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UBTL.L vs. IGIL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBTL.L vs. IGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis (UBTL.L) and iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UBTL.L is traded in GBp, while IGIL.L is traded in USD. To make them comparable, the IGIL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UBTL.L achieves a -0.05% return, which is significantly lower than IGIL.L's 1.38% return.


UBTL.L

1D
0.19%
1M
1.78%
YTD
-0.05%
6M
-1.17%
1Y
5.11%
3Y*
-3.66%
5Y*
-4.40%
10Y*

IGIL.L

1D
0.08%
1M
0.64%
YTD
1.38%
6M
0.32%
1Y
4.81%
3Y*
0.68%
5Y*
-1.21%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBTL.L vs. IGIL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBTL.L
UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis
-0.05%-2.86%-3.20%-5.34%-24.00%9.31%19.40%13.92%0.17%-2.13%
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
1.38%0.72%-1.23%-0.17%-12.55%3.91%8.92%3.71%1.68%-0.94%

Correlation

The correlation between UBTL.L and IGIL.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

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

0.65

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

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2016

0.63

The correlation between UBTL.L and IGIL.L shifts across timeframes, from 0.50 (1 year) to 0.65 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

UBTL.L vs. IGIL.L — Risk / Return Rank

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

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

IGIL.L
IGIL.L Risk / Return Rank: 2121
Overall Rank
IGIL.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 1818
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IGIL.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.

UBTL.L vs. IGIL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis (UBTL.L) and iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.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.


UBTL.LIGIL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.10

1.14

-0.04

Calmar ratioReturn relative to maximum drawdown

0.64

1.28

-0.64

Martin ratioReturn relative to average drawdown

1.25

2.93

-1.68

UBTL.L vs. IGIL.L - Sharpe Ratio Comparison

The current UBTL.L Sharpe Ratio is 0.54, which is lower than the IGIL.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of UBTL.L and IGIL.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


UBTL.LIGIL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.79

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

-0.13

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.40

-0.41

Drawdowns

UBTL.L vs. IGIL.L - Drawdown Comparison

The maximum UBTL.L drawdown since its inception was -38.66%, which is greater than IGIL.L's maximum drawdown of -20.30%. Use the drawdown chart below to compare losses from any high point for UBTL.L and IGIL.L.


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Drawdown Indicators


UBTL.LIGIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.66%

-20.30%

-18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-3.74%

-4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-5.89%

-10.41%

Max Drawdown (5Y)

Largest decline over 5 years

-38.66%

-20.30%

-18.36%

Max Drawdown (10Y)

Largest decline over 10 years

-20.30%

Current Drawdown

Current decline from peak

-34.41%

-14.84%

-19.57%

Average Drawdown

Average peak-to-trough decline

-16.79%

-7.16%

-9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

1.64%

+2.45%

Volatility

UBTL.L vs. IGIL.L - Volatility Comparison

UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis (UBTL.L) has a higher volatility of 2.36% compared to iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) at 1.61%. This indicates that UBTL.L's price experiences larger fluctuations and is considered to be riskier than IGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTL.LIGIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

1.61%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

4.98%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

9.40%

6.07%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

9.34%

+5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

10.00%

+5.34%

UBTL.L vs. IGIL.L - Expense Ratio Comparison

Both UBTL.L and IGIL.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UBTL.L vs. IGIL.L - Dividend Comparison

UBTL.L's dividend yield for the trailing twelve months is around 6.15%, while IGIL.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IGIL.L
iShares Global Inflation Linked Govt 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%
UBTL.L
UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis
6.15%5.34%5.57%6.49%8.27%2.56%0.73%2.60%2.29%1.99%

Frequently Asked Questions


UBTL.L and IGIL.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UBTL.L and IGIL.L have the same expense ratio: 0.20% per year.

UBTL.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while IGIL.L tracks Bloomberg World Government Inflation-Linked Bond Index. They also come from different issuers: UBS and iShares.

Portfolio Optimizer

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