PortfoliosLab logoPortfoliosLab logo
SGIL.L vs. UTIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGIL.L vs. UTIP.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 SPDR Bloomberg US TIPS UCITS ETF (UTIP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SGIL.L achieves a 0.87% return, which is significantly lower than UTIP.L's 1.62% return. Over the past 10 years, SGIL.L has underperformed UTIP.L with an annualized return of 0.54%, while UTIP.L has yielded a comparatively higher 2.15% annualized return.


SGIL.L

1D
-0.04%
1M
-0.20%
6M
1.54%
YTD
0.87%
1Y
3.67%
3Y*
1.76%
5Y*
-1.80%
10Y*
0.54%

UTIP.L

1D
0.00%
1M
0.18%
6M
2.23%
YTD
1.62%
1Y
5.79%
3Y*
2.73%
5Y*
1.15%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
0.87%1.15%-1.43%-0.60%-12.55%4.21%8.42%4.53%1.56%-1.38%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
1.62%-0.43%3.62%-2.21%-2.41%7.59%7.22%5.24%5.31%-5.38%

Correlation

The correlation between SGIL.L and UTIP.L is 0.66, 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

0.66

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

0.76

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2015

0.80

The correlation between SGIL.L and UTIP.L shifts across timeframes, from 0.66 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SGIL.L vs. UTIP.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: 2323
Overall Rank
SGIL.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 2020
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2121
Martin Ratio Rank

UTIP.L
UTIP.L Risk / Return Rank: 2626
Overall Rank
UTIP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UTIP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
UTIP.L Omega Ratio Rank: 2626
Omega Ratio Rank
UTIP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
UTIP.L Martin Ratio Rank: 2424
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. UTIP.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 SPDR Bloomberg US TIPS UCITS ETF (UTIP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SGIL.LUTIP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.13

1.16

-0.04

Calmar ratioReturn relative to maximum drawdown

1.15

1.07

+0.08

Martin ratioReturn relative to average drawdown

2.20

2.68

-0.48

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

The current SGIL.L Sharpe Ratio is 0.74, which is comparable to the UTIP.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SGIL.L and UTIP.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.


Loading charts...

Drawdowns

SGIL.L vs. UTIP.L - Drawdown Comparison

The maximum SGIL.L drawdown since its inception was -20.22%, which is greater than UTIP.L's maximum drawdown of -15.81%. Use the drawdown chart below to compare losses from any high point for SGIL.L and UTIP.L.


Loading charts...

Drawdown Indicators


SGIL.LUTIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.22%

-15.81%

-4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-5.38%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

-8.30%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-15.81%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-20.22%

-15.81%

-4.41%

Current Drawdown

Current decline from peak

-15.22%

-7.94%

-7.28%

Average Drawdown

Average peak-to-trough decline

-6.84%

-6.83%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.16%

-0.50%

Volatility

SGIL.L vs. UTIP.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.17%, while SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) has a volatility of 1.56%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than UTIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SGIL.LUTIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.56%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

4.53%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

6.37%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

8.77%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.53%

9.40%

-0.87%

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

SGIL.L has a 0.20% expense ratio, which is higher than UTIP.L's 0.17% 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. UTIP.L - Dividend Comparison

SGIL.L has not paid dividends to shareholders, while UTIP.L's dividend yield for the trailing twelve months is around 4.42%.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
4.42%3.57%4.00%4.37%7.34%3.24%0.69%1.75%3.69%2.50%1.67%

Frequently Asked Questions


SGIL.L and UTIP.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UTIP.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UTIP.L is cheaper with a 0.17% expense ratio, compared with 0.20% for SGIL.L.

SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while UTIP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for SGIL.L and 0.17% for UTIP.L.

Portfolio Optimizer

Find the right allocation for SGIL.L and UTIP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer