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SGLO.L vs. XGSI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLO.L vs. XGSI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGLO.L is traded in GBP, while XGSI.L is traded in USD. To make them comparable, the XGSI.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGLO.L achieves a -0.79% return, which is significantly lower than XGSI.L's 0.05% return.


SGLO.L

1D
-0.11%
1M
0.41%
YTD
-0.79%
6M
-1.34%
1Y
1.82%
3Y*
-0.41%
5Y*
-1.81%
10Y*
0.35%

XGSI.L

1D
0.08%
1M
1.20%
YTD
0.05%
6M
-0.97%
1Y
3.04%
3Y*
0.11%
5Y*
0.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLO.L vs. XGSI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGLO.L
iShares Global Government Bond UCITS ETF USD (Dist)
-0.79%0.31%-1.33%-1.35%-7.72%-5.44%5.97%2.82%5.56%-2.42%
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.05%-3.42%3.01%0.55%-3.00%-1.56%2.75%3.35%8.32%-4.45%

Correlation

The correlation between SGLO.L and XGSI.L is 0.61, 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

0.61

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

0.70

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

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2017

0.76

The correlation between SGLO.L and XGSI.L shifts across timeframes, from 0.61 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SGLO.L vs. XGSI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGLO.L
SGLO.L Risk / Return Rank: 1414
Overall Rank
SGLO.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SGLO.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
SGLO.L Omega Ratio Rank: 1313
Omega Ratio Rank
SGLO.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
SGLO.L Martin Ratio Rank: 1414
Martin Ratio Rank

XGSI.L
XGSI.L Risk / Return Rank: 1717
Overall Rank
XGSI.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 1616
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 1818
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.

SGLO.L vs. XGSI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.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.


SGLO.LXGSI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratioReturn relative to maximum drawdown

0.45

0.50

-0.04

Martin ratioReturn relative to average drawdown

0.90

1.15

-0.24

SGLO.L vs. XGSI.L - Sharpe Ratio Comparison

The current SGLO.L Sharpe Ratio is 0.37, which is comparable to the XGSI.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SGLO.L and XGSI.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


SGLO.LXGSI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.44

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.04

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.06

+0.13

Drawdowns

SGLO.L vs. XGSI.L - Drawdown Comparison

The maximum SGLO.L drawdown since its inception was -25.55%, which is greater than XGSI.L's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for SGLO.L and XGSI.L.


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Drawdown Indicators


SGLO.LXGSI.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.55%

-22.36%

-3.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.26%

-6.10%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-5.41%

-9.18%

+3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-16.82%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-25.55%

Current Drawdown

Current decline from peak

-22.83%

-17.59%

-5.24%

Average Drawdown

Average peak-to-trough decline

-10.09%

-12.10%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.65%

-0.51%

Volatility

SGLO.L vs. XGSI.L - Volatility Comparison

The current volatility for iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) is 1.24%, while Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) has a volatility of 1.88%. This indicates that SGLO.L experiences smaller price fluctuations and is considered to be less risky than XGSI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLO.LXGSI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.88%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

5.15%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

6.92%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

9.05%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

9.27%

-0.50%

SGLO.L vs. XGSI.L - Expense Ratio Comparison

SGLO.L has a 0.20% expense ratio, which is lower than XGSI.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SGLO.L vs. XGSI.L - Dividend Comparison

SGLO.L's dividend yield for the trailing twelve months is around 4.16%, while XGSI.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SGLO.L
iShares Global Government Bond UCITS ETF USD (Dist)
4.16%3.86%3.15%1.87%0.95%0.85%1.35%1.60%1.37%1.26%1.34%0.89%
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGLO.L and XGSI.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLO.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLO.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XGSI.L.

SGLO.L tracks Bloomberg Global Aggregate TR USD, while XGSI.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for SGLO.L and 0.25% for XGSI.L.

Portfolio Optimizer

Find the right allocation for SGLO.L and XGSI.L

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