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XBI vs. IGLS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBI vs. IGLS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Biotech ETF (XBI) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XBI achieves a 9.73% return, which is significantly higher than IGLS.L's 0.07% return. Over the past 10 years, XBI has outperformed IGLS.L with an annualized return of 9.55%, while IGLS.L has yielded a comparatively lower 0.39% annualized return.


XBI

1D
0.79%
1M
-0.79%
YTD
9.73%
6M
9.02%
1Y
60.62%
3Y*
14.23%
5Y*
-0.20%
10Y*
9.55%

IGLS.L

1D
0.05%
1M
0.62%
YTD
0.07%
6M
1.24%
1Y
1.87%
3Y*
6.74%
5Y*
0.31%
10Y*
0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBI vs. IGLS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBI
SPDR S&P Biotech ETF
9.73%35.89%1.01%7.60%-25.87%-20.45%48.33%32.56%-15.28%43.77%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.07%13.20%0.94%9.69%-14.66%-2.57%4.59%5.11%-5.53%9.10%

Correlation

The correlation between XBI and IGLS.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.28

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

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.15

The correlation between XBI and IGLS.L shifts across timeframes, from 0.15 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XBI vs. IGLS.L — Risk / Return Rank

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

XBI
XBI Risk / Return Rank: 8484
Overall Rank
XBI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XBI Sortino Ratio Rank: 8181
Sortino Ratio Rank
XBI Omega Ratio Rank: 7373
Omega Ratio Rank
XBI Calmar Ratio Rank: 9494
Calmar Ratio Rank
XBI Martin Ratio Rank: 9090
Martin Ratio Rank

IGLS.L
IGLS.L Risk / Return Rank: 4545
Overall Rank
IGLS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 5353
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3737
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.

XBI vs. IGLS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Biotech ETF (XBI) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.


XBIIGLS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.37

1.04

+0.33

Calmar ratioReturn relative to maximum drawdown

6.12

0.25

+5.87

Martin ratioReturn relative to average drawdown

18.07

0.58

+17.49

XBI vs. IGLS.L - Sharpe Ratio Comparison

The current XBI Sharpe Ratio is 2.28, which is higher than the IGLS.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of XBI and IGLS.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

XBI vs. IGLS.L - Drawdown Comparison

The maximum XBI drawdown since its inception was -63.89%, which is greater than IGLS.L's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for XBI and IGLS.L.


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Drawdown Indicators


XBIIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-38.64%

-25.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-5.31%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-32.99%

-9.30%

-23.69%

Max Drawdown (5Y)

Largest decline over 5 years

-54.71%

-30.42%

-24.29%

Max Drawdown (10Y)

Largest decline over 10 years

-63.89%

-32.19%

-31.70%

Current Drawdown

Current decline from peak

-22.67%

-10.18%

-12.49%

Average Drawdown

Average peak-to-trough decline

-20.93%

-13.50%

-7.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.28%

+1.02%

Volatility

XBI vs. IGLS.L - Volatility Comparison

SPDR S&P Biotech ETF (XBI) has a higher volatility of 10.39% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 2.12%. This indicates that XBI's price experiences larger fluctuations and is considered to be riskier than IGLS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBIIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.39%

2.12%

+8.27%

Volatility (6M)

Calculated over the trailing 6-month period

20.76%

5.46%

+15.30%

Volatility (1Y)

Calculated over the trailing 1-year period

26.09%

7.32%

+18.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.21%

9.34%

+22.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.01%

9.55%

+22.46%

XBI vs. IGLS.L - Expense Ratio Comparison

XBI has a 0.35% expense ratio, which is higher than IGLS.L's 0.07% expense ratio.


Dividends

XBI vs. IGLS.L - Dividend Comparison

XBI's dividend yield for the trailing twelve months is around 0.33%, less than IGLS.L's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.97%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%
XBI
SPDR S&P Biotech ETF
0.33%0.37%0.15%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%

Frequently Asked Questions


XBI and IGLS.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLS.L is cheaper with a 0.07% expense ratio, compared with 0.35% for XBI.

XBI is categorized as Health & Biotech Equities, while IGLS.L is European Government Bonds. XBI tracks S&P Biotechnology Select Industry Index, while IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XBI and 0.07% for IGLS.L.

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