SGIL.L vs. TI5G.L
Compare and contrast key facts about iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L).
SGIL.L and TI5G.L 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. TI5G.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury Inflation Linked Bond Index 0-5. It was launched on Mar 5, 2018. Both SGIL.L and TI5G.L 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. TI5G.L - Performance Comparison
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SGIL.L vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 4.05% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 1.08% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
Returns By Period
In the year-to-date period, SGIL.L achieves a 1.53% return, which is significantly higher than TI5G.L's 1.08% return.
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%
TI5G.L
- 1D
- 0.00%
- 1M
- 0.21%
- YTD
- 1.08%
- 6M
- 1.30%
- 1Y
- 3.65%
- 3Y*
- 4.42%
- 5Y*
- 3.03%
- 10Y*
- —
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SGIL.L vs. TI5G.L - Expense Ratio Comparison
SGIL.L has a 0.20% expense ratio, which is higher than TI5G.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SGIL.L vs. TI5G.L — Risk / Return Rank
SGIL.L
TI5G.L
SGIL.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.
| SGIL.L | TI5G.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 1.09 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.49 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.22 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.43 | -1.99 |
Martin ratioReturn relative to average drawdown | 0.93 | 7.90 | -6.97 |
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 | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.09 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.99 | -1.10 |
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 | 0.86 | -0.45 |
Correlation
The correlation between SGIL.L and TI5G.L is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SGIL.L vs. TI5G.L - Dividend Comparison
SGIL.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.91%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.91% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% |
Drawdowns
SGIL.L vs. TI5G.L - Drawdown Comparison
The maximum SGIL.L drawdown since its inception was -20.23%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for SGIL.L and TI5G.L.
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Drawdown Indicators
| SGIL.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.23% | -5.63% | -14.60% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -1.55% | -2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -5.63% | -14.60% |
Max Drawdown (10Y)Largest decline over 10 years | -20.23% | — | — |
Current DrawdownCurrent decline from peak | -14.67% | -0.36% | -14.31% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -1.04% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 0.48% | +1.68% |
Volatility
SGIL.L vs. TI5G.L - Volatility Comparison
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) has a higher volatility of 1.97% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.90%. This indicates that SGIL.L's price experiences larger fluctuations and is considered to be riskier than TI5G.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.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 0.90% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 1.68% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 3.35% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.40% | 3.07% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.01% | 3.25% | +5.76% |