SGIL.L vs. SXR1.DE
SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both exchange-traded funds - SGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD, while SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, SGIL.L returned 1.78%/yr vs 8.53%/yr for SXR1.DE. At a 0.02 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SGIL.L vs. SXR1.DE - Performance Comparison
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Different Trading Currencies
SGIL.L is traded in GBP, while SXR1.DE is traded in EUR. To make them comparable, the SXR1.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 SXR1.DE's 8.04% return. Over the past 10 years, SGIL.L has underperformed SXR1.DE with an annualized return of 1.78%, while SXR1.DE has yielded a comparatively higher 8.53% annualized 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%
SXR1.DE
- 1D
- -0.77%
- 1M
- 0.22%
- YTD
- 8.04%
- 6M
- 9.26%
- 1Y
- 17.12%
- 3Y*
- 10.57%
- 5Y*
- 5.97%
- 10Y*
- 8.53%
SGIL.L vs. SXR1.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% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.04% | 12.57% | 7.03% | 0.16% | 4.57% | 5.19% | 2.50% | 15.40% | -4.87% | 15.49% |
Correlation
The correlation between SGIL.L and SXR1.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 5, 2010 | 0.02 |
The correlation between SGIL.L and SXR1.DE shifts across timeframes, from -0.02 (5 years) to 0.09 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SGIL.L vs. SXR1.DE — Risk / Return Rank
SGIL.L
SXR1.DE
SGIL.L vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.39 | -0.83 |
| Martin ratioReturn relative to average drawdown | 3.06 | 7.16 | -4.10 |
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 | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.51 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.42 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.52 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.28 | +0.13 |
Drawdowns
SGIL.L vs. SXR1.DE - Drawdown Comparison
The maximum SGIL.L drawdown since its inception was -20.23%, smaller than the maximum SXR1.DE drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for SGIL.L and SXR1.DE.
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Drawdown Indicators
| SGIL.L | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.23% | -40.99% | +20.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -7.12% | +3.95% |
Max Drawdown (3Y)Largest decline over 3 years | -5.63% | -18.13% | +12.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -18.13% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -20.23% | -33.06% | +12.83% |
Current DrawdownCurrent decline from peak | -15.00% | -3.06% | -11.94% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -11.25% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.38% | -0.76% |
Volatility
SGIL.L vs. SXR1.DE - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.13%, while iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) has a volatility of 3.06%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 3.06% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 8.89% | -5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.03% | 11.31% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 14.20% | -5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.97% | 16.30% | -7.33% |
SGIL.L vs. SXR1.DE - Expense Ratio Comparison
Both SGIL.L and SXR1.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. SXR1.DE - Dividend Comparison
Neither SGIL.L nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
SGIL.L and SXR1.DE have a correlation of 0.09, 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 SXR1.DE have the same expense ratio: 0.20% per year.
SGIL.L is categorized as Inflation-Protected Bonds, while SXR1.DE is Asia Pacific Equities. SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while SXR1.DE tracks MSCI Pacific ex Japan.
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