PortfoliosLab logoPortfoliosLab logo
SSXF.L vs. FGOV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSXF.L vs. FGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L) and First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SSXF.L is traded in EUR, while FGOV.L is traded in GBp. To make them comparable, the FGOV.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SSXF.L achieves a -0.15% return, which is significantly lower than FGOV.L's 4.68% return.


SSXF.L

1D
0.64%
1M
0.86%
6M
-2.02%
YTD
-0.15%
1Y
3.48%
3Y*
5.08%
5Y*
-2.17%
10Y*
0.32%

FGOV.L

1D
0.57%
1M
1.99%
6M
3.52%
YTD
4.68%
1Y
6.13%
3Y*
5.07%
5Y*
1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSXF.L vs. FGOV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SSXF.L
iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist)
-0.15%1.57%4.52%10.82%-24.14%2.57%4.98%
FGOV.L
First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist
4.68%-0.19%8.51%8.25%-12.26%0.00%3.08%

Correlation

The correlation between SSXF.L and FGOV.L is 0.58, 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

0.58

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

0.55

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2020

0.60

The correlation between SSXF.L and FGOV.L has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

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

SSXF.L vs. FGOV.L — Risk / Return Rank

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

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

FGOV.L
FGOV.L Risk / Return Rank: 7171
Overall Rank
FGOV.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FGOV.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
FGOV.L Omega Ratio Rank: 8686
Omega Ratio Rank
FGOV.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
FGOV.L Martin Ratio Rank: 5353
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.

SSXF.L vs. FGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L) and First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.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.


SSXF.LFGOV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.09

1.25

-0.15

Calmar ratioReturn relative to maximum drawdown

0.57

3.08

-2.51

Martin ratioReturn relative to average drawdown

1.29

8.53

-7.25

SSXF.L vs. FGOV.L - Sharpe Ratio Comparison

The current SSXF.L Sharpe Ratio is 0.50, which is lower than the FGOV.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SSXF.L and FGOV.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

SSXF.L vs. FGOV.L - Drawdown Comparison

The maximum SSXF.L drawdown since its inception was -33.80%, which is greater than FGOV.L's maximum drawdown of -15.93%. Use the drawdown chart below to compare losses from any high point for SSXF.L and FGOV.L.


Loading charts...

Drawdown Indicators


SSXF.LFGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-15.93%

-17.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-1.98%

-4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-8.00%

-4.67%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-33.80%

-15.80%

-18.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

Current Drawdown

Current decline from peak

-12.39%

0.00%

-12.39%

Average Drawdown

Average peak-to-trough decline

-8.30%

-4.73%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

0.72%

+2.22%

Volatility

SSXF.L vs. FGOV.L - Volatility Comparison

iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist) (SSXF.L) has a higher volatility of 1.90% compared to First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L) at 1.06%. This indicates that SSXF.L's price experiences larger fluctuations and is considered to be riskier than FGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SSXF.LFGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

1.06%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

3.25%

+3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

7.58%

4.52%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.87%

6.73%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.83%

6.70%

+3.13%

SSXF.L vs. FGOV.L - Expense Ratio Comparison

SSXF.L has a 0.20% expense ratio, which is lower than FGOV.L's 0.45% expense ratio.


Dividends

SSXF.L vs. FGOV.L - Dividend Comparison

SSXF.L's dividend yield for the trailing twelve months is around 4.53%, more than FGOV.L's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
FGOV.L
First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist
3.28%2.82%2.27%1.86%1.01%1.20%0.15%0.00%0.00%0.00%0.00%0.00%
SSXF.L
iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist)
4.53%4.34%3.88%3.14%3.09%2.23%2.35%2.55%2.89%2.90%3.78%2.01%

Frequently Asked Questions


SSXF.L and FGOV.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SSXF.L is cheaper with a 0.20% expense ratio, compared with 0.45% for FGOV.L.

SSXF.L tracks iShares £ Corp Bond ex-Financials UCITS ETF GBP (Dist), while FGOV.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for SSXF.L and 0.45% for FGOV.L.

Portfolio Optimizer

Find the right allocation for SSXF.L and FGOV.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