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SWSBX vs. IGLT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWSBX vs. IGLT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Short-Term Bond Index Fund (SWSBX) and iShares Core UK Gilts UCITS ETF (IGLT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SWSBX achieves a 0.13% return, which is significantly higher than IGLT.L's -1.85% return.


SWSBX

1D
0.10%
1M
0.24%
YTD
0.13%
6M
0.49%
1Y
3.32%
3Y*
4.19%
5Y*
1.30%
10Y*

IGLT.L

1D
-0.43%
1M
2.03%
YTD
-1.85%
6M
-1.14%
1Y
0.45%
3Y*
3.99%
5Y*
-5.13%
10Y*
-1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWSBX vs. IGLT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWSBX
Schwab Short-Term Bond Index Fund
0.13%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%
IGLT.L
iShares Core UK Gilts UCITS ETF
-1.85%12.60%-4.95%9.08%-31.89%-5.86%11.37%10.96%-5.12%10.40%

Correlation

The correlation between SWSBX and IGLT.L is 0.52, 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

0.52

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

0.53

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

0.52

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2017

0.46

The correlation between SWSBX and IGLT.L has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

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Return for Risk

SWSBX vs. IGLT.L — Risk / Return Rank

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

SWSBX
SWSBX Risk / Return Rank: 4040
Overall Rank
SWSBX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 4343
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 3333
Martin Ratio Rank

IGLT.L
IGLT.L Risk / Return Rank: 1313
Overall Rank
IGLT.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IGLT.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IGLT.L Omega Ratio Rank: 1212
Omega Ratio Rank
IGLT.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
IGLT.L Martin Ratio Rank: 1414
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.

SWSBX vs. IGLT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and iShares Core UK Gilts UCITS ETF (IGLT.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.


SWSBXIGLT.LDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.32

1.02

+0.30

Calmar ratioReturn relative to maximum drawdown

2.23

0.08

+2.15

Martin ratioReturn relative to average drawdown

6.87

0.16

+6.71

SWSBX vs. IGLT.L - Sharpe Ratio Comparison

The current SWSBX Sharpe Ratio is 1.54, which is higher than the IGLT.L Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of SWSBX and IGLT.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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Drawdowns

SWSBX vs. IGLT.L - Drawdown Comparison

The maximum SWSBX drawdown since its inception was -9.06%, smaller than the maximum IGLT.L drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for SWSBX and IGLT.L.


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Drawdown Indicators


SWSBXIGLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-48.48%

+39.42%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-6.78%

+5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-1.79%

-14.17%

+12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-9.06%

-48.32%

+39.26%

Max Drawdown (10Y)

Largest decline over 10 years

-48.48%

Current Drawdown

Current decline from peak

-0.84%

-26.54%

+25.70%

Average Drawdown

Average peak-to-trough decline

-1.79%

-12.02%

+10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

3.21%

-2.71%

Volatility

SWSBX vs. IGLT.L - Volatility Comparison

The current volatility for Schwab Short-Term Bond Index Fund (SWSBX) is 0.72%, while iShares Core UK Gilts UCITS ETF (IGLT.L) has a volatility of 4.17%. This indicates that SWSBX experiences smaller price fluctuations and is considered to be less risky than IGLT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWSBXIGLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

4.17%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

8.39%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

10.64%

-8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.99%

14.34%

-11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

13.01%

-10.54%

SWSBX vs. IGLT.L - Expense Ratio Comparison

SWSBX has a 0.06% expense ratio, which is lower than IGLT.L's 0.07% 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

SWSBX vs. IGLT.L - Dividend Comparison

SWSBX's dividend yield for the trailing twelve months is around 4.14%, less than IGLT.L's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLT.L
iShares Core UK Gilts UCITS ETF
4.47%4.26%3.69%2.40%1.32%0.79%0.95%1.24%1.31%1.30%1.88%2.05%
SWSBX
Schwab Short-Term Bond Index Fund
4.14%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%0.00%0.00%

Frequently Asked Questions


SWSBX and IGLT.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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