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SGIL.L vs. TIPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGIL.L vs. TIPG.L - 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 Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGIL.L is traded in GBP, while TIPG.L is traded in GBp. To make them comparable, the TIPG.L 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 TIPG.L's 1.46% 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%

TIPG.L

1D
0.09%
1M
1.05%
YTD
1.46%
6M
-0.45%
1Y
4.71%
3Y*
0.24%
5Y*
1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGIL.L vs. TIPG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
1.46%-1.51%2.83%-2.90%-2.52%6.54%6.58%4.69%2.93%-6.27%

Correlation

The correlation between SGIL.L and TIPG.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2016

0.70

The correlation between SGIL.L and TIPG.L shifts across timeframes, from 0.65 (1 year) to 0.77 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGIL.L vs. TIPG.L — 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: 2727
Overall Rank
SGIL.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 2626
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2424
Martin Ratio Rank

TIPG.L
TIPG.L Risk / Return Rank: 2020
Overall Rank
TIPG.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TIPG.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
TIPG.L Omega Ratio Rank: 2020
Omega Ratio Rank
TIPG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
TIPG.L Martin Ratio Rank: 1717
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. TIPG.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 Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.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.LTIPG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.56

0.75

+0.81

Martin ratioReturn relative to average drawdown

3.06

1.67

+1.39

SGIL.L vs. TIPG.L - Sharpe Ratio Comparison

The current SGIL.L Sharpe Ratio is 0.98, which is higher than the TIPG.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SGIL.L and TIPG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SGIL.LTIPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.74

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.14

-0.29

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

0.11

+0.30

Drawdowns

SGIL.L vs. TIPG.L - Drawdown Comparison

The maximum SGIL.L drawdown since its inception was -20.23%, which is greater than TIPG.L's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for SGIL.L and TIPG.L.


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Drawdown Indicators


SGIL.LTIPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.23%

-15.73%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-6.27%

+3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-5.63%

-8.00%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.23%

-15.73%

-4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-20.23%

Current Drawdown

Current decline from peak

-15.00%

-10.38%

-4.62%

Average Drawdown

Average peak-to-trough decline

-6.79%

-7.90%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.82%

-1.20%

Volatility

SGIL.L vs. TIPG.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.13%, while Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L) has a volatility of 1.82%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than TIPG.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.LTIPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.82%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

4.67%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

6.38%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.38%

8.73%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.97%

10.30%

-1.33%

SGIL.L vs. TIPG.L - Expense Ratio Comparison

SGIL.L has a 0.20% expense ratio, which is higher than TIPG.L's 0.09% 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%.


Dividends

SGIL.L vs. TIPG.L - Dividend Comparison

SGIL.L has not paid dividends to shareholders, while TIPG.L's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM202520242023202220212020201920182017
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%0.00%
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%

Frequently Asked Questions


SGIL.L and TIPG.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIPG.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIPG.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SGIL.L.

SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while TIPG.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SGIL.L and 0.09% for TIPG.L.

Portfolio Optimizer

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