% | 0.00% | -15.00% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -3.98% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.80% | -0.18% |
Volatility
SGIL.L vs. QDVB.DE - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.13%, while iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) has a volatility of 2.93%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than QDVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIL.L | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 2.93% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 7.19% | -3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.03% | 10.66% | -5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 15.10% | -6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.97% | 16.13% | -7.16% |
SGIL.L vs. QDVB.DE - Expense Ratio Comparison
Both SGIL.L and QDVB.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%.
Dividends
SGIL.L vs. QDVB.DE - Dividend Comparison
Neither SGIL.L nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
SGIL.L and QDVB.DE have a correlation of 0.17, 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 QDVB.DE have the same expense ratio: 0.20% per year.
SGIL.L is categorized as Inflation-Protected Bonds, while QDVB.DE is Large Cap Blend Equities. SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while QDVB.DE tracks MSCI USA Sector Neutral Quality.
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