TI5G.L vs. SGIL.L
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) and SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) are both Inflation-Protected Bonds funds from iShares - TI5G.L tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5 while SGIL.L tracks the Bloomberg Gbl Infl Linked TR USD. Both are passively managed. Over the past 5 years, TI5G.L returned 2.89%/yr vs -1.24%/yr for SGIL.L. At a 0.29 correlation, their price movements are largely independent. TI5G.L charges 0.12%/yr vs 0.20%/yr for SGIL.L.
Performance
TI5G.L vs. SGIL.L - Performance Comparison
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Returns By Period
In the year-to-date period, TI5G.L achieves a 2.07% return, which is significantly higher than SGIL.L's 1.14% return.
TI5G.L
- 1D
- 0.04%
- 1M
- 0.09%
- YTD
- 2.07%
- 6M
- 1.98%
- 1Y
- 4.39%
- 3Y*
- 4.91%
- 5Y*
- 2.89%
- 10Y*
- —
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%
TI5G.L vs. SGIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.07% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
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% | 4.05% |
Correlation
The correlation between TI5G.L and SGIL.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.29 |
The correlation between TI5G.L and SGIL.L shifts across timeframes, from 0.18 (1 year) to 0.35 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TI5G.L vs. SGIL.L — Risk / Return Rank
TI5G.L
SGIL.L
TI5G.L vs. SGIL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.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.
| TI5G.L | SGIL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 1.56 | +3.70 |
| Martin ratioReturn relative to average drawdown | 17.49 | 3.06 | +14.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TI5G.L | SGIL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.98 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | -0.15 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.41 | +0.48 |
Drawdowns
TI5G.L vs. SGIL.L - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum SGIL.L drawdown of -20.23%. Use the drawdown chart below to compare losses from any high point for TI5G.L and SGIL.L.
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Drawdown Indicators
| TI5G.L | SGIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -20.23% | +14.60% |
Max Drawdown (1Y)Largest decline over 1 year | -0.83% | -3.17% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | -5.63% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -5.63% | -20.23% | +14.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.23% | — |
Current DrawdownCurrent decline from peak | -0.08% | -15.00% | +14.92% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -6.79% | +5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.62% | -1.37% |
Volatility
TI5G.L vs. SGIL.L - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.58%, while iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) has a volatility of 1.13%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than SGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TI5G.L | SGIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.13% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 3.56% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.60% | 5.03% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.08% | 8.38% | -5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.23% | 8.97% | -5.74% |
TI5G.L vs. SGIL.L - Expense Ratio Comparison
TI5G.L has a 0.12% expense ratio, which is lower than SGIL.L's 0.20% 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
TI5G.L vs. SGIL.L - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 5.85%, while SGIL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% |
Frequently Asked Questions
TI5G.L and SGIL.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TI5G.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TI5G.L is cheaper with a 0.12% expense ratio, compared with 0.20% for SGIL.L.
TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while SGIL.L tracks Bloomberg Gbl Infl Linked TR USD. Their fees differ too: 0.12% for TI5G.L and 0.20% for SGIL.L.
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